Logarithmically concave function: Difference between revisions

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Log-concave distributions: log-concave distributions as MaxEnt distributions
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==Log-concave distributions==
Log-concave distributions are necessary for a number of algorithms, e.g. [[adaptive rejection sampling]]. Every distribution with [[Logarithmically concave function|log-concave]] density is a maximal entropy distribution with specified mean ''μ'' and [[Deviation risk measure]] ''D'' <ref name="Grechuk1">Grechuk, B., Molyboha, A., Zabarankin, M. (2009) [https://www.researchgate.net/publication/220442393_Maximum_Entropy_Principle_with_General_Deviation_Measures Maximum Entropy Principle with General Deviation Measures], Mathematics of Operations Research 34(2), 445--467, 2009.</ref>.