The alias method: A fast, efficient Monte Carlo sampling technique
Description:
The alias method is a Monte Carlo sampling technique that offers significant advantages over more traditional methods. It equals the accuracy of table lookup and the speed of equal probable bins. The original formulation of this method sampled from discrete distributions and was easily extended to histogram distributions. We have extended the method further to applications more germane to Monte Carlo particle transport codes: continuous distributions. This paper presents the alias method as ori…
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Date:
November 16, 1990
Creator:
Rathkopf, James A.; Edwards, Arthur L. & Smidt, Rorbert K.
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