Recently I read from Twitter about reservoir sampling and the Gumbel max trick. This is my very own attempt to reproduce some of the basic results from scratch.
Lost Relatives of the Gumbel Trick (ICML 2017) Github
Perturbation, Optimization and Statistics (NIPS 2013 workshop)
Estimating means in a finite universe
Algorithms Every Data Scientist Should Know: Reservoir Sampling
The Gumbel-Max Trick for Discrete Distributions
Written on July 31st , 2017 by Michael Choi