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Parallel Weighted Random Sampling

Parallel Weighted Random Sampling

Lorenz Hübschle-Schneider und Peter Sanders



Datum: März 2019

Data structures for efficient sampling from a set of weighted items are an important building block of many applications. However, few parallel solutions are known. We close many of these gaps both for shared-memory and distributed-memory machines. We give efficient, fast, and practicable algorithms for sampling single items, k items with/without replacement, permutations, subsets, and reservoirs. We also give improved sequential algorithms for alias table construction and for sampling with replacement. Experiments on shared-memory parallel machines with up to 158 threads show near linear speedups both for construction and queries.