Generation of discrete random variables in scalable frameworks

DOI10.1016/j.spl.2017.09.004zbMath1378.65026arXiv1611.07103OpenAlexW2555739763MaRDI QIDQ1686372

Giacomo Aletti

Publication date: 22 December 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.07103

zbMATH Keywords

discrete choice modelparallelizable algorithmdiscrete random number generationscalable framework

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Parallel algorithms in computer science (68W10) Random number generation in numerical analysis (65C10)

Uses Software

• Ziggurat
• 5tbl

Cites Work

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• A note on generating random variables with log-concave densities
• A range reduction method for generating discrete random variables
• Simulation and the Monte Carlo Method
• Discrete Choice Methods with Simulation
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• On the Alias Method for Generating Random Variables from a Discrete Distribution
• Order Statistics

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