Alias method: Difference between revisions

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Table generation: Mention applicability of fixed-point. Use "←" for assignment (computer science) rather than =, as the latter is used for equality in the same equation.
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==Operation==
Internally, the algorithm consults two tables, a ''[[probability]] [[Table (information)|table]]'' {{mvar|U<sub>i</sub>}} and an ''alias table'' {{mvar|K<sub>i</sub>}} (for {{math|1 ≤ ''i'' ≤ ''n''}}). To generate a random outcome, a fair [[dice|die]] is rolled to determine an index {{mvar|i}} into the two tables. Based on the probability stored at that index, aA [[biased coin]] is then flipped, andchoosing thea outcomeresult of the{{mvar|i}} flipwith is used to choose between a result ofprobability {{mvar|U<sub>i</sub>}}, andor {{mvar|K<sub>i</sub>}} otherwise (probability {{math|1 − ''U<sub>i</sub>''}}).<ref>{{cite web |url=http://www.keithschwarz.com/darts-dice-coins/ |title=Darts, Dice, and Coins: Sampling from a Discrete Distribution |date=29 December 2011 |website=KeithSchwarz.com |access-date=2011-12-27}}</ref>
 
More concretely, the algorithm operates as follows:
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# Otherwise, return {{mvar|K<sub>i</sub>}}.
 
An alternative formulation of the probability table, proposed by Marsaglia et al.<ref name=marsaglia>{{Citation |first1=George |last1=Marsaglia |author-link1=George Marsaglia |first2=Wai Wan |last2=Tsang |first3=Jingbo |last3=Wang |title=Fast Generation of Discrete Random Variables |journal=Journal of Statistical Software |date=2004-07-12 |volume=11 |issue=3 |pages=1–11 |doi=10.18637/jss.v011.i03 |doi-access=free |url=https://www.researchgate.net/publication/5142858_Fast_Generation_of_Discrete_Random_Variables/fulltext/0e5fcf01f0c404bcbfaaa888/Fast-Generation-of-Discrete-Random-Variables.pdf5142858}}</ref> as the '''square histogram method''', avoids the computation of {{mvar|y}} by instead checking the condition {{math|1=''x'' &lt; &nbsp;''V<sub>i</sub>''}} in the third step (where {{math|1=''V<sub>i</sub>'' = &nbsp;(''U<sub>i</sub>'' &nbsp;+ &nbsp;''i'' &nbsp; &nbsp;1)/''n''}}) in the third step.
 
==Table generation==
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Although the alias method is very efficient if generating a uniform deviate is itself fast, there are cases where it is far from optimal in terms of random bit usage. This is because it uses a full-precision random variate {{mvar|x}} each time, even when only a few random bits are needed.
 
One case arises when the probabilities are particularly well balanced, so many {{math|1=''U<sub>i</sub>'' = 1}}. In forFor these values of {{mvar|i}}, {{mvar|K<sub>i</sub>}} is not needed and generating {{mvar|y}} is a waste of time. For example if {{math|1=''p''<sub>1</sub> = ''p''<sub>2</sub> = {{frac|1|2}}}}, then a 32-bit random variate {{mvar|x}} could be used to generate 32 outputs, but the alias method will only generate one.
 
Another case arises when the probabilities are strongly unbalanced, so many {{math|''U<sub>i</sub>'' ≈ 0}}. For example if {{math|1=''p''<sub>1</sub> = 0.999}} and {{math|1=''p''<sub>2</sub> = 0.001}}, then the great majority of the time, only a few random bits are required to determine that case 1 applies.