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Juanito
  • Member for 10 years, 6 months
  • Last seen more than 5 years ago
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Uniform sampling from general simplex with a twist
Oh, yes, that is exactly what I meant. I did not post on the algorithm on drawing from the prob simplex as that is already solved in one of the links I posted.
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Uniform sampling from general simplex with a twist
Added some back ground reading I did about some related things
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A functional inequality
Your comment to reformulate the problem in additive format, was very helpful for my work. Could I acknowledge you in my work as Ilya Bogdanov?
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A functional inequality
Is there a way to ensure that the bump fn introduced does not violate $ f((t+1)x)<f(tx)+f(x)$?
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A functional inequality
If I use $f(x)=-\log g(e^{-x})$, I would get $g(x)=e^{-f(-\log x)}$. Given the boundary conditions $g(0)=0$ and $g(1)=1$, I would require, the candidate function $f$ to satisfy $f(0)=0$ and $f(\infty)=\infty $. I was thinking of following the steps you recommended by using $f(x)=x^{1/2}$. This satisfies the boundary conditions and $ f((t+1)x)<f(tx)+f(x) $ for all $x \in(0,+\infty)$ and positive integer $t$. I perturb the function at $5,5/2$ and in $(1,1.9)$ Someone mentioned using bump functions to smooth the slope discontinuities. I hope using a bump fn dont violate $ f((t+1)x)<f(tx)+f(x)$.
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A functional inequality
you are absolutely correct, I also require $g(r^2)>g(r)^2$, thus, the correct condition should be $t>0$. $g(r^2)>g(r)^2$ is also implied by $m=n=1$ on the right hand side.