The Hoeffding decomposition

The Hoeffding decomposition is a mathematical technique used to break down a complex problem into simpler parts. It helps analyze the behavior of random variables by expressing them as a combination of averages and deviations from those averages. Essentially, it tells us how much information we can gain by examining the differences between actual values and their expected averages. This approach is useful in statistics and machine learning, as it provides insights into uncertainty and helps improve predictions by focusing on key contributions to variability in data.