Opened 5 years ago
Last modified 4 years ago
#3027 closed enhancement
Provide a simple, efficient, and correct implementation to sample Gaussian random variables — at Initial Version
| Reported by: | gkronber | Owned by: | |
|---|---|---|---|
| Priority: | medium | Milestone: | HeuristicLab 3.3.17 |
| Component: | Random | Version: | trunk |
| Keywords: | Cc: |
Description
We currently use the Ziggurat method which is fast but not straight-forward. abeham made some tests and found significant deviations of the empirical distributions of samples generated with our implementation compared to other implementations.
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