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  Efficient Sampling Methods for Discrete Distributions

Bringmann, K., & Panagiotou, K. (2012). Efficient Sampling Methods for Discrete Distributions. In A. Czumaj, K. Mehlhorn, A. M. Pitts, & R. Wattenhofer (Eds.), Automata, Languages, and Programming (pp. 133-144). Berlin: Springer.

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2012ICALP.pdf (Any fulltext), 307KB
 
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 Creators:
Bringmann, Karl1, Author           
Panagiotou, Konstantinos2, Author
Affiliations:
1Algorithms and Complexity, MPI for Informatics, Max Planck Society, ou_24019              
2External Organizations, ou_persistent22              

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 Abstract: 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 p_1,...,p_n. We consider the problem of sampling a subset, which includes the i-th event independently with probability p_i, and the problem of sampling from the distribution, where the i-th event has a probability proportional to p_i. For both problems we present on two different classes of inputs � sorted and general probabilities � efficient preprocessing algorithms that allow for asymptotically optimal querying, and prove almost matching lower bounds for their complexity.

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Language(s): eng - English
 Dates: 2012
 Publication Status: Issued
 Pages: -
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 Rev. Type: -
 Identifiers: DOI: 10.1007/978-3-642-31594-7_12
BibTex Citekey: BringmannP12
Other: Local-ID: 76C613922FECC644C1257AD300348137-BringmannP12
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Title: 39th International Colloquium on Automata, Languages, and Programming
Place of Event: Warwick, UK
Start-/End Date: 2012-07-09 - 2012-07-13

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Title: Automata, Languages, and Programming
  Abbreviation : ICALP 2012
  Subtitle : 39th International Colloquium, ICALP 2012
Source Genre: Proceedings
 Creator(s):
Czumaj, Artur1, Editor           
Mehlhorn, Kurt1, Editor           
Pitts, Andrew M.2, Editor
Wattenhofer, Roger2, Editor
Affiliations:
1 Algorithms and Complexity, MPI for Informatics, Max Planck Society, ou_24019            
2 External Organizations, ou_persistent22            
Publ. Info: Berlin : Springer
Pages: - Volume / Issue: - Sequence Number: - Start / End Page: 133 - 144 Identifier: ISBN: 978-3-642-31593-0

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Title: Lecture Notes in Computer Science
  Abbreviation : LNCS
Source Genre: Series
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Publ. Info: -
Pages: - Volume / Issue: 7391 Sequence Number: - Start / End Page: - Identifier: ISSN: 0302-9743