/AliasSampling

C++ implementation of Alias sampling algorithm

Primary LanguageC++

#Alias Sampling

C++ implementation of Alias sampling algorithm. Alias sampling returns integer values according to some arbitrary probability distribution in O(1) time.

[1] https://en.wikipedia.org/wiki/Alias_method

[2] Walker, A. J. (September 1977). "An Efficient Method for Generating Discrete Random Variables with General Distributions". ACM Transactions on Mathematical Software. 3 (3): 253.