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

Miguel Á. Carreira-Perpiñán, Weiran Wang

Publication date: 6 September 2013

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.

Has companion code repository: https://github.com/jlyx417353617/hadamard_response

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