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# Category: probability theory

## Short Notes on Divergence Measures

## Partition Functions and Higher-order Jensen Inequalities (3/3)

## Partition Functions and Moments (1/3)

Posts on ML, Math and Physics by Danilo J. Rezende

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divergencesYou can directly open the pdf of this post here

When trying to compute variational bounds (as derived in the previous post), a naive attempt to approximate the involved expectations (e.g. using a Taylor expansion) may destroy the bound.

This is where the Higher-order Jensen-Feynman inequality comes in. It allows us to do a higher-order polynomial expansion **without destroying the variational bound.**