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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37
votes
3answers
13k 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 ...
26
votes
4answers
8k views

Uniform sampling from a simplex

I am looking for an algorithm to generate an array of N random numbers, such that the sum of the N numbers is 1, and all numbers lie within 0 and 1. For example, N=3, the random point (x, y, z) should ...
20
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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 ...
20
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3answers
3k 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. ...
14
votes
2answers
846 views

Efficiently sampling shortest $s$-$t$ paths uniformly and independently at random

Let $G$ be a graph, and let $s$ and $t$ be two vertices of $G$. Can we efficiently sample a shortest $s$-$t$ path uniformly and independently at random from the set of all shortest paths between $s$ ...
13
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2answers
996 views

Sampling perfect matching uniformly at random

Suppose I have a graph $G$ with $M(G)$ the (unknown) set of perfect matchings of $G$. Suppose this set is non-empty, then how difficult is it to sample uniformly at random from $M(G)$? What if I am ...
13
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2answers
666 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{...
11
votes
1answer
6k views

Generate scale-free networks with power-law degree distributions using Barabasi-Albert

I'm trying to reproduce the synthetic networks (graphs) described in some papers. It is stated that the Barabasi-Albert model was used to create "scale-free networks with power-law degree ...
9
votes
3answers
2k views

Random sampling in a polygon

I would like to sample a uniformly random point in a polygon... If sample a large number they'd be equally likely to fall into two regions if they have the same area. This would be quite simple if ...
7
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1answer
2k views

Algorithms for graph generation using given properties

There may be a large number of algorithms proposed for generating graphs satisfying some common properties (e.g., clustering coefficient, average shortest path length, degree distribution, etc). My ...
6
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3answers
204 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, $\...
6
votes
3answers
2k views

Constructing a random Hamiltonian Cycle (Secret Santa)

I was programming a little Secret Santa tool for my extended family's gift exchange. We had a few constraints: No recipients within the immediate family Nobody should get who they got last year The ...
6
votes
1answer
762 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 ...
5
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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 ? ...
5
votes
2answers
1k views

Generation of random binary trees

Given n, I want to randomly generate a binary tree (unlabelled) that has n end nodes. Could someone kindly provide a reference containing an algorithm for doing that? I attempted to do as follows: ...
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 ...
5
votes
3answers
248 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 ...
5
votes
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 ...
5
votes
1answer
97 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: ...
5
votes
1answer
266 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: $$...
5
votes
0answers
68 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{...
4
votes
1answer
271 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. ...
4
votes
1answer
1k views

Set the parameters of a Erdos-Renyi graph generator to get a specific mean degree

I'm trying to reproduce the synthetic networks (graphs) described in some papers. The topic is the same as a previous question of mine, but with a different focus. It is stated that the Erdos-Renyi ...
4
votes
2answers
118 views

Uniformly random efficient sampling of shortest s-t paths, with optimal random bits

Motivated by Efficiently sampling shortest s-t paths uniformly and independently at random, The answers give methods of randomly sampling shortest $s\text{-}t$ paths. However, they use a lot of ...
4
votes
2answers
74 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=...
4
votes
1answer
110 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 $G$, ...
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
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, $k$....
3
votes
2answers
123 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 ...
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 ...
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 $x_1$, $x_2$, $x_3$...
3
votes
1answer
52 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 ...
3
votes
2answers
129 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 ...
3
votes
1answer
545 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 ...
3
votes
0answers
241 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} = \...
2
votes
3answers
1k views

Best random permutation employing only one random number

The ideal random permutation algorithm of Fisher and Yates (Algorithm P in Knuth vol.2) for a sequence of $n$ objects requires $n-1$ random numbers. In some card games one first does a "cut" and ...
2
votes
3answers
421 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
votes
2answers
126 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 ...
2
votes
1answer
73 views

Generate random matrix and its inverse

I want to randomly generate a pair of invertible matrices $A,B$ that are inverses of each other. In other words, I want to sample uniformly at random from the set of pairs $A,B$ of matrices such that ...
2
votes
2answers
91 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 ...
2
votes
1answer
42 views

Sampling in large graph using simple random walk

I'm studying sampling techniques in online social networks. The assumption is we don't have full access to the network(i.e, we don’t know the size of the network). However crawling is supported, i.e, ...
2
votes
2answers
58 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 ...
2
votes
2answers
53 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 = ...
2
votes
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 ...
2
votes
0answers
70 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) ...
2
votes
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 ...
2
votes
1answer
518 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 ...
2
votes
0answers
326 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 ...
2
votes
0answers
58 views

algorithm to sample function so that integral is unaffected

I have an array with a hundred thousand entries representing the x and y values of a function. Since I frequently need to integrate this function (in a product with other functions) I am looking for ...
2
votes
0answers
137 views

Sampling a Large Undirected Graph

I'm working with a very large undirected graph (a social network from a telecomunication company). I'm applying a clustering algorithm on this graph to find it’s most relevant communities. The ...