A new sampler for discrete distributions using coin flips that combines linearithmic space, negligible runtime overhead, and entropy-optimal expected flips in [H(P), H(P)+2).
Lea, User’s guide to the GNU C++ library , version 2.0, Free Software Foundation, Inc., 1992
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Efficient Rejection Sampling in the Entropy-Optimal Range
A new sampler for discrete distributions using coin flips that combines linearithmic space, negligible runtime overhead, and entropy-optimal expected flips in [H(P), H(P)+2).