| Random Sampling Without Replacement [message #72875] |
Wed, 13 October 2010 08:46  |
David Fanning
Messages: 11724
Registered: August 2001
|
Senior Member |
|
|
Folks,
Has anyone coded up an IDL algorithm to do random
sampling without replacement?
For example, suppose I want to sample values in
my 2D image. I want, say, 100 values that represent
individual pixel locations in the image. How can
I make sure I get 100 unique, but random, locations?
Cheers,
David
--
David Fanning, Ph.D.
Fanning Software Consulting, Inc.
Coyote's Guide to IDL Programming: http://www.dfanning.com/
Sepore ma de ni thui. ("Perhaps thou speakest truth.")
|
|
|
|
| Re: Random Sampling Without Replacement [message #72947 is a reply to message #72875] |
Thu, 14 October 2010 05:27  |
David Fanning
Messages: 11724
Registered: August 2001
|
Senior Member |
|
|
Heinz Stege writes:
> Okay, I see. What I wanted to say is, that one has to take care of the
> seed. And it is my preference, to put it into the parameter list.
>
> I am afraid, that I would forget about the today's common block, and
> generate a second one within another routine in half a year. :-)
Yes, half a year later you would probably be fine. However,
if you were doing this in some like of loop, maybe using
a bootstrap process or something, passing in the seed
as a parameter is often problematic. To get a truly
random sequence of numbers, the seed has remain "alive"
between calls to RandomU. Otherwise, you get the same
"random" sequence of numbers coming out of your program.
I think a lot of people don't realize this.
Cheers,
David
--
David Fanning, Ph.D.
Fanning Software Consulting, Inc.
Coyote's Guide to IDL Programming: http://www.dfanning.com/
Sepore ma de ni thui. ("Perhaps thou speakest truth.")
|
|
|
|
| Re: Random Sampling Without Replacement [message #72949 is a reply to message #72875] |
Thu, 14 October 2010 03:44 |
Heinz Stege
Messages: 189
Registered: January 2003
|
Senior Member |
|
|
On Wed, 13 Oct 2010 21:19:16 -0600, David Fanning wrote:
> Heinz Stege writes:
>
>> Of course we should add the seed to the parameter list:
>>
>> function unique_random,n,m,seed
>
> Actually, you should probably put the seed in a common
> block, or an awful lot of your "sampling" sequences
> are going to look a hell of a lot alike. :-)
>
> Cheers,
>
> David
Okay, I see. What I wanted to say is, that one has to take care of the
seed. And it is my preference, to put it into the parameter list.
I am afraid, that I would forget about the today's common block, and
generate a second one within another routine in half a year. :-)
Greetings, Heinz
|
|
|
|
| Re: Random Sampling Without Replacement [message #72954 is a reply to message #72875] |
Wed, 13 October 2010 20:19 |
David Fanning
Messages: 11724
Registered: August 2001
|
Senior Member |
|
|
Heinz Stege writes:
> Of course we should add the seed to the parameter list:
>
> function unique_random,n,m,seed
Actually, you should probably put the seed in a common
block, or an awful lot of your "sampling" sequences
are going to look a hell of a lot alike. :-)
Cheers,
David
--
David Fanning, Ph.D.
Fanning Software Consulting, Inc.
Coyote's Guide to IDL Programming: http://www.dfanning.com/
Sepore ma de ni thui. ("Perhaps thou speakest truth.")
|
|
|
|
|
|
| Re: Random Sampling Without Replacement [message #72956 is a reply to message #72875] |
Wed, 13 October 2010 18:14 |
Heinz Stege
Messages: 189
Registered: January 2003
|
Senior Member |
|
|
On Wed, 13 Oct 2010 09:46:09 -0600, David Fanning wrote:
> Folks,
>
> Has anyone coded up an IDL algorithm to do random
> sampling without replacement?
>
> For example, suppose I want to sample values in
> my 2D image. I want, say, 100 values that represent
> individual pixel locations in the image. How can
> I make sure I get 100 unique, but random, locations?
>
> Cheers,
>
> David
Hi all,
here is another way to do this calculation:
function unique_random,n,m
;
; n := total number of values
; m := number of samples
;
compile_opt defint32,strictarr,strictarrsubs
;
inds=long(randomu(seed,m)*(n-findgen(m)))
;
table=lindgen(n)
for i=0,m-1 do begin
j=inds[i]
inds[i]=table[j]
table[j]=table[n-1-i]
end
;
return,inds
end
For a small number of samples (n=100000, m<50000) it is faster than
Mike's code. And if the number of samples is not very small
(n=100000, m>10000), it is even faster than JD's solution from
http://tinyurl.com/26edmmq.
This is true in spite of the presence of the for-loop. I'm surprised
myself. This algorithm may be a good over-all-solution for IDL.
Heinz
|
|
|
|
comp.lang.idl-pvwave archive
Members
Search
Help
Login
Home
