Em Algorithm, Machine Learning, Data Mining, Jensens Inequality, Bayes Theorem.
concave functions f(w1 x + w2 y) ≥ w2 f(y) + (1- w2) f(x). Figure 2 Concave function lies above any chord. The next step in showing Jensen’s inequality follows since expectation can be thought of as a weighted sum with the probability distribution giving the weights. In general, the probabilities