Notation and major confusion with the definition of the probability simplex
$begingroup$
So it starts like this:
Given a discrete set $N$, the probability simplex over $N$, denoted $∆(N)$ is defined to be:
$$Δ(N) = left{ x in mathbb{R}^{|N|} ;:; x_{i} geq 0 text{ for all } i, text{ and } sum_{i=1}^{|N|} x_i = 1right}$$
I guess I kind of understand what it tries to convey, but in practice something doesn't add up.
For example, suppose, that we have $x= {x_1,x_2}$ with dimentionality $|N| = 3$ according to the specification above.
Say:
that $x_1 = {mathbb{R}_1, mathbb{R}_2, mathbb{R}_3}$
and
$x_2 = {mathbb{R}_4, mathbb{R}_5, mathbb{R}_6}$.
How does this summation $sum_{i=1}^{|N|} x_i = 1$ work?
linear-algebra probability probability-theory probability-distributions summation
$endgroup$
add a comment |
$begingroup$
So it starts like this:
Given a discrete set $N$, the probability simplex over $N$, denoted $∆(N)$ is defined to be:
$$Δ(N) = left{ x in mathbb{R}^{|N|} ;:; x_{i} geq 0 text{ for all } i, text{ and } sum_{i=1}^{|N|} x_i = 1right}$$
I guess I kind of understand what it tries to convey, but in practice something doesn't add up.
For example, suppose, that we have $x= {x_1,x_2}$ with dimentionality $|N| = 3$ according to the specification above.
Say:
that $x_1 = {mathbb{R}_1, mathbb{R}_2, mathbb{R}_3}$
and
$x_2 = {mathbb{R}_4, mathbb{R}_5, mathbb{R}_6}$.
How does this summation $sum_{i=1}^{|N|} x_i = 1$ work?
linear-algebra probability probability-theory probability-distributions summation
$endgroup$
add a comment |
$begingroup$
So it starts like this:
Given a discrete set $N$, the probability simplex over $N$, denoted $∆(N)$ is defined to be:
$$Δ(N) = left{ x in mathbb{R}^{|N|} ;:; x_{i} geq 0 text{ for all } i, text{ and } sum_{i=1}^{|N|} x_i = 1right}$$
I guess I kind of understand what it tries to convey, but in practice something doesn't add up.
For example, suppose, that we have $x= {x_1,x_2}$ with dimentionality $|N| = 3$ according to the specification above.
Say:
that $x_1 = {mathbb{R}_1, mathbb{R}_2, mathbb{R}_3}$
and
$x_2 = {mathbb{R}_4, mathbb{R}_5, mathbb{R}_6}$.
How does this summation $sum_{i=1}^{|N|} x_i = 1$ work?
linear-algebra probability probability-theory probability-distributions summation
$endgroup$
So it starts like this:
Given a discrete set $N$, the probability simplex over $N$, denoted $∆(N)$ is defined to be:
$$Δ(N) = left{ x in mathbb{R}^{|N|} ;:; x_{i} geq 0 text{ for all } i, text{ and } sum_{i=1}^{|N|} x_i = 1right}$$
I guess I kind of understand what it tries to convey, but in practice something doesn't add up.
For example, suppose, that we have $x= {x_1,x_2}$ with dimentionality $|N| = 3$ according to the specification above.
Say:
that $x_1 = {mathbb{R}_1, mathbb{R}_2, mathbb{R}_3}$
and
$x_2 = {mathbb{R}_4, mathbb{R}_5, mathbb{R}_6}$.
How does this summation $sum_{i=1}^{|N|} x_i = 1$ work?
linear-algebra probability probability-theory probability-distributions summation
linear-algebra probability probability-theory probability-distributions summation
edited Jan 20 at 14:33
Blue
48.5k870154
48.5k870154
asked Jan 20 at 14:18
bdpsbdps
82
82
add a comment |
add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
I think, this is a kind of question that should be answered via examples.
For any set $N_2={a,b}$ with 2 elements the following vectors $x_1, x_2, x_3$ belong to $Delta(N_2)$:
$$
x_1 =
begin{bmatrix}
0.2 \ 0.8
end{bmatrix}, quad
x_2 =
begin{bmatrix}
0.4 \ 0.6
end{bmatrix}, quad
x_3 =
begin{bmatrix}
0 \ 1
end{bmatrix}.
$$
For each of them we have $x_i in Delta(N_2)$. Of course there are many more such vectors.
