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Questions tagged [sampling]

Creating samples from a well-specified population using a probabilistic method and/or producing random numbers from a specified distribution.

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Sampling high dimensional spaces with non-linear constraints [on hold]

I have to sample feasible solutions satisfying several constraints starting from a given initial condition. What is the most effective way of doing it? My constraints can be non-linear.
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1answer
33 views

Sampling numbers from a weighted set that sum to constant value

So I have a multi-set of positive integers $S = \{n_1, n_2, \dots\}$ with associated weights $W = \{w_1, w_2, \dots\}$. I want to sample some numbers, without replacement, from $S$ according to ...
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2answers
44 views

Efficient n-choose-k random sampling

Is there an efficient method of sampling an n-choose-k combination at random (with uniform probability, for example)? I have read this question but it asks for generations of all combinations, not ...
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0answers
40 views

Complexity of generating non-uniform random variates

What can we say about the complexity of generating (negative) binomial and (negative) hypergeometric random variates? In particular, it is possible to generate (negative) binomial and (negative) ...
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2answers
116 views

Efficiently shuffling items in $N$ buckets using $O(N)$ space

I’ve run into a challenging algorithm puzzle while trying to generate a large amount of test data. The problem is as follows: We have $N$ buckets, $B_1$ through $B_N$. Each bucket $B_i$ maps to a ...
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2answers
46 views

Nyquist theorem, sample meaning

Given that this wave was sampled at a sampling frequency f: Why does the wave sampled at a sampling frequency 3f/2 look like this? What does 3f/2 mean? Does it mean that we sample every 2 waves 3 ...
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2answers
62 views

Fast sampling from discrete space

Assume we are given a set $X = \{x_1,...,x_n \}$ of size $n$, and a probability distribution $P$ over $X$. I am interested in an algorithm $A$ which can sample from $X$ according to $P$, i.e. $\Pr(A=...
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43 views

L1 sampling for sampling edges of a graph

I am trying to sample the edges of an undirected graph using weights. The goal is to run a sparsification algorithm on the graph. I see the point that L1 norm is best for sparsification. Can someone ...
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1answer
349 views

How to use Latin hypercube sampling with fixed points?

I use Latin hypercube sampling to select what point to evaluate my function. As evaluations take a lot of time, I want to limit the time by adding already evaluated points. I thought about taking the ...
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1answer
37 views

Sample K representative frames within a video

I have an image-based processing module that takes photos for some computer vision processing. I have many videos, but I need to sample representative frames as its inputs, preferably those frames ...
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0answers
24 views

Hidden Markov Model with likelihood sampling method

I have a revision question for an exam which I'm unsure about. The question includes Hidden Markov Model which I'm well aware of, but I'm just not sure how to use the weighted sampling method in this ...
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1answer
44 views

Uniform sampling with constraints

Suppose one wants to uniformly sample a string $w$ of a given length over a finite alphabet, such $w$ satisfies a set of structural constraints (such as - "the third character has to be equal to the ...
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196 views

Backward mapping with bilinear sampler

I have some experiences with Convolutional Neural Networks before. I have a question regarding the Bilinear Sampler used in "Unsupervised Monocular Depth Estimation With Left-Right Consistency" (the ...
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1answer
22 views

Testing two distributions, both accept null hypothesis

I have a sample that is collected to verify the accuracy of a new random number generator. Applying the goodness of fit test to check if this sample comes from the Standard Normal Distribution and ...
2
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2answers
51 views

Limit repetitions in randomized list with each unique element occurring n times

I have a set of 3 elements and need to generate a randomized sequence containing each element n times with the condition that one element can only occur m times in a row. So with elements [0,1,2] n = ...
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0answers
35 views

Constrained selection of a random sample from a set of items with multiple attributes

Suppose I have a collection of N items, each of which has A different attributes, a1, a2, ..., aA. Attribute ai can take on Vi different possible (discrete) values, distributed across the population ...
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1answer
36 views

Randomly choose a line - algorithm

We have a large file that can't fit into internal memory. How do we randomly pick one line so that each line has the same probability to be picked? And how do we randomly pick such n lines so that ...
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3answers
1k views

How to select a binary tree node uniformly at random

The exercise I'm trying to solve is You are implementing a binary search tree class from scratch, which, in addition, to insert, find and delete, has a method ...
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0answers
37 views

What is the relationship between entropy rate and quantization?

