Machine Learning, Clustering, Gaussian Mixture Model.
inequality. Recall that for any strictly convex function, we have E(f(x)) ≥ f(E(x)). The inequality reverses for strictly concave functions. Going back to Eq 5, since the log function is indeed a concave function (i.e. 2nd order derivative is -1/x² , which < 0), now we can derive that log