For any set $N_3={a,b,c}$ with 3 elements the following vectors $x_1, x_2, x_3$ belong to $Delta(N_3)$:
$$
x_1 =
begin{bmatrix}
0.2 \ 0.3 \ 0.5
end{bmatrix}, quad
x_2 =
begin{bmatrix}
0.4 \ 0.4 \ 0.2
end{bmatrix}, quad
x_3 =
begin{bmatrix}
0 \ 1 \ 0
end{bmatrix}.
$$
For each of them we have $x_i in Delta(N_3)$. Again, there are many more elements of $Delta(N_3)$.
Note that the set $N$ is actually of no matter for constructing $Delta(N)$, it is only its size $|N|$ that matters.
$endgroup$
1
$begingroup$
Oh thanks a lot for the input. Then, I guess that any probability distribution can be explained in terms of probability simplex, or say it could be the result of sampling from some $|N|-$dimensional/size simplex distribution.
$endgroup$
– bdps
Jan 20 at 15:06
add a comment |
$begingroup$
Well, what is meant under $triangle(N)$ is the following: if your vector $x in mathbf{R}^{|N|}$ has the following properties:
$x_i ge 0$ for all $i$
$sum_{i=1}^{|N|} x_i = 1$
Then, your vector is from simplex $triangle(N)$. The sum is taken over all coordinates of the vector.
Clearly, if one of these conditions is violated then your vector doesn't belong to simplex $triangle(N)$.
$endgroup$
1
$begingroup$
So if I get it well, every sample $x_1,x_2...x_k$ is made up of a vector of $N$ elements/categories, whose real values sum to 1, then, each sample has its own probability distribution?
$endgroup$
– bdps
Jan 20 at 14:49
1
$begingroup$
I didn’t quite get your question. Sampling from distribution $triangle(N)$ means that you’ll get a vector from $mathbf{R}^{|N|}$ with two conditions given above.
$endgroup$
– pointguard0
Jan 20 at 14:55
add a comment |
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2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
I think, this is a kind of question that should be answered via examples.
For any set $N_2={a,b}$ with 2 elements the following vectors $x_1, x_2, x_3$ belong to $Delta(N_2)$:
$$
x_1 =
begin{bmatrix}
0.2 \ 0.8
end{bmatrix}, quad
x_2 =
begin{bmatrix}
0.4 \ 0.6
end{bmatrix}, quad
x_3 =
begin{bmatrix}
0 \ 1
end{bmatrix}.
$$
For each of them we have $x_i in Delta(N_2)$. Of course there are many more such vectors.
For any set $N_3={a,b,c}$ with 3 elements the following vectors $x_1, x_2, x_3$ belong to $Delta(N_3)$:
$$
x_1 =
begin{bmatrix}
0.2 \ 0.3 \ 0.5
end{bmatrix}, quad
x_2 =
begin{bmatrix}
0.4 \ 0.4 \ 0.2
end{bmatrix}, quad
x_3 =
begin{bmatrix}
0 \ 1 \ 0
end{bmatrix}.
$$
For each of them we have $x_i in Delta(N_3)$. Again, there are many more elements of $Delta(N_3)$.
Note that the set $N$ is actually of no matter for constructing $Delta(N)$, it is only its size $|N|$ that matters.
$endgroup$
1
$begingroup$
Oh thanks a lot for the input. Then, I guess that any probability distribution can be explained in terms of probability simplex, or say it could be the result of sampling from some $|N|-$dimensional/size simplex distribution.
$endgroup$
– bdps
Jan 20 at 15:06
add a comment |
$begingroup$
I think, this is a kind of question that should be answered via examples.
For any set $N_2={a,b}$ with 2 elements the following vectors $x_1, x_2, x_3$ belong to $Delta(N_2)$:
$$
x_1 =
begin{bmatrix}
0.2 \ 0.8
end{bmatrix}, quad
x_2 =
begin{bmatrix}
0.4 \ 0.6
end{bmatrix}, quad
x_3 =
begin{bmatrix}
0 \ 1
end{bmatrix}.
$$
For each of them we have $x_i in Delta(N_2)$. Of course there are many more such vectors.
For any set $N_3={a,b,c}$ with 3 elements the following vectors $x_1, x_2, x_3$ belong to $Delta(N_3)$:
$$
x_1 =
begin{bmatrix}
0.2 \ 0.3 \ 0.5
end{bmatrix}, quad
x_2 =
begin{bmatrix}
0.4 \ 0.4 \ 0.2
end{bmatrix}, quad
x_3 =
begin{bmatrix}
0 \ 1 \ 0
end{bmatrix}.
$$
For each of them we have $x_i in Delta(N_3)$. Again, there are many more elements of $Delta(N_3)$.
