Alias method: Difference between revisions

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In [[computing]], the '''alias method''' is a family of efficient [[algorithm]]s for [[pseudo-random number sampling|sampling from a discrete probability distribution]], duepublished toin 1974 by A. J. Walker.<ref name=Walker1974>{{Cite journal |doi=10.1049/el:19740097 |title=New fast method for generating discrete random numbers with arbitrary frequency distributions |journal=Electronics Letters |volume=10 |issue=8 |pages=127 |date=April 1974 |last1=Walker |first1=A. J. }}</ref><ref name=Walker1977>{{Cite journal |doi=10.1145/355744.355749 |title=An Efficient Method for Generating Discrete Random Variables with General Distributions |journal=ACM Transactions on Mathematical Software |volume=3 |issue=3 |pages=253–256 |date=September 1977 |last1=Walker |first1=A. J. }}</ref> That is, it returns integer values {{math |1 ≤ ''i'' ≤ ''n''}} according to some arbitrary probability distribution {{mvar|p<sub>i</sub>}}. The algorithms typically use {{math|''O''(''n'' log ''n'')}} or {{math|''O''(''n'')}} preprocessing time, after which random values can be drawn from the distribution in {{math|''O''(1)}} time.<ref name=Vose>{{Cite journal |ref=harv |doi=10.1109/32.92917 |title=A linear algorithm for generating random numbers with a given distribution |journal=IEEE Transactions on Software Engineering |volume=17 |issue=9 |pages=972&ndash;975 |date=September 1991 |last1=Vose |first1=Michael D. |url=http://web.eecs.utk.edu/~vose/Publications/random.pdf |archive-url=https://web.archive.org/web/20131029203736/http://web.eecs.utk.edu/~vose/Publications/random.pdf |archive-date=2013-10-29|citeseerx=10.1.1.398.3339 }}</ref>
 
==Operation==