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4
votes
0answers
58 views

Peculiar MCMC sampling problem

I have two random variables, X and Y, and Y is a positive real number. I can sample from $p(y|x)$, but I need to sample from $p(x)$, which I know to be proportional to $\frac 1 {E[y|x]}$. I could ...
3
votes
1answer
46 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 ...
4
votes
2answers
70 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=...
1
vote
1answer
62 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 ...
3
votes
1answer
65 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 ...
0
votes
1answer
46 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 ...
6
votes
1answer
751 views

Generate a random graph with geometrical degree distribution

I'm working on graph generation, trying to implement the RT-nested-Smallworld network model described in this paper. We are talking about generating an undirected graph in a slightly different way ...
13
votes
2answers
663 views

Efficient algorithm to generate two diffuse, deranged permutations of a multiset at random

Background $\newcommand\ms[1]{\mathsf #1}\def\msD{\ms D}\def\msS{\ms S}\def\mfS{\mathfrak S}\newcommand\mfm[1]{#1}\def\po{\color{#f63}{\mfm{1}}}\def\pc{\color{#6c0}{\mfm{c}}}\def\pt{\color{#08d}{\mfm{...
20
votes
9answers
15k views

How to simulate a die given a fair coin

Suppose that you're given a fair coin and you would like to simulate the probability distribution of repeatedly flipping a fair (six-sided) die. My initial idea is that we need to choose appropriate ...
3
votes
2answers
2k views

Returning a random subset with length k of N strings while only storing at most k of them

Here's the problem. I've written a program that reads strings from stdin, and returns a random subset of those strings. The only other argument provided to the program is the length of the subset, $k$....
5
votes
1answer
407 views

Is this method really uniformly random?

I have a list and want to select a random item from the list. An algorithm which is said to be random: When you see the first item in the list, you set it as the selected item. When you see ...
1
vote
2answers
868 views

Generate random numbers from an interval with holes

Given a set $S$ of $k$ numbers in $[0, N)$. The task is to randomly generate numbers in the range $[0, N)$ such that none belongs to $S$. Edit - Also given an API to generate random numbers between $[...
3
votes
2answers
235 views

Construction of binary random variable

We throw two coins in a row and thus get the event space $\{ZZ, WW, ZW, WZ\}$. Each of the 4 elementary events has a probability $1/4$. how can I construct 3 binary random variable $x_1$, $x_2$, $x_3$...
20
votes
3answers
2k views

Is rejection sampling the only way to get a truly uniform distribution of random numbers?

Suppose that we have a random generator that outputs numbers in the range $[0..R-1]$ with uniform distribution and we need to generate random numbers in the range $[0..N-1]$ with uniform distribution. ...