posts: add 'reservoir-sampling'

content/posts/2024-08-02-reservoir-sampling/