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Posted to issues@commons.apache.org by "Otmar Ertl (JIRA)" <ji...@apache.org> on 2015/08/20 18:21:45 UTC

[jira] [Commented] (MATH-1220) More efficient sample() method for ZipfDistribution

    [ https://issues.apache.org/jira/browse/MATH-1220?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14705207#comment-14705207 ] 

Otmar Ertl commented on MATH-1220:
----------------------------------

If there are not any concerns, I will commit [^patch_v3].

> More efficient sample() method for ZipfDistribution
> ---------------------------------------------------
>
>                 Key: MATH-1220
>                 URL: https://issues.apache.org/jira/browse/MATH-1220
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Otmar Ertl
>             Fix For: 4.0, 3.6
>
>         Attachments: Zipf Rejection Inversion Sampling Notes.pdf, patch_v1, patch_v2, patch_v3
>
>
> Currently, sampling from a ZipfDistribution is very inefficient. Random values are generated by inverting the CDF. However, the current implementation uses O(N) power function evaluations to calculate the CDF for some point. (Here N is the number of points of the Zipf distribution.) I propose to use rejection sampling instead, which allows the generation of a single random value in constant time.



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