Seminar series
Date
Tue, 11 Nov 2014
Time
14:00 -
14:30
Location
L5
Speaker
Mike Giles
Organisation
University of Oxford
One general approach to random number generation is to take a uniformly distributed (0,1) random variable and then invert the cumulative distribution function (CDF) to generate samples from another distribution. This talk follows this approach, approximating the inverse CDF for the Poisson distribution in a way which is particularly efficient for vector execution on NVIDIA GPUs.