Sampling on the simplex

Échantillonnage sur le simplexe

P.G.L. Porta Mana (1)

1 Kavli Institute for Systems Neuroscience

Two simple approaches to sampling general probability distributions defined over the simplex, especially with Monte Carlo algorithms and in high dimensions, are presented.

Domaines: Calcul [stat.CO]; Analyse de données, Statistiques et Probabilités [physics.data-an]; Probabilités [math.PR]; Apprentissage [cs.LG]

P.G.L. Porta Mana. Sampling on the simplex. 2019. ⟨hal-02185974v2⟩