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https://issues.apache.org/jira/browse/RNG-99?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Alex D Herbert updated RNG-99:
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Attachment: alias_sample.jpg
alias_con.jpg
> 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
> Priority: Minor
> Fix For: 1.3
>
> Attachments: alias_con.jpg, alias_sample.jpg
>
>
> 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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