Approximate conditioning

April 3, 2024 — April 3, 2024

algebra
approximation
functional analysis
graphical models
measure
metrics
networks
optimization
probability
statistics

Assumed audience:

Data scientists who must pretend they can remember statistics

Figure 1

A placeholder for something I don’t have time to explain right now, sorry.

1 Gaussian

Via arithmetic-harmonic mean.

2 Annealed

Maybe. See annealing in inference.

3 References

Liao, and Wu. 2015. Reverse Arithmetic-Harmonic Mean and Mixed Mean Operator Inequalities.” Journal of Inequalities and Applications.
Mond, and Pec̆arić. 1996. A Mixed Arithmetic-Mean-Harmonic-Mean Matrix Inequality.” Linear Algebra and Its Applications, Linear Algebra and Statistics: In Celebration of C. R. Rao’s 75th Birthday (September 10, 1995),.
Sharma. 2008. Some More Inequalities for Arithmetic Mean, Harmonic Mean and Variance.” Journal of Mathematical Inequalities.