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https://issues.apache.org/jira/browse/MATH-1220?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14519052#comment-14519052
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Thomas Neidhart edited comment on MATH-1220 at 4/29/15 7:39 PM:
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btw. is the implemented rejection method published anywhere?
The most recent paper about sampling from a Zipf distribution that I could find
is available here: http://epub.wu.ac.at/1176/ which refers to two older methods
from Devroye and Dagpunar.
Edit: I did a lot of tests and research already on the topic, and it seems that
the proposed method improves the current state of the art, but I could not find
any reference or published version of the algorithm. Do you plan to publish it?
was (Author: tn):
btw. is the implemented rejection method published anywhere?
The most recent paper about sampling from a Zipf distribution that I could find
is available here: http://epub.wu.ac.at/1176/ which refers to two older methods
from Devroye and Dagpunar.
> 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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