I have a totally random source of signal data that looks like a typical normal distribution. I've included an image as I like pictures:- The source has a mean of 0, and a standard deviation of 1. ...
5
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1answer
222 views

Bilinear Interpolation

I am trying to implement bilinear interpolation as described in the paper Spatial Tranformer Networks by Jaderberg et. al (see link to paper). They describe bilinear interpolation in Equation 5 as: $$...
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0answers
53 views

Strength-based player cards sampling [closed]

Let's say we have a card game, like poker. Inputs are board cards and an array of cards strength(that is calculated based on the board cards and game rules). For example for 3 ranks(A, K, Q) /2 ...
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3answers
370 views

Why do we need Gibbs sampling (and MCMC)?

I just learned about Gibbs Sampling which is an MCMC method. Given a distribution $\pi$, we want to sample an item according to $\pi$. Maybe my alternative suggestion would sound somewhat naive (even ...
2
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1answer
60 views

Finding the (probable) maximum of a large set of integers *without* iterating over all of the values

As in the title, I am trying to find the largest (aka least upper bound) of a (very large) set of integers. Importantly, I do not have direct access to the full list of integers, but I do have a ...
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1answer
26 views

Sampling among constrained partitions

I'm working on a clustering problem and want to sample partitions (possible clustering solutions) among a set of constrained ones. Here is the problem: I have a set of objects $O=\{o_1,\ldots,o_n\}$ ...
3
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1answer
59 views

Sampling from a set of numbers with a fixed sum

Let $s = \{x_1, x_2, \ldots, x_n\}$ be a set of $n$ random non-negative integers where $\sum_i x_i = n$. And let $\{y_1, y_2, \ldots, y_{\sqrt{n}}\}$ denote a subset of size $\sqrt{n}$ of $s$, chosen ...
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1answer
456 views

Randomly select a uniform subsample from a nonuniform dataset

I have a dataset of events with timestamps spanning several months. The event rate is "bursty", i.e. there are periods of much higher and lower rate than the average. I would like to randomly select ...
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1answer
24 views

What do the terms 'Sample' and 'Sampling' mean in the discussion of Pattern Recognition and Machine Learning?

The tag sampling tells me that, Creating samples from a well-specified population using a probabilistic method and/or producing random numbers from a specified distribution. Now, the question ...
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1answer
181 views

Proof Knuth S algortihm correctness

In the programming pearls book by Jon Bentley, there is a section about the problem of finding a random set of m integers from range 0 to n-1 integers. To do so they use Knuth's algorithm given by the ...
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1answer
97 views

Uniformly sampling from cycles of a graph

I was wondering if, given an arbitrary cycle basis (that's complete, e.g. every cycle in the graph can be expressed as the $\mathbb{Z}/2\mathbb{Z}$ sum of elements from the basis) of some graph $G$, ...
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0answers
84 views

Uniform sampling from general simplex with a twist [closed]

This is part of a question I had asked elsewhere, and then some of the links redirected me to CS stack exchange. Given $a_1,\dots,a_D$ (all strictly positive), I want to draw points uniformly from ...
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0answers
200 views

Uniform generation of random bipartite bi-regular graphs?

I want an algorithm that takes the following Input: $M,N,k,d$ positive integers such that $kM = dN$. and produces the following Output: Random bipartite graph, with $M$ vertices all of degree $k$ ...
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1answer
103 views

How broken is LCG in the case of partial output?

Suppose we have a linear congruential generator defined by $X_{n+1} = (a X_n + c) \mod 2^n$ where $a, c, n$ are all known and we would like to determine the initial value $X_0$. However, if we can ...
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3answers
200 views

Efficiently generating a uniformly random list of unique integers in a range

The problem: To generate a list of size $n$, Containing unique integers, Sampled uniformly in the range $\left[0,m\right)$, In $O(n)$ time, except that: Assuming $m$ is bounded by some word-size, $\...
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2answers
86 views

Random sampling of tuples

When I talked with students about pseudo-random number generation, I mentioned that you should not blindly use subsequent outputs of a pseudo-random number generator (PRNG) to form tuples as they may ...
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3answers
230 views

Is there a random shuffle algorithm using only true /false?

