1974
DOI: 10.1080/05695557408974949
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On Generating Random Variates from an Empirical Distribution

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Cited by 68 publications
(25 citation statements)
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“…One contribution of this work are improved techniques for efficient sampling of Gaussian noise that support parameters required for digital signature schemes such as Bliss and similar constructions. First, we detail how to accelerate the binary search on a cumulative distribution table (CDT) using a shortcut table of intervals (also known as guide table [9,11]) and develop an optimal data structure that saves roughly half of the table space by exploiting the properties of the Kullback-Leibler divergence. Furthermore, we apply a convolution lemma [29] for discrete Gaussians that results in even smaller tables of less than 2.1 KB for Bliss-I parameters.…”
Section: Introductionmentioning
confidence: 99%
“…One contribution of this work are improved techniques for efficient sampling of Gaussian noise that support parameters required for digital signature schemes such as Bliss and similar constructions. First, we detail how to accelerate the binary search on a cumulative distribution table (CDT) using a shortcut table of intervals (also known as guide table [9,11]) and develop an optimal data structure that saves roughly half of the table space by exploiting the properties of the Kullback-Leibler divergence. Furthermore, we apply a convolution lemma [29] for discrete Gaussians that results in even smaller tables of less than 2.1 KB for Bliss-I parameters.…”
Section: Introductionmentioning
confidence: 99%
“…Moro [19] contains an implementation of an inverse transformation algorithm. Also, the empirical distribution method of Chen and Asau [5] can be applied to standard normal distribution. Several other methods are also available for generating normal variates.…”
Section: A N(µ σmentioning
confidence: 99%
“…Another class of techniques use indexing or buckets to speed up the search (Chen and Asau, 1974;Bratley et al, 1987;Devroye, 1986). For example, one can partition the interval (0, 1) into c subintervals of equal sizes and use (pretabulated) initial values of (L, R) that depend on the subinterval in which U falls.…”
Section: Inversionmentioning
confidence: 99%