Alex D Herbert created RNG-99:
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Summary: AliasMethodDiscreteSampler
Key: RNG-99
URL: https://issues.apache.org/jira/browse/RNG-99
Project: Commons RNG
Issue Type: New Feature
Components: sampling
Affects Versions: 1.3
Reporter: Alex D Herbert
Assignee: Alex D Herbert
Fix For: 1.3
>From Wikipedia:
[Alias Method|https://en.wikipedia.org/wiki/Alias_method]
{noformat}
In computing, the alias method is a family of efficient algorithms for sampling
from a discrete probability distribution, due to A. J. Walker. That is, it
returns integer values 1 ≤ i ≤ n according to some arbitrary probability
distribution. The algorithms typically use O(n log n) or O(n) preprocessing
time, after which random values can be drawn from the distribution in O(1) time.
{noformat}
Create a sampler using the Alias method:
{code:java}
package org.apache.commons.rng.sampling.distribution;
public class AliasMethodDiscreteSampler implements DiscreteSampler {
public AliasMethodDiscreteSampler(UniformRandomProvider rng,
double[] probabilities) {
// Validate probabilities sum to >0
// Construct alias tables
}
@Override
public int sample() {
// Sample from alias tables
}
}
{code}
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