Sequential reservoir sampling with a nonuniform distribution

@article{Kolonko2006SequentialRS,
  title={Sequential reservoir sampling with a nonuniform distribution},
  author={Michael Kolonko and D. W{\"a}sch},
  journal={ACM Trans. Math. Softw.},
  year={2006},
  volume={32},
  pages={257-273}
}
We present a simple algorithm that allows sampling from a stream of data items without knowing the number of items in advance and without having to store all items in main memory. The sampling distribution may be general, that is, the probability of selecting a data item i may depend on the individual item. The main advantage of the algorithms is that they have to pass through the data items only once to produce a sample of arbitrary size n.We give different variants of the algorithm for… CONTINUE READING
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