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< div class = "breadcrumbs" > < a href = "../../index.html" > kmath-stat< / a > /< a href = "../index.html" > space.kscience.kmath.samplers< / a > /< a href = "index.html" > AliasMethodDiscreteSampler< / a > < / div >
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< h1 class = "cover" > < span > Alias< / span > < wbr > < span > Method< / span > < wbr > < span > Discrete< / span > < wbr > < span > < span > Sampler< / span > < / span > < / h1 >
< div class = "platform-hinted with-platform-tabs" data-platform-hinted = "data-platform-hinted" >
< div class = "platform-bookmarks-row" data-toggle-list = "data-toggle-list" > < button class = "platform-bookmark common-like" data-filterable-current = ":kmath-stat:dokkaHtmlPartial/commonMain" data-filterable-set = ":kmath-stat:dokkaHtmlPartial/commonMain" data-active = "" data-toggle = ":kmath-stat:dokkaHtmlPartial/commonMain" > common< / button > < / div >
< div class = "content sourceset-depenent-content" data-active = "" data-togglable = ":kmath-stat:dokkaHtmlPartial/commonMain" > < div class = "symbol monospace" > < span class = "token keyword" > open < / span > < span class = "token keyword" > class < / span > < a href = "index.html" > AliasMethodDiscreteSampler< / a > : < a href = "../../space.kscience.kmath.stat/-sampler/index.html" > Sampler< / a > < span class = "token operator" > < < / span > < span class = "token keyword" > < / span > < a href = "https://kotlinlang.org/api/latest/jvm/stdlib/kotlin/-int/index.html" > Int< / a > < span class = "token operator" > > < / span > < span class = "top-right-position" > < span class = "copy-icon" > < / span > < div class = "copy-popup-wrapper popup-to-left" > < span class = "copy-popup-icon" > < / span > < span > Content copied to clipboard< / span > < / div > < / span > < / div > < p class = "paragraph" > Distribution sampler that uses the Alias method. It can be used to sample from n values each with an associated probability. This implementation is based on the detailed explanation of the alias method by Keith Schartz and implements Vose's algorithm.< / p > < p class = "paragraph" > Vose, M.D., A linear algorithm for generating random numbers with a given distribution, IEEE Transactions on Software Engineering, 17, 972-975, 1991. The algorithm will sample values in O(1) time after a pre-processing step of O(n) time.< / p > < p class = "paragraph" > The alias tables are constructed using fraction probabilities with an assumed denominator of 253. In the generic case sampling uses UniformRandomProvider.nextInt(int) and the upper 53-bits from UniformRandomProvider.nextLong().< / p > < p class = "paragraph" > Zero padding the input probabilities can be used to make more sampling more efficient. Any zero entry will always be aliased removing the requirement to compute a long. Increased sampling speed comes at the cost of increased storage space. The algorithm requires approximately 12 bytes of storage per input probability, that is n * 12 for size n. Zero-padding only requires 4 bytes of storage per padded value as the probability is known to be zero.< / p > < p class = "paragraph" > An optimisation is performed for small table sizes that are a power of 2. In this case the sampling uses 1 or 2 calls from UniformRandomProvider.nextInt() to generate up to 64-bits for creation of an 11-bit index and 53-bits for the long. This optimisation requires a generator with a high cycle length for the lower order bits.< / p > < p class = "paragraph" > Larger table sizes that are a power of 2 will benefit from fast algorithms for UniformRandomProvider.nextInt(int) that exploit the power of 2.< / p > < p class = "paragraph" > Based on Commons RNG implementation. See https://commons.apache.org/proper/commons-rng/commons-rng-sampling/apidocs/org/apache/commons/rng/sampling/distribution/AliasMethodDiscreteSampler.html.< / p > < / div > < / div >
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< h2 class = "" > Types< / h2 >
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< div class = "table" data-togglable = "Functions" > < a data-name = "829807022%2FFunctions%2F-443365019" anchor-label = "AliasMethodDiscreteSampler" id = "829807022%2FFunctions%2F-443365019" data-filterable-set = ":kmath-stat:dokkaHtmlPartial/commonMain" > < / a >
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< div > < a href = "-alias-method-discrete-sampler.html" > < span > Alias< / span > < wbr > < span > Method< / span > < wbr > < span > Discrete< / span > < wbr > < span > < span > Sampler< / span > < / span > < / a > < / div >
< span class = "anchor-wrapper" > < span class = "anchor-icon" pointing-to = "829807022%2FFunctions%2F-443365019" > < / span >
