EBUS delivers an exact dynamic sampler for finite-precision weights with O(1) expected sampling time and O(1) amortized updates, proved in the word RAM model and implemented for IEEE floats.
Divergence measures based on the shannon entropy
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Exact and Efficient Sampling from Dynamic Discrete Distributions with Finite-Precision Weights
EBUS delivers an exact dynamic sampler for finite-precision weights with O(1) expected sampling time and O(1) amortized updates, proved in the word RAM model and implemented for IEEE floats.