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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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0111 · Feb 202019922001200920172026
1 result for “FastGM”
Fast Generating A Large Number of Gumbel-Max Variablesstat.CO

A new algorithm FastGM speeds up generating Gumbel-Max variables.

problem Efficiently generating multiple Gumbel-Max variables from high-dimensional vectors.
method FastGM reduces time complexity from O(kn+)O(kn^+) to O(kln⁡k+n+)O(k \ln k + n^+) by generating variables in descending order.
result Significantly reduces computation time for generating kk Gumbel-Max variables.
Gumbel-Max TrickFastGMHigh-dimensional vectorsGumbel random variablesDescending order
2020-02-02abs ↗pdf ↗