https://github.com/dnbaker/alias_sampler

https://github.com/dnbaker/alias_sampler

Last synced: 10 months ago
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• Host: GitHub
• URL: https://github.com/dnbaker/alias_sampler
• Owner: dnbaker
• License: agpl-3.0
• Created: 2019-12-12T03:55:41.000Z (over 6 years ago)
• Default Branch: master
• Last Pushed: 2020-07-02T17:01:30.000Z (almost 6 years ago)
• Last Synced: 2025-08-01T11:01:37.236Z (11 months ago)
• Language: C++
• Size: 50.8 KB
• Stars: 2
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# alias_sampler 🎭 [![Build Status](https://travis-ci.com/dnbaker/alias_sampler.svg?branch=master)](https://travis-ci.com/dnbaker/alias_sampler)

Alias sampling, for sampling from discrete probability distributions in constant time.

libstdc++ uses binary search in a cumulative probability array, which both takes logarithmic time and pollutes the cache. This doesn't.

AliasSampler uses [fastmod](https://lemire.me/blog/2019/02/08/faster-remainders-when-the-divisor-is-a-constant-beating-compilers-and-libdivide/), while MaskedAliasSampler pads to a power of two with items at probability 0 and uses a bitmask.

These samplers provide single samples (`sampler.sample()` or `sampler()`), a batch of samples (`sampler.sample(1000)`/`sampler(1000)`),

or fills a range spanned by iterators with samples (`sampler.sample(vec.begin(), vec.end(), sampling_seed)`).

Similarly, uses blaze for vector multiplications if available, but not otherwise.

In order to make sampling threadsafe, pass `-DALIAS_THREADSAFE`, which will provide a separate RNG for each thread.