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0 pointstmoertel1y ago0 comments

For the particular case of the exponential distribution we can go further. By taking advantage of the theory of Poisson processes, we can take samples using a parallel algorithm. It even has a surprisingly succinct SQL translation:

    SELECT *
    FROM Population
    WHERE weight > 0
    ORDER BY -LN(1.0 - RANDOM()) / weight
    LIMIT 100  -- Sample size.

Notice our exponentially distributed random variable on prominent display in the ORDER BY clause.

If you're curious, I explore this algorithm and the theory behind it in https://blog.moertel.com/posts/2024-08-23-sampling-with-sql....

0 comments

lkuty1y ago

Quite off-topic, but do you know when you'll write the article about CPS, if ever?

tmoertelOP1y ago

Oops. I had quite forgotten that I need to write about that. I said I would over a decade ago, so that's a long time for you to wait. Sorry about that.

I mainly write for myself, so I need the time and the motivation. Until recently, my job at G took up my time and also provided an internal community where I could scratch the writing itch, which reduced the motivation for public writing on my blog. But now that I'm semi-retired, I'll try to write more frequently.

Thanks for the accountability!

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