Category Archives: Programming

Programming and probability: Sampling from a discrete distribution over an infinite set

By | September 2, 2018

This post is an introductory tutorial which presents a simple algorithm for sampling from a discrete probability distribution $p(k)$ defined over a countably infinite set. We also show how to use higher-order programming to implement the algorithm in a modular and reusable way, and how to amortize the cost of sampling using memoization. Introduction and… Read More »