xidulu commented on issue #15928: [RFC] A faster version of Gamma sampling on 
GPU.
URL: 
https://github.com/apache/incubator-mxnet/issues/15928#issuecomment-528001954
 
 
   @ptrendx @yzhliu 
   I will create a PR for `np.random.gamma` implemented using the method I 
proposed before the end of the week, as I need to proceed to implement more 
distribution samplers, in which the gamma sampler serves as a necessity.
   Refactoring  `nd.random` may be left for further discussion. 
   --------------------------------------
   
   (P.S. Personally speaking, I think performance is not the only problem in 
`nd.random`, the poor support for broadcasting parameters and shapes may bring 
trouble to heavy users of the random sampling module. )

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