There is a discussion at https://github.com/sympy/sympy/pull/13943 but no separate issue (yet).
On Jan 23, 2018 5:27 AM, "Shilpa Sangappa" <shilpa.sanga...@gmail.com> wrote: > Thanks Leonid, for pointing me to this issue. I will start looking into it. > What is the issue id? > > With Regards, > Shilpa. > > P.S.: I didn't get a notification of your reply to my e-mail. Is there any > settings that I need to do? > > On Tuesday, January 23, 2018 at 12:04:50 AM UTC+5:30, Leonid Kovalev wrote: >> >> Thanks for your interest. An issue that recently came up in the >> Probability module is sampling from a Poisson distribution >> <https://en.wikipedia.org/wiki/Poisson_distribution>. It used to not >> work at all, and now it does but the algorithm is not efficient when the >> parameter lamda is large. For example: >> >> from sympy.stats import * >> sample(Poisson('x', 1000)) >> >> can take a while to return. >> >> Usually one can sample by generating a Uniform(0, 1) random number u, and >> then apply the inverse of the cumulative distribution function (CDF) to u. >> But there isn't a formula for the inverse of the of a Poisson random >> variable. The current algorithm >> <https://github.com/sympy/sympy/blob/master/sympy/stats/drv_types.py#L31> >> simply >> goes over all integers looking for the first one where CDF(n) >= u. There >> ought to be a better way of doing this. >> >> The first idea that comes to mind is to make giant steps (in power of 2) >> until CDF(n) >= u is reached, and then refine by bisection. But perhaps >> it's better to do research first, there is probably an algorithm out there >> that we can use. Maybe R has it? https://www.r-project.org/ >> >> >> >> > -- > You received this message because you are subscribed to the Google Groups > "sympy" group. > To unsubscribe from this group and stop receiving emails from it, send an > email to sympy+unsubscr...@googlegroups.com. > To post to this group, send email to sympy@googlegroups.com. > Visit this group at https://groups.google.com/group/sympy. > To view this discussion on the web visit https://groups.google.com/d/ > msgid/sympy/0cb65d20-5126-4387-8aa4-f2e5ec1b82cc%40googlegroups.com > <https://groups.google.com/d/msgid/sympy/0cb65d20-5126-4387-8aa4-f2e5ec1b82cc%40googlegroups.com?utm_medium=email&utm_source=footer> > . > For more options, visit https://groups.google.com/d/optout. > -- You received this message because you are subscribed to the Google Groups "sympy" group. To unsubscribe from this group and stop receiving emails from it, send an email to sympy+unsubscr...@googlegroups.com. To post to this group, send email to sympy@googlegroups.com. Visit this group at https://groups.google.com/group/sympy. To view this discussion on the web visit https://groups.google.com/d/msgid/sympy/CAJ0_tQ%2Bbv5Yv2NL4pgT6d3wCSCsvwJQb8CW4bzTFZpd%3DTN7FiA%40mail.gmail.com. For more options, visit https://groups.google.com/d/optout.
