[RNG-149] ZigguratExponentialSampler

• Type: New Feature
• Status: Closed
• Priority: Major
• Resolution: Abandoned
• Affects Version/s: 1.4
• Fix Version/s: 1.4
• Component/s: sampling
• Assignee: Alex Herbert
• Reporter: Alex Herbert
• Created: 02/Jul/21 12:43
• Updated: 13/Sep/21 10:40
• Resolved: 08/Jul/21 08:59

Description

The paper describing the ZigguratNormalizedGaussianSampler also provides code for sampling from an exponential distribution.

public class ZigguratExponentialSampler implements SharedStateContinuousSampler {
    public ZigguratExponentialSampler
        withUniformRandomProvider(UniformRandomProvider rng);
    public static ZigguratExponentialSampler of(UniformRandomProvider rng);
    public static ZigguratExponentialSampler of(UniformRandomProvider rng, double mean);
}

I suggest allowing creation of a sampler with mean 1. This special case has application in other samplers, for example the LargeMeanPoissonSampler.

Issue Links

• relates to: RNG-151 Modified Ziggurat algorithm for normal and exponential sampling
• relates to: RNG-150 Update samplers to use the ziggurat exponential sampler