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Jan 14, 2017 at 15:32 history edited Nate Eldredge CC BY-SA 3.0
why f is convex
Jan 14, 2017 at 12:38 comment added Dirk +1 Nitpick: The composition of convex functions is not necessarily convex - the outer one should be increasing.
Jan 14, 2017 at 5:28 comment added Nate Eldredge Ok, here is a better proof which works the same in infinite dimensions.
Jan 14, 2017 at 5:28 history edited Nate Eldredge CC BY-SA 3.0
better proof, generalize to LCS
Jan 14, 2017 at 4:54 vote accept Sung-En Chiu
Jan 14, 2017 at 4:40 comment added Sung-En Chiu My $X$ is the probability simplex in $\mathbb{R}^d$, so this works for me! It's so nice! Didn't expect that convex functions are enough! Thanks a lot!
Jan 14, 2017 at 2:08 history answered Nate Eldredge CC BY-SA 3.0