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Everything about Reservoir sampling

Randomized algorithm

Reservoir sampling is a family of randomized online algorithms for choosing a simple random sample, without replacement, of k items from a population of unknown size n in a single pass over the items. The size of the population n is not known to the algorithm and is typically too large for all n items to fit into main memory. The population is revealed to the algorithm over time, and the algorithm cannot look back at previous items. At any point, the current state of the algorithm must permit extraction of a simple random sample without replacement of size k over the part of the population seen so far. Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: Reservoir samplingA 5-minute orientation
  2. Skim a recent paper: Interferometric Synthetic Aperture Radar (InSAR)-Based Absence Sampling for Machine-Learning-Based Landslide Susceptibility Mapping: The Three Gorges Reservoir Area, ChinaInfluential work since 2022
  3. Pick up a classic book: Annual report of the State Board of Health of Massachusetts. 1875The most-reprinted book on the subject
  4. Read the landmark paper: Random sampling with a reservoirCited 1,345 times
  5. Go sideways: Simple random sampleA closely related topic
  6. Go sideways: Huffman codingA closely related topic

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🏆 Landmark papers (most cited)

🆕 Influential since 2022

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