https://jordanbchilds.github.io/tags/random-sampling/ Recent content in Random Sampling on Home https://jordanbchilds.github.io/images/profile.JPG https://jordanbchilds.github.io/images/profile.JPG Hugo -- gohugo.io en-gb https://jordanbchilds.github.io/posts/discreterandomsampler/ Mon, 01 Jan 0001 00:00:00 +0000 https://jordanbchilds.github.io/posts/discreterandomsampler/ <p>Sampling from a finite set of weighted outcomes is a small task that appears surprisingly often in simulation, stochastic modelling, and Monte Carlo methods. In this post we build a compact C++ function for drawing from a discrete distribution, then compare its behaviour with <code>std::discrete_distribution</code>.</p> <p>We will briefly discuss how to sample a discrete random variable in theory and practice, before constructing our own algorithm and comparing its performance to the <code>std::discrete_distribution</code> in the C++ standard library. Many hand-coded discrete samplers have been proposed, but often these are unnecessarily clunky and, consequently, slow.</p>