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< div class = "content sourceset-depenent-content" data-active = "" data-togglable = ":kmath-stat:dokkaHtmlPartial/commonMain" > < div class = "symbol monospace" > < span class = "token keyword" > < / span > < span class = "token keyword" > fun < / span > < a href = "-alias-method-discrete-sampler.html" > < span class = "token function" > AliasMethodDiscreteSampler< / span > < / a > < span class = "token punctuation" > (< / span > probabilities< span class = "token operator" > : < / span > < a href = "https://kotlinlang.org/api/latest/jvm/stdlib/kotlin/-double-array/index.html" > DoubleArray< / a > < span class = "token punctuation" > , < / span > alpha< span class = "token operator" > : < / span > < a href = "https://kotlinlang.org/api/latest/jvm/stdlib/kotlin/-int/index.html" > Int< / a > < span class = "token operator" > = < / span > DEFAULT_ALPHA< span class = "token punctuation" > )< / span > < span class = "token operator" > : < / span > < a href = "../../space.kscience.kmath.stat/-sampler/index.html" > Sampler< / a > < span class = "token operator" > < < / span > < span class = "token keyword" > < / span > < a href = "https://kotlinlang.org/api/latest/jvm/stdlib/kotlin/-int/index.html" > Int< / a > < span class = "token operator" > > < / span > < span class = "top-right-position" > < span class = "copy-icon" > < / span > < div class = "copy-popup-wrapper popup-to-left" > < span class = "copy-popup-icon" > < / span > < span > Content copied to clipboard< / span > < / div > < / span > < / div > < / div > < / div >
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< a data-name = "13728422%2FFunctions%2F-443365019" anchor-label = "sample" id = "13728422%2FFunctions%2F-443365019" data-filterable-set = ":kmath-stat:dokkaHtmlPartial/commonMain" > < / a >
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< div > < a href = "sample.html" > < span > < span > sample< / span > < / span > < / a > < / div >
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< div class = "content sourceset-depenent-content" data-active = "" data-togglable = ":kmath-stat:dokkaHtmlPartial/commonMain" > < div class = "symbol monospace" > < span class = "token keyword" > open < / span > < span class = "token keyword" > override < / span > < span class = "token keyword" > fun < / span > < a href = "sample.html" > < span class = "token function" > sample< / span > < / a > < span class = "token punctuation" > (< / span > generator< span class = "token operator" > : < / span > < a href = "../../space.kscience.kmath.stat/-random-generator/index.html" > RandomGenerator< / a > < span class = "token punctuation" > )< / span > < span class = "token operator" > : < / span > < a href = "../../../kmath-coroutines/space.kscience.kmath.chains/-chain/index.html" > Chain< / a > < span class = "token operator" > < < / span > < span class = "token keyword" > < / span > < a href = "https://kotlinlang.org/api/latest/jvm/stdlib/kotlin/-int/index.html" > Int< / a > < span class = "token operator" > > < / span > < span class = "top-right-position" > < span class = "copy-icon" > < / span > < div class = "copy-popup-wrapper popup-to-left" > < span class = "copy-popup-icon" > < / span > < span > Content copied to clipboard< / span > < / div > < / span > < / div > < div class = "brief " > < p class = "paragraph" > Generates a chain of samples.< / p > < / div > < / div > < / div >
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< a data-name = "-401020964%2FFunctions%2F-443365019" anchor-label = "toString" id = "-401020964%2FFunctions%2F-443365019" data-filterable-set = ":kmath-stat:dokkaHtmlPartial/commonMain" > < / a >
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< div > < a href = "to-string.html" > < span > to< / span > < wbr > < span > < span > String< / span > < / span > < / a > < / div >
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< div class = "platform-bookmarks-row" data-toggle-list = "data-toggle-list" > < button class = "platform-bookmark common-like" data-filterable-current = ":kmath-stat:dokkaHtmlPartial/commonMain" data-filterable-set = ":kmath-stat:dokkaHtmlPartial/commonMain" data-active = "" data-toggle = ":kmath-stat:dokkaHtmlPartial/commonMain" > common< / button > < / div >
< div class = "content sourceset-depenent-content" data-active = "" data-togglable = ":kmath-stat:dokkaHtmlPartial/commonMain" > < div class = "symbol monospace" > < span class = "token keyword" > open < / span > < span class = "token keyword" > override < / span > < span class = "token keyword" > fun < / span > < a href = "to-string.html" > < span class = "token function" > toString< / span > < / a > < span class = "token punctuation" > (< / span > < span class = "token punctuation" > )< / span > < span class = "token operator" > : < / span > < a href = "https://kotlinlang.org/api/latest/jvm/stdlib/kotlin/-string/index.html" > String< / a > < span class = "top-right-position" > < span class = "copy-icon" > < / span > < div class = "copy-popup-wrapper popup-to-left" > < span class = "copy-popup-icon" > < / span > < span > Content copied to clipboard< / span > < / div > < / span > < / div > < / div > < / div >
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< h2 class = "" > Sources< / h2 >
< div class = "table" data-togglable = "Sources" > < a data-name = "2039416215%2FSource%2F-443365019" anchor-label = "https://github.com/mipt-npm/kmath/tree/master/kmath-stat/src/commonMain/kotlin/space/kscience/kmath/samplers/AliasMethodDiscreteSampler.kt#L17" id = "2039416215%2FSource%2F-443365019" data-filterable-set = ":kmath-stat:dokkaHtmlPartial/commonMain" > < / a >
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< div > < a href = "https://github.com/mipt-npm/kmath/tree/master/kmath-stat/src/commonMain/kotlin/space/kscience/kmath/samplers/AliasMethodDiscreteSampler.kt#L17" > common source< / a > < / div >
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