Using Butterfly-Patterned Partial Sums to Draw from Discrete Distributions
PPOPP, pp. 22-355, 2017.
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We describe a simd technique for drawing values from multiple discrete distributions, such as sampling from the random variables of a mixture model, that avoids computing a complete table of partial sums of the relative probabilities. A table of alternate (“butterfly-patterned”) form is faster to compute, making better use of coalesced me...More