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The following are among the properties of log-concave distributions: If a density is log-concave, so is its cumulative distribution function (CDF). If a multivariate density is log-concave, so is the marginal density over any subset of variables. The sum of two independent log-concave random variables is log-concave. This follows from the fact ...
Such algorithms are called output-sensitive algorithms. They may be asymptotically more efficient than Θ(n log n) algorithms in cases when h = o(n). The lower bound on worst-case running time of output-sensitive convex hull algorithms was established to be Ω(n log h) in the planar case. [1]
Graham's scan is a method of finding the convex hull of a finite set of points in the plane with time complexity O(n log n). It is named after Ronald Graham, who published the original algorithm in 1972. [1] The algorithm finds all vertices of the convex hull ordered along its boundary.
This is the source of the log-concave restriction: if a distribution is log-concave, then its logarithm is concave (shaped like an upside-down U), meaning that a line segment tangent to the curve will always pass over the curve. If not working in log space, a piecewise linear density function can also be sampled via triangle distributions [8]
The Brunn–Minkowski inequality asserts that the Lebesgue measure is log-concave. The restriction of the Lebesgue measure to any convex set is also log-concave.. By a theorem of Borell, [2] a probability measure on R^d is log-concave if and only if it has a density with respect to the Lebesgue measure on some affine hyperplane, and this density is a logarithmically concave function.
Since most common probability distributions—notably the exponential family—are only logarithmically concave, [2] [3] and concavity of the objective function plays a key role in the maximization of a function such as probability, optimizers work better with log probabilities.
Convex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets (or, equivalently, maximizing concave functions over convex sets). Many classes of convex optimization problems admit polynomial-time algorithms, [1] whereas mathematical optimization is in general NP-hard. [2 ...
The rows of Pascal's triangle are examples for logarithmically concave sequences. In mathematics, a sequence a = (a 0, a 1, ..., a n) of nonnegative real numbers is called a logarithmically concave sequence, or a log-concave sequence for short, if a i 2 ≥ a i−1 a i+1 holds for 0 < i < n.