Random Sampling using k-vector
Data Structures and Algorithms
2020-04-07 v1
Abstract
This work introduces two new techniques for random number generation with any prescribed nonlinear distribution based on the k-vector methodology. The first approach is based on inverse transform sampling using the optimal k-vector to generate the samples by inverting the cumulative distribution. The second approach generates samples by performing random searches in a pre-generated large database previously built by massive inversion of the prescribed nonlinear distribution using the k-vector. Both methods are shown suitable for massive generation of random samples. Examples are provided to clarify these methodologies.
Cite
@article{arxiv.2004.02339,
title = {Random Sampling using k-vector},
author = {David Arnas and Carl Leake and Daniele Mortari},
journal= {arXiv preprint arXiv:2004.02339},
year = {2020}
}
Comments
23 pages, 4 figures