Open stla opened 1 year ago
hello Stéphane: great to hear from you!
I've been enjoying that blog post very much, and would be delighted to cite it in the spray package. Do you have a preferred citation format for the work?
I got very interested in integration over simplexes a few years ago, but I didn't know about the work by Lasserre. I guess it is quite recent which is why I missed it. Actually my main use for integrating over a simplex would be in the hyper2 package which includes a vignette that discusses generalizations of the Dirichlet distribution (you need to integrate over a simplex to get the normalization constant). But the method is clunky and slow and inefficient, I wonder if I could use or adapt Lasserre's work?
-- Robin K. S. Hankin Associate Professor, computational statistics
On Tue, Dec 6, 2022 at 1:22 AM stla @.***> wrote:
Hi,
I wrote this blog post https://laustep.github.io/stlahblog/posts/integratePolynomialOnSimplex.html which involves spray. Maybe you would like to link it in the README (or include the function in the package?).
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Hi Robin,
Are you aware of the SimplicialCubature package? It is good. It implements adaptive integration on simplices.
I don't have a preferred citation format for the blog post.
Actually I'm wondering whether Lasserre's results are really new. Because everything is derived from the formula for the integral of a monomial over the unit simplex, and I'm not sure this is new.
Ah but for a Dirichlet distribution the support is the boundary of a simplex, like x_1 + ... + x_n = 1
. This is not the simplex x_1 + ... + x_n <= 1
. So the SimplicialCubature package does not help here.
Hi,
I wrote this blog post which involves spray. Maybe you would like to link it in the README (or include the function in the package?).