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随机抽样中的Alias算法及其改进
引用本文:贾文宝,王仲奇,张本爱.随机抽样中的Alias算法及其改进[J].东北师大学报(自然科学版),2012(1):23-27.
作者姓名:贾文宝  王仲奇  张本爱
作者单位:南京航空航天大学;中国原子能科学研究院;北京应用物理与计算数学研究所
基金项目:江苏省博士后基金资助项目(0602034B)
摘    要:为减少随机数的使用次数和降低抽样时间,基于等概化思路(或古典概型思路),对著名的Alias抽样方法进行了改进.以存储空间的少量增加为代价,使改进后的抽样方法A_Ⅰ和A_Ⅱ随机数的平均使用次数为Alias方法的75%和62.5%,平均抽样时间大约为Alias方法的80%和70%.

关 键 词:Alias方法  改进  随机抽样

Alias algorithm and improved in the random sampling
JIA Wen-bao,WANG Zhong-qi,ZHANG Ben-ai.Alias algorithm and improved in the random sampling[J].Journal of Northeast Normal University (Natural Science Edition),2012(1):23-27.
Authors:JIA Wen-bao  WANG Zhong-qi  ZHANG Ben-ai
Institution:1.Nanjing University of Aeronautics and Astronautics,Nanjing 210016,China; 2.China Institute of Atomic Energy,Beijing 102413,China; 3.Beijing Application Physics and Computational Mathematics Research Institute,Beijing 100088,China)
Abstract:Based on the generalizability theory(or the classical probability model),the famous Alias sampling method has been improved for reduce the using times of random numbers and the sampling time.A small increase in the storage space for the cost,the average using time of the improved method is 75% and 62.5% to Alias method’s,and the average sampling time of the improved method is about 80% and 70% to Alias method’s.
Keywords:Alias algorithm  improving  random sampling
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