In article <[EMAIL PROTECTED]>,
Ian Buckner <[EMAIL PROTECTED]> wrote:
>The Box-Muller algorithm rejects roughly 22.5% of the
>generated points. I'm not aware of any bound on the number
>of consecutive rejections, other than a statistical one, hence
>my statement. I would welcome correction if thi
Thanks for the enlightenment, George.
I misinterpreted what was said in Numerical Recipes, where it starts
by
referring to the Box-Muller method, then gives your algorithm without
any
intermediate referral. Hence I had always thought of this method as
being B-M.
Hey, I learnt something new, can
Ian Buckner <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> The Box-Muller algorithm rejects roughly 22.5% of the
> generated points. I'm not aware of any bound on the number
> of consecutive rejections, other than a statistical one, hence
> my statement. I wou
Ian Buckner <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> The Box-Muller algorithm rejects roughly 22.5% of the
> generated points. I'm not aware of any bound on the number
> of consecutive rejections, other than a statistical one, hence
> my statement. I wou
The Box-Muller algorithm rejects roughly 22.5% of the
generated points. I'm not aware of any bound on the number
of consecutive rejections, other than a statistical one, hence
my statement. I would welcome correction if this is not the case.
Regards
Ian
"Radford Neal" <[EMAIL PROTECTED]> wro
Greetings !
Just reviewed your extensive experience with scientific publications and
would appreciate a response to my dilemma.
I'm not an academic and am attempting to [hopefully] efficiently cover
several surveys in math, physics, astronomy, etc. and need access to
online repositories of pu
Herman Rubin <[EMAIL PROTECTED]> wrote in message
a4u99j$[EMAIL PROTECTED]">news:a4u99j$[EMAIL PROTECTED]...
> In article <[EMAIL PROTECTED]>,
> Radford Neal <[EMAIL PROTECTED]> wrote:
> >>Box-Muller does not work for real time requirements.
>
> >This isn't true, of course. A "real time" applica
Ian Buckner <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> "Glen Barnett" <[EMAIL PROTECTED]> wrote in message
> [EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> > Ian Buckner wrote:
> > >
> > > We generate pairs of properly distributed Gaussian variables at
> >
In article <[EMAIL PROTECTED]>,
Radford Neal <[EMAIL PROTECTED]> wrote:
>>Box-Muller does not work for real time requirements.
>This isn't true, of course. A "real time" application is one where
>one must guarantee that an operation takes no more than some specified
>maximum time. The Box-Mulle
>Box-Muller does not work for real time requirements.
This isn't true, of course. A "real time" application is one where
one must guarantee that an operation takes no more than some specified
maximum time. The Box-Muller method for generating normal random
variates does not involve any operatio
Generated on custom silicon (surprise).
Box-Muller does not work for real time requirements.
Ian
"Glen Barnett" <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> Ian Buckner wrote:
> >
> > We generate pairs of properly distributed Gaussian variables at
> > down
Ian Buckner wrote:
>
> We generate pairs of properly distributed Gaussian variables at
> down to 10nsec intervals, essential in the application. Speed can
> be an issue, particularly in real time situations.
Generated on what? (On a fast enough machine, even clunky old Box-Muller
can probably gi
At 09:50 AM 2/18/02 +, Ian Buckner wrote:
>We generate pairs of properly distributed Gaussian variables at
>down to 10nsec intervals, essential in the application. Speed can
>be an issue, particularly in real time situations.
>
>Ian
wow ... how our perspectives have changed! back in grad scho
We generate pairs of properly distributed Gaussian variables at
down to 10nsec intervals, essential in the application. Speed can
be an issue, particularly in real time situations.
Ian
"Glen Barnett" <[EMAIL PROTECTED]> wrote in message
a4plof$p3s$[EMAIL PROTECTED]">news:a4plof$p3s$[EMAIL PROTEC
Art Kendall <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> I tend to be more concerned with the "apparent randomness" of the results
than with the speed of the algorithm.
This will be mainly a function of the randomness of the uniform generator. If
we assume
George Marsaglia <[EMAIL PROTECTED]> wrote in message
0l7b8.42092$[EMAIL PROTECTED]">news:0l7b8.42092$[EMAIL PROTECTED]...
> (3-year old) Timings, in nanoseconds, using Microsoft Visual C++
> and gcc under DOS on a 400MHz PC. Comparisons are with
> methods by Leva and by Ahrens-Dieter, both s
Bob Wheeler <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> Marsaglia's ziggurat and MCW1019 generators are
> available in the R package SuppDists. The gcc
> compiler was used.
Thanks Bob.
Glen
==
Alan Miller <[EMAIL PROTECTED]> wrote in message
OC2b8.28457$[EMAIL PROTECTED]">news:OC2b8.28457$[EMAIL PROTECTED]...
> First - the reference to George's paper on the ziggurat, and the code:
> The Journal of Statistical Software (2000) at:
> http://www.jstatsoft.org/v05/i08
That I already have,
George Marsaglia wrote in message
<0l7b8.42092$[EMAIL PROTECTED]>...
>
.. chunk deleted
>
>The Monty Python method is not quite as fast as as the Ziggurat.
>
>Some may think that Alan Miller's somewhat vague reference to
>a source for the ziggurat article suggests disdain. The source is
>Journ
Art Kendall <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> I tend to be more concerned with the "apparent randomness" of the results than with
>the speed
of the algorithm.
>
> As a thought experiment, what is the cumulative time difference in a run using th
I tend to be more concerned with the "apparent randomness" of the results than with
the speed of the algorithm.
As a thought experiment, what is the cumulative time difference in a run using the
fastest vs the slowest algorithm? A
whole minute? A second? A fractional second?
Glen wrote:
> "A
Marsaglia's ziggurat and MCW1019 generators are
available in the R package SuppDists. The gcc
compiler was used.
George Marsaglia wrote:
>
> Glen <[EMAIL PROTECTED]> wrote in message
> [EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> > "Alan Miller" <[EMAIL PROTECTED]> wrote in message
> news:
Glen <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> "Alan Miller" <[EMAIL PROTECTED]> wrote in message
news:...
> > The fastest way to generate random normals and exponentials is to use George
> > Marsaglia's ziggurat algorithm.
Glen wrote in message ...
>"Alan Miller" <[EMAIL PROTECTED]> wrote in message
news:...
>> The fastest way to generate random normals and exponentials is to use
George
>> Marsaglia's ziggurat algorithm.
>
>I've seen both ziggurat and Monty Python approaches claimed as
"Alan Miller" <[EMAIL PROTECTED]> wrote in message
news:...
> The fastest way to generate random normals and exponentials is to use George
> Marsaglia's ziggurat algorithm.
I've seen both ziggurat and Monty Python approaches claimed as being
"about the fastest"
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