Hi,
On 12/12/2017 19:42, Michele Pezzutti wrote:
Hi.
Yes, I looked at the text before submitting the patch.
I contacted Devroye and he confirmed that another reader had also
pointed out this bug but not the solution. I sent him my proposed
patch, he will look into it (no idea when though).
Nice.
I would state that "comparison function for x = 1 is e^(1/78)"
(which becomes 1/78 as the algorithm uses log-probabilities).
I think the change is needed because otherwise, for that particular
bin, the rejection probability is lower than it should be, resulting
in a higher number of samples.
Ok. Ideally I would be much less nervous about committing the patch if
we either 1- Had Luc's explicit green light; 2- Were able to
*rigorously deduce* within the framework of the book why the change is
needed. That said, the patch makes sense to me and so far holds up
well in all my tests (I'm currently running a full make check). I
would say, let's wait a week or so and then make the final decision.
Jon, do you agree? Ideas about further testing? (eg, some code you are
aware of stressing Poisson?)