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Vectorization techniques for probability distribution functions using VecCore
Author(s) -
Oscar Chaparro-Amaro,
J. Martínez-Castro,
S. Y. Jun
Publication year - 2020
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1525/1/012106
Subject(s) - poisson distribution , probability distribution , vectorization (mathematics) , probability density function , computer science , gaussian , gamma distribution , exponential distribution , statistical physics , mathematics , algorithm , statistics , physics , parallel computing , quantum mechanics
Probability distribution functions (PDFs) are very used in modeling random processes and physics simulations. Improving the performance of algorithms that generate many random numbers under complex PDFs is often a very challenging task when methods as direct functions are not available. In this work we present general strategies on how to vectorize some PDFs using VecCore library. We show the results for the Exponential, Gaussian, discrete Poisson and Gamma probability distributions.

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