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Good UPPER bounds for $\log(\sum_{i=1}^n p_ie^{z_i})-\sum_{i=1}^np_iz_i$ where $(p_i)_i$ is a probability vector
Let $x=(z_1,\ldots,z_n)$ be real vector and $(p_1,\ldots,p_n)$ be a probability vector.
Question
$\log(\sum_{i=1}^n p_ie^{z_i})-\sum_{i=1}^np_iz_i \le ???$
Observation
This paper allows us to ...
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