Fastest Way To Iterate Over A Probability Simplex
Efrat Regev
efrat_regev at yahoo.com
Tue May 22 05:19:31 EDT 2007
Hello,
Let's say a probability vector of dimension d is x_1, ..., x_d, where
each one is a non-negative term, and they all sum up to 1. Now I'd like
to iterate over all probability vectors, but this is impossible, since
they're uncountable. So instead, let's say I want to iterate over all
such vectors under the constraint that the granularity of each component
is at most some delta.
To make things pythonesque, here's the interface:
<interface>
class simplex:
def __init__(self, dim, delta):
...
def __iter__(self):
...
def next(self):
...
</interface>
The problem is, what's a fast implementation? I tried something simple,
and it is slooooooooooooow. If anyone can think of something clever, I'd
love to hear it.
Many Thanks,
Efrat
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