#15915: add discrete Gaussian samplers to Sage
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Reporter: malb | Owner:
Type: enhancement | Status: new
Priority: major | Milestone: sage-6.4
Component: statistics | Resolution:
Keywords: sd59 | Merged in:
Authors: Martin Albrecht | Reviewers: Julian
Report Upstream: N/A | Rueth
Branch: | Work issues:
caa8ccf49a6ffd2794fd13f0933c47d26336ecbc | Commit:
Dependencies: | Stopgaps:
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Comment (by nbruin):
The name `DiscreteGaussianIntegerSampler` might be a bit confusing to some
people: at first reading it seems you're sampling from the Gaussian
integers (which are discrete).
Wouldn't `DiscreteGaussianDistributionSampler` be a more descriptive name?
I get the impression that Discrete Gaussian Distribution is normally used
for the distributions on the integers you're referring to.
The fact that you truncate at `tau*sigma` also seems to disqualify this
from legitimately being called "sampling from a discrete gaussian
distribution", but I hope this is standard abuse of terminology in the
field (and the difference is hard to see).
It also suggests that if the rejection rate is high (it would be for
larger values of `tau`) it might be worth sampling from a binomial
distribution with adapted rejection rates. The shape should be much closer
to your desired distribution and hence should lead to a much lower
rejection rate. It depends a bit on whether the new rejection
probabilities are sufficiently easy to compute to be worth it.
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Ticket URL: <http://trac.sagemath.org/ticket/15915#comment:56>
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