A universal generator for discrete log-concave distributions

2024/01/18 by Hörmann, Wolfgang

paper · doi:10.57938/5e9672c7-7acc-494c-8c95-7ebdf326fad3

Abstract

We give an algorithm that can be used to sample from any discrete log-concave distribution (e.g. the binomial and hypergeometric distributions). It is based on rejection from a discrete dominating distribution that consists of parts of the geometric distribution. The algorithm is uniformly fast for all discrete log-concave distributions and not much slower than algorithms designed for a single distribution.

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