Note that the set $N$ is actually of no matter for constructing $Delta(N)$, it is only its size $|N|$ that matters.
$endgroup$
1
$begingroup$
Oh thanks a lot for the input. Then, I guess that any probability distribution can be explained in terms of probability simplex, or say it could be the result of sampling from some $|N|-$dimensional/size simplex distribution.
$endgroup$
– bdps
Jan 20 at 15:06
add a comment |
$begingroup$
I think, this is a kind of question that should be answered via examples.
For any set $N_2={a,b}$ with 2 elements the following vectors $x_1, x_2, x_3$ belong to $Delta(N_2)$:
$$
x_1 =
begin{bmatrix}
0.2 \ 0.8
end{bmatrix}, quad
x_2 =
begin{bmatrix}
0.4 \ 0.6
end{bmatrix}, quad
x_3 =
begin{bmatrix}
0 \ 1
end{bmatrix}.
$$
For each of them we have $x_i in Delta(N_2)$. Of course there are many more such vectors.
For any set $N_3={a,b,c}$ with 3 elements the following vectors $x_1, x_2, x_3$ belong to $Delta(N_3)$:
$$
x_1 =
begin{bmatrix}
0.2 \ 0.3 \ 0.5
end{bmatrix}, quad
x_2 =
begin{bmatrix}
0.4 \ 0.4 \ 0.2
end{bmatrix}, quad
x_3 =
begin{bmatrix}
0 \ 1 \ 0
end{bmatrix}.
$$
For each of them we have $x_i in Delta(N_3)$. Again, there are many more elements of $Delta(N_3)$.
Note that the set $N$ is actually of no matter for constructing $Delta(N)$, it is only its size $|N|$ that matters.
$endgroup$
I think, this is a kind of question that should be answered via examples.
For any set $N_2={a,b}$ with 2 elements the following vectors $x_1, x_2, x_3$ belong to $Delta(N_2)$:
$$
x_1 =
begin{bmatrix}
0.2 \ 0.8
end{bmatrix}, quad
x_2 =
begin{bmatrix}
0.4 \ 0.6
end{bmatrix}, quad
x_3 =
begin{bmatrix}
0 \ 1
end{bmatrix}.
$$
For each of them we have $x_i in Delta(N_2)$. Of course there are many more such vectors.
For any set $N_3={a,b,c}$ with 3 elements the following vectors $x_1, x_2, x_3$ belong to $Delta(N_3)$:
$$
x_1 =
begin{bmatrix}
0.2 \ 0.3 \ 0.5
end{bmatrix}, quad
x_2 =
begin{bmatrix}
0.4 \ 0.4 \ 0.2
end{bmatrix}, quad
x_3 =
begin{bmatrix}
0 \ 1 \ 0
end{bmatrix}.
$$
For each of them we have $x_i in Delta(N_3)$. Again, there are many more elements of $Delta(N_3)$.
Note that the set $N$ is actually of no matter for constructing $Delta(N)$, it is only its size $|N|$ that matters.
answered Jan 20 at 14:51
ZeeklessZeekless
577111
577111
1
$begingroup$
Oh thanks a lot for the input. Then, I guess that any probability distribution can be explained in terms of probability simplex, or say it could be the result of sampling from some $|N|-$dimensional/size simplex distribution.
$endgroup$
– bdps
Jan 20 at 15:06
add a comment |
1
$begingroup$
Oh thanks a lot for the input. Then, I guess that any probability distribution can be explained in terms of probability simplex, or say it could be the result of sampling from some $|N|-$dimensional/size simplex distribution.
$endgroup$
– bdps
Jan 20 at 15:06
1
1
$begingroup$
Oh thanks a lot for the input. Then, I guess that any probability distribution can be explained in terms of probability simplex, or say it could be the result of sampling from some $|N|-$dimensional/size simplex distribution.
$endgroup$
– bdps
Jan 20 at 15:06
$begingroup$
Oh thanks a lot for the input. Then, I guess that any probability distribution can be explained in terms of probability simplex, or say it could be the result of sampling from some $|N|-$dimensional/size simplex distribution.
$endgroup$
– bdps
Jan 20 at 15:06
add a comment |
$begingroup$
Well, what is meant under $triangle(N)$ is the following: if your vector $x in mathbf{R}^{|N|}$ has the following properties:
$x_i ge 0$ for all $i$
$sum_{i=1}^{|N|} x_i = 1$
Then, your vector is from simplex $triangle(N)$. The sum is taken over all coordinates of the vector.
