Sampling on the simplex

PierGianLuca Porta Mana
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PierGianLuca Porta Mana: Norwegian University of Science and Technology

No 5zu6m, OSF Preprints from Center for Open Science

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.

Date: 2019-07-13
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Persistent link: https://EconPapers.repec.org/RePEc:osf:osfxxx:5zu6m

DOI: 10.31219/osf.io/5zu6m

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