In this paper, we face the problem of simulating discrete random variables with general and varying distribution in a scalable framework, where fully parallelizable operations should be preferred. Compared with classical algorithms, we add randomness, that will be analyzed with a fully parallelizable operation, and we leave the final simulation of the random variable to a single associative operator. We characterize the set of algorithms that work in this way, and some classes of them related to an additive or multiplicative local noise. As a consequence, we could define a natural way to solve some popular simulation problems.

Generation of discrete random variables in scalable framework / G. Aletti. - (2016 Nov 21).

Generation of discrete random variables in scalable framework

G. Aletti
Primo
2016

Abstract

In this paper, we face the problem of simulating discrete random variables with general and varying distribution in a scalable framework, where fully parallelizable operations should be preferred. Compared with classical algorithms, we add randomness, that will be analyzed with a fully parallelizable operation, and we leave the final simulation of the random variable to a single associative operator. We characterize the set of algorithms that work in this way, and some classes of them related to an additive or multiplicative local noise. As a consequence, we could define a natural way to solve some popular simulation problems.
Discrete random number generation; discrete choice model; scalable framework; parallelizable algorithm
Settore MAT/06 - Probabilita' e Statistica Matematica
Settore SECS-S/01 - Statistica
21-nov-2016
https://arxiv.org/pdf/1611.07103.pdf
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/457543
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