Clearly, if one of these conditions is violated then your vector doesn't belong to simplex $triangle(N)$.
$endgroup$
1
$begingroup$
So if I get it well, every sample $x_1,x_2...x_k$ is made up of a vector of $N$ elements/categories, whose real values sum to 1, then, each sample has its own probability distribution?
$endgroup$
– bdps
Jan 20 at 14:49
1
$begingroup$
I didn’t quite get your question. Sampling from distribution $triangle(N)$ means that you’ll get a vector from $mathbf{R}^{|N|}$ with two conditions given above.
$endgroup$
– pointguard0
Jan 20 at 14:55
add a comment |
$begingroup$
Well, what is meant under $triangle(N)$ is the following: if your vector $x in mathbf{R}^{|N|}$ has the following properties:
$x_i ge 0$ for all $i$
$sum_{i=1}^{|N|} x_i = 1$
Then, your vector is from simplex $triangle(N)$. The sum is taken over all coordinates of the vector.
Clearly, if one of these conditions is violated then your vector doesn't belong to simplex $triangle(N)$.
$endgroup$
1
$begingroup$
So if I get it well, every sample $x_1,x_2...x_k$ is made up of a vector of $N$ elements/categories, whose real values sum to 1, then, each sample has its own probability distribution?
$endgroup$
– bdps
Jan 20 at 14:49
1
$begingroup$
I didn’t quite get your question. Sampling from distribution $triangle(N)$ means that you’ll get a vector from $mathbf{R}^{|N|}$ with two conditions given above.
$endgroup$
– pointguard0
Jan 20 at 14:55
add a comment |
$begingroup$
Well, what is meant under $triangle(N)$ is the following: if your vector $x in mathbf{R}^{|N|}$ has the following properties:
$x_i ge 0$ for all $i$
$sum_{i=1}^{|N|} x_i = 1$
Then, your vector is from simplex $triangle(N)$. The sum is taken over all coordinates of the vector.
Clearly, if one of these conditions is violated then your vector doesn't belong to simplex $triangle(N)$.
$endgroup$
Well, what is meant under $triangle(N)$ is the following: if your vector $x in mathbf{R}^{|N|}$ has the following properties:
$x_i ge 0$ for all $i$
$sum_{i=1}^{|N|} x_i = 1$
Then, your vector is from simplex $triangle(N)$. The sum is taken over all coordinates of the vector.
Clearly, if one of these conditions is violated then your vector doesn't belong to simplex $triangle(N)$.
answered Jan 20 at 14:33
pointguard0pointguard0
1,4801021
1,4801021
1
$begingroup$
So if I get it well, every sample $x_1,x_2...x_k$ is made up of a vector of $N$ elements/categories, whose real values sum to 1, then, each sample has its own probability distribution?
$endgroup$
– bdps
Jan 20 at 14:49
1
$begingroup$
I didn’t quite get your question. Sampling from distribution $triangle(N)$ means that you’ll get a vector from $mathbf{R}^{|N|}$ with two conditions given above.
$endgroup$
– pointguard0
Jan 20 at 14:55
add a comment |
1
$begingroup$
So if I get it well, every sample $x_1,x_2...x_k$ is made up of a vector of $N$ elements/categories, whose real values sum to 1, then, each sample has its own probability distribution?
$endgroup$
– bdps
Jan 20 at 14:49
1
$begingroup$
I didn’t quite get your question. Sampling from distribution $triangle(N)$ means that you’ll get a vector from $mathbf{R}^{|N|}$ with two conditions given above.
$endgroup$
– pointguard0
Jan 20 at 14:55
1
1
$begingroup$
So if I get it well, every sample $x_1,x_2...x_k$ is made up of a vector of $N$ elements/categories, whose real values sum to 1, then, each sample has its own probability distribution?
$endgroup$
– bdps
Jan 20 at 14:49
$begingroup$
So if I get it well, every sample $x_1,x_2...x_k$ is made up of a vector of $N$ elements/categories, whose real values sum to 1, then, each sample has its own probability distribution?
$endgroup$
– bdps
Jan 20 at 14:49
1
1
$begingroup$
I didn’t quite get your question. Sampling from distribution $triangle(N)$ means that you’ll get a vector from $mathbf{R}^{|N|}$ with two conditions given above.
$endgroup$
– pointguard0
Jan 20 at 14:55
$begingroup$
I didn’t quite get your question. Sampling from distribution $triangle(N)$ means that you’ll get a vector from $mathbf{R}^{|N|}$ with two conditions given above.
$endgroup$
– pointguard0
Jan 20 at 14:55
add a comment |
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