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arXiv 1611.00532cs.DS
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带替换的加权随机抽样的渐近最优在线算法

An asymptotically optimal, online algorithm for weighted random sampling with replacement

Michał Startek

摘要:

本文提出了一种新的算法,解决了经典的问题,产生一个随机样本的大小为s的大小从人口的大小为n的非均匀概率。取样是通过替换完成的。该算法需要恒定的额外内存,并且在O(n)时间内工作(即使s >> n,在这种情况下,算法会为每个种群成员生成一个列表,其中包含它被选择为样本的次数)。该算法在线工作,因此非常适合处理流。此外,还提出了一种利用该算法对任意离散分布进行批量抽样的新方法。

英文摘要:

This paper presents a novel algorithm solving the classic problem of generating a random sample of size s from population of size n with non-uniform probabilities. The sampling is done with replacement. The algorithm requires constant additional memory, and works in O(n) time (even when s >> n, in which case the algorithm produces a list containing, for every population member, the number of times it has been selected for sample). The algorithm works online, and as such is well-suited to processing streams. In addition, a novel method of mass-sampling from any discrete distribution using the algorithm is presented.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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