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

2013-09-06Code Available0· sign in to hype

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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