Chapter 3 from the author's website.
The method divides the range for the cumulative probability table of K values into alpha * K equispaced intervals. Each interval i contains the maximum sample value where the cumulative probability is less than i / table.length.
Given a uniform deviate u in the range [0, 1] the guide can be obtained using floor(u * table.length). This guide value is the start point for search of the cumulative probability table. The number of comparisons of the uniform deviate within the cumulative probability table is upper bounded by 2 (see Devroye, p97) making the search very efficient.
Create a sampler using the Guide table method:
The alpha value is not required. However large alpha increase the size of the guide table and improve performance at the cost of storage.