Efficient Sampling Methods for Discrete Distributions

@inproceedings{Bringmann2012EfficientSM,
  title={Efficient Sampling Methods for Discrete Distributions},
  author={Karl Bringmann and Konstantinos Panagiotou},
  booktitle={ICALP},
  year={2012}
}
We study the fundamental problem of the exact and efficient generation of random values from a finite and discrete probability distribution. Suppose that we are given n distinct events with associated probabilities p1, . . . , pn . First, we consider the problem of sampling from the distribution where the i-th event has probability proportional to pi . Second, we study the problem of sampling a subset which includes the i-th event independently with probability pi . For both problems we present… CONTINUE READING
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