Weighted random sampling with a reservoir
- https://www.sciencedirect.com/science/article/abs/pii/S002001900500298X
- Pavlos S. Efraimidis, Paul G. Spirakis
Can be used to obtain a set of samples when Rejection sampling rejects too many and slows down.
Can be used to obtain a set of samples when Rejection sampling rejects too many and slows down.