We provide an elementary proof of a simple, efficient algorithmfor computing the Euclidean projection of a point onto the probability simplex. We also show an application in Laplacian K-modes clustering.
Projection onto the probability simplex: An efficient algorithm with a simple proof, and an application
Weiran Wang,M. A. Carreira-Perpiñán
Published 2013 in arXiv.org
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- Publication year
2013
- Venue
arXiv.org
- Publication date
2013-09-05
- Fields of study
Mathematics, Computer Science
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