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  2. Evidence lower bound - Wikipedia

    en.wikipedia.org/wiki/Evidence_lower_bound

    In variational Bayesian methods, the evidence lower bound (often abbreviated ELBO, also sometimes called the variational lower bound [1] or negative variational free energy) is a useful lower bound on the log-likelihood of some observed data.

  3. Second moment method - Wikipedia

    en.wikipedia.org/wiki/Second_moment_method

    In mathematics, the second moment method is a technique used in probability theory and analysis to show that a random variable has positive probability of being positive. More generally, the "moment method" consists of bounding the probability that a random variable fluctuates far from its mean, by using its moments.

  4. Q-function - Wikipedia

    en.wikipedia.org/wiki/Q-function

    In statistics, the Q-function is the ... The geometric mean of the upper and lower bound gives a suitable approximation for (): () +, Tighter bounds ...

  5. Efficiency (statistics) - Wikipedia

    en.wikipedia.org/wiki/Efficiency_(statistics)

    In statistics, efficiency is a measure of quality of an estimator, of an experimental design, [1] or of a hypothesis testing procedure. [2] Essentially, a more efficient estimator needs fewer input data or observations than a less efficient one to achieve the Cramér–Rao bound.

  6. Fano's inequality - Wikipedia

    en.wikipedia.org/wiki/Fano's_inequality

    Fano's inequality can be interpreted as a way of dividing the uncertainty of a conditional distribution into two questions given an arbitrary predictor. The first question, corresponding to the term (), relates to the uncertainty of the predictor.

  7. Chapman–Robbins bound - Wikipedia

    en.wikipedia.org/wiki/Chapman–Robbins_bound

    In statistics, the Chapman–Robbins bound or Hammersley–Chapman–Robbins bound is a lower bound on the variance of estimators of a deterministic parameter. It is a generalization of the Cramér–Rao bound; compared to the Cramér–Rao bound, it is both tighter and applicable to a wider range of problems. However, it is usually more ...

  8. Upper and lower bounds - Wikipedia

    en.wikipedia.org/wiki/Upper_and_lower_bounds

    The set S = {42} has 42 as both an upper bound and a lower bound; all other numbers are either an upper bound or a lower bound for that S. Every subset of the natural numbers has a lower bound since the natural numbers have a least element (0 or 1, depending on convention). An infinite subset of the natural numbers cannot be bounded from above.

  9. Probability bounds analysis - Wikipedia

    en.wikipedia.org/wiki/Probability_bounds_analysis

    The probability that an uncertain number represented by a p-box D is less than zero is the interval Pr(D < 0) = [F(0), F̅(0)], where F̅(0) is the left bound of the probability box D and F(0) is its right bound, both evaluated at zero. Two uncertain numbers represented by probability boxes may then be compared for numerical magnitude with the ...