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Bounding Log-Likelihood with Jensen's Inequality
A common application of Jensen's inequality is to bound a more complicated expression by a simpler one, such as the log-likelihood of partially observed random variables. This is utilized in variational methods using the inequality , since . In this context, typically represents an unobserved random variable (such as cluster labels in clustering), is its estimated distribution, and is the generative model, with being the distribution with integrated out.
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Updated 2026-05-15
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