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Indexed Search
Indexed search, also called the cutpoint method,Fishman is an algorithm for discrete-distribution pseudo-random number sampling Non-uniform random variate generation or pseudo-random number sampling is the numerical practice of generating pseudo-random numbers (PRN) that follow a given probability distribution. Methods are typically based on the availability of a unifo ..., invented by Chen and Asau in 1974. References Sources * *Fishman,G.S. (1996) ''Monte Carlo. Concepts, Algorithms, and Applications.'' New York: Springer. *Ripley, B. D. (1987) ''Stochastic Simulation''. Wiley. {{ISBN, 0-471-81884-4 Non-uniform random numbers ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Algorithm
In mathematics and computer science, an algorithm () is a finite sequence of rigorous instructions, typically used to solve a class of specific problems or to perform a computation. Algorithms are used as specifications for performing calculations and data processing. More advanced algorithms can perform automated deductions (referred to as automated reasoning) and use mathematical and logical tests to divert the code execution through various routes (referred to as automated decision-making). Using human characteristics as descriptors of machines in metaphorical ways was already practiced by Alan Turing with terms such as "memory", "search" and "stimulus". In contrast, a heuristic is an approach to problem solving that may not be fully specified or may not guarantee correct or optimal results, especially in problem domains where there is no well-defined correct or optimal result. As an effective method, an algorithm can be expressed within a finite amount of sp ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pseudo-random Number Sampling
Non-uniform random variate generation or pseudo-random number sampling is the numerical practice of generating pseudo-random numbers (PRN) that follow a given probability distribution. Methods are typically based on the availability of a uniformly distributed PRN generator. Computational algorithms are then used to manipulate a single random variate, ''X'', or often several such variates, into a new random variate ''Y'' such that these values have the required distribution. The first methods were developed for Monte-Carlo simulations in the Manhattan project, published by John von Neumann in the early 1950s. Finite discrete distributions For a discrete probability distribution with a finite number ''n'' of indices at which the probability mass function ''f'' takes non-zero values, the basic sampling algorithm is straightforward. The interval [0, 1) is divided in ''n'' intervals [0, ''f''(1)), [''f''(1), ''f''(1) + ''f''(2)), ... The width of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
