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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-1239) Add a fast sequential random sampler method
Date Wed, 24 Jun 2015 09:00:09 GMT
Thomas Neidhart created MATH-1239:
-------------------------------------

             Summary: Add a fast sequential random sampler method
                 Key: MATH-1239
                 URL: https://issues.apache.org/jira/browse/MATH-1239
             Project: Commons Math
          Issue Type: Sub-task
            Reporter: Thomas Neidhart


Many applications need a fast way to randomly select n samples from a population without replacement.

So far the best way seems to be the method proposed by Vitter in the following paper: 

http://www.mathcs.emory.edu/~cheung/papers/StreamDB/RandomSampling/1984-Vitter-Faster-random-sampling.pdf

A comparison with other methods can be found here (same author):

https://hal.archives-ouvertes.fr/inria-00075929/document



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