Replace poisson implementation#55
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henrygarner merged 1 commit intoMastodonC:mainfrom Nov 10, 2025
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Solves an issue with the knuth poisson algorithm for large lambdas around 700 and above, where sampled values could only grow to around 700. Essentially for large lambdas the negative exponent becomes very small and underflows to zero, which means the loop returns very small values. This change uses the normal approximation to the Poisson distribution for lambdas >= 50, chosen because a gaussian variable is an extremely close approximation of poisson for lambda values >= 50.
henrygarner
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Nov 10, 2025
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Solves an issue with the knuth poisson algorithm for large lambdas around 700 and above, where sampled values could only grow to around 700.
Essentially for large lambdas the negative exponent becomes very small and underflows to zero, which means the loop returns very small values.
This change uses the normal approximation to the Poisson distribution for lambdas >= 50, chosen because a gaussian variable is an extremely close approximation of poisson for lambda values >= 50.