ReservoirSample.h File Reference

A simple resevoir sampling algorithm. One great disappointment is that this doesn't implement the version where you draw a random unifom for each number and store the lowest. That's such a pretty idea. More...

#include "Errors.h"
#include "TopN.h"

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Classes
class	ReservoirSample< T >
class	PosteriorWeightedReservoirSample< T >

Detailed Description

A simple resevoir sampling algorithm. One great disappointment is that this doesn't implement the version where you draw a random unifom for each number and store the lowest. That's such a pretty idea.

Same as ReservoirSample but chooses proportional to h.posterior – using Algorithm A-Chao from wiki. NOTE that with this it is likely important to use some burn-in because otherwise it will start off full of crummy samples.