Is there a way to randomly shuffle an array using only a source of random boolean values? SO to clarify, shuffle using true /false only, and not integers or decimals. For this question, I'm ...
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0answers
226 views

Linear regression - iterative approach

I have a single output variable $y$ and a number of inputs $x_1$, $x_2$, etc. These are time series. Each $x_i$ explains the changes in $y$ in specific circumstances, and the goal is to have a linear ...
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3answers
11k views

Why is the Mersenne Twister regarded as good?

The Mersenne Twister is widely regarded as good. Heck, the CPython source says that it "is one of the most extensively tested generators in existence." But what does this mean? When asked to list ...
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1answer
265 views

Choosing a random bit from a bitmap

Since, I don't have strong algorithmic background my question may sound a litlle odd. Please correct me, if so. I have quite a large bitmap (~100 Million bits) (e.g. ...
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3answers
3k views

What's a uniform shuffle?

What does it mean exactly a "uniform shuffle" algorithm ? Is this method considered a uniform shuffle ? ...
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2answers
89 views

How to sample random game input that looks similar to human control?

What I would like to do is improve upon projects like 'RNG plays pokemon'. There, a computer produces a random sequence of inputs that are transmitted to an emulator and played in-game. Though this ...
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0answers
265 views

Sampling random graphs with Eulerian paths

How to generate random graphs with eulerian Paths? Its well known that there is a eulerian path if the number of nodes with odd degree is exactly 2 or zero. I'm interested in an algorithm to make ...
3
votes
2answers
122 views

Generating graphs such as found on Sedgewick's Algorithms book on the MST chapters

I always wondered what the algorithm might be to generate graphs such as those found on Sedgewick's algorithms books (consider the picture on the left): Could any one point me to the name (or ...
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0answers
446 views

Non-Uniform Random Number Generation, from Uniform Random Number Generater [closed]

The project I am currently working on (in C#) requires generating random integer between 0 and Int64.MaxValue. I have access to a Uniform RNG, which for pseudo-code purposes in the question, I will ...
1
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1answer
66 views

How to simulate this randomized “finite” sum? [closed]

Consider the the Geometric Brownian motion $\qquad dX_t=\mu X_t dt+\sigma X_t dW_t$, with $X_0=1$, $\mu=0.2$, and $\sigma=0.30$. for each $n=1,2,3,..$ let $h_n=1/n$, and let $X^n_n$ be the final ...
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0answers
66 views

Uniform Sampling on Intersection of Faces of Simplices [closed]

I'm trying to sample uniformly on the intersections of faces of several simplicies, with all coordinates being non-negative. That is, given constraints $$A\vec{w}=\vec{b} \ \ and \ \ \vec{w} \geq \vec{...
5
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1answer
95 views

Delaunay Triangulation on Convex Polytopes — Uniform Sampling

My goal is to uniformly sample from a convex polytope. I know that for the simpler case, where I have to uniformly sample from a simplex, I can use Bayesian Bootstrap, discussed in these posts: ...
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1answer
148 views

Random uniform sampling of position restricted permutations

Is there any efficient algorithm which is able to generate nearly uniform samples of permutations in case of position restrictions? Consider $N \times N$ restriction matrices $R$, that is matrices ...
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1answer
44 views

How to get samples of different paths?

Say I have a "semi" directed, weighted, graph (some edges are undirected, some are directed). Consider two nodes, A and B. Consider the set of all paths that take me from node A to node B. I ...
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0answers
224 views

permutations sampling by probability matrix

I am looking for effective and reliable algorithm which is able to generate random samples of permutations by square doubly stochastic probability matrix $P$ (n x n) distribution ($\sum_{i}p_{i,j} = \...
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1answer
45 views

Estimate distribution of a composite variable

Suppose I have N sets of numbers (10 numbers per set) {a1, ....., a10}. I form a sum by taking one number at random from each set. SUM = num from set 1 +......+ num from set N. If I do this a large ...