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The Alias Method for Sampling Discrete Distributions

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Ray Tracing Gems II

Abstract

The alias method is a well-known algorithm for constant-time sampling from arbitrary, discrete probability distributions that relies on a simple precomputed lookup table. We found many have never learned about this method, so we briefly introduce the concept and show that such lookup tables can easily be generated.

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Wyman, C. (2021). The Alias Method for Sampling Discrete Distributions. In: Marrs, A., Shirley, P., Wald, I. (eds) Ray Tracing Gems II. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4842-7185-8_21

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