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Efficient Hardware Generation of Random Variates with Arbitrary Distributions
Napa, California April 24-April 26
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/FCCM.2006.3914th Annual IEEE Symposium on Field-P ...
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David B. Thomas, Imperial College London
Wayne Luk, Imperial College London
This paper presents a technique for efficiently generating random numbers from a given probability distribution. This is achieved by using a generic hardware architecture, which transforms uniform random numbers according to a distribution mapping stored in RAM, and a software approximation generator that creates distribution mappings for any given target distribution. This technique has many features not found in current non-uniform random number generators, such as the ability to adjust the target distribution while the generator is running, per-cycle switching between distributions, and the ability to generate distributions with discontinuities in the Probability Density Function.
Citation:
David B. Thomas, Wayne Luk, "Efficient Hardware Generation of Random Variates with Arbitrary Distributions," fccm, pp.57-66, 14th Annual IEEE Symposium on Field-Programmable Custom Computing Machines (FCCM'06), 2006
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