Random Sampling with a Reservoir

@article{Vitter1985RandomSW,
  title={Random Sampling with a Reservoir},
  author={Jeffrey Scott Vitter},
  journal={ACM Trans. Math. Softw.},
  year={1985},
  volume={11},
  pages={37-57}
}
We introduce fast algorithms for selecting a random sample of <italic>n</italic> records without replacement from a pool of <italic>N</italic> records, where the value of <italic>N</italic> is unknown beforehand. The main result of the paper is the design and analysis of Algorithm Z; it does the sampling in one pass using constant space and in <italic>O</italic>(<italic>n</italic>(1 + log(<italic>N/n</italic>))) expected time, which is optimum, up to a constant factor. Several optimizations are… CONTINUE READING
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