Projection onto the probability simplex: An efficient algorithm with a simple proof, and an application

Weiran Wang; Miguel Á. Carreira-Perpiñán

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arXiv · 1309.1541

Projection onto the probability simplex: An efficient algorithm with a simple proof, and an application

Weiran Wang·Miguel Á. Carreira-Perpiñán

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Abstract

We provide an elementary proof of a simple, efficient algorithm for computing the Euclidean projection of a point onto the probability simplex. We also show an application in Laplacian K-modes clustering.

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Weiran Wang, Miguel Á. Carreira-Perpiñán. 2013-09-06. Projection onto the probability simplex: An efficient algorithm with a simple proof, and an application. https://arxiv.org/abs/1309.1541

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