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https://issues.apache.org/jira/browse/MATH-1220?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14518236#comment-14518236
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Thomas Neidhart commented on MATH-1220:
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I played around with your patch, and I have two remarks to independently
improve the Zipf distribution:
* the call to generalizedHarmonic(numberOfElements, exponent) in the
probability and logProbability and cumulativeProbabilty methods can be cached
as the parameters do not change
* the inverseCumulativeProbability method could be improved in case of
power-law distributions as currently it does a linear interpolation which will
obviously result in slow convergence for such distributions
> More efficient sample() method for ZipfDistribution
> ---------------------------------------------------
>
> Key: MATH-1220
> URL: https://issues.apache.org/jira/browse/MATH-1220
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Otmar Ertl
> Attachments: patch_v1
>
>
> Currently, sampling from a ZipfDistribution is very inefficient. Random
> values are generated by inverting the CDF. However, the current
> implementation uses O(N) power function evaluations to calculate the CDF for
> some point. (Here N is the number of points of the Zipf distribution.) I
> propose to use rejection sampling instead, which allows the generation of a
> single random value in constant time.
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