Logarithmically concave function

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A function f : \R^n \to \R^+ is logarithmically concave (or log-concave for short), if its natural logarithm ln(f(x)), is concave. Note that we allow here concave functions to take value -\infty. Every concave function is log-concave, however the reverse does not necessarily hold (e.g., exp{ − x2}).

Examples of log-concave functions are the indicator functions of convex sets.

In parallel, a function is log-convex if its natural log is convex.

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