Thomas Neidhart created MATH-1239:
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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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