https://blog.cfelde.com/tags/monte-carlo/Recent content in Monte Carlo on Blog of Christian FeldeHugoen-USSat, 07 Mar 2015 18:43:08 +0000https://blog.cfelde.com/2015/03/playing-with-clojure-and-sampling-algos/Sat, 07 Mar 2015 18:43:08 +0000https://blog.cfelde.com/2015/03/playing-with-clojure-and-sampling-algos/<p>Over the last few months I’ve been learning Clojure. Best way to learn I find is to use what you learn for something you find useful or interesting. This morning, while browsing <a href="https://news.ycombinator.com/">Hacker News</a>, I found myself reading about <a href="https://www.omniref.com/ruby/gems/stream_sampler/0.0.1/symbols/StreamSampler">Vitter’s reservoir sampling algorithm</a>, with an example developed in Ruby.</p> <p>After spending a little bit of time thinking over the reasoning for why this algo would work as claimed, I decided to give it a quick spin in Clojure. I’ve <a href="https://github.com/cfelde/VitterReservoirSampling">published my experiment on GitHub</a> if you’re interested in a different take on the algo implementation, with some <a href="http://incanter.org/">Incanter</a> inspired visual confirmation of it’s claim.</p>