Sampling on the simplex

Abstract : Two simple approaches to sampling general probability distributions defined over the simplex, especially with Monte Carlo algorithms and in high dimensions, are presented. The approaches can be generalized to spaces bounded by linear constraints.
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https://hal.archives-ouvertes.fr/hal-02185974
Contributor : Piergianluca Porta Mana <>
Submitted on : Monday, August 5, 2019 - 2:51:46 PM
Last modification on : Friday, August 9, 2019 - 9:49:54 PM

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  • HAL Id : hal-02185974, version 3

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P.G.L. Porta Mana. Sampling on the simplex. 2019. ⟨hal-02185974v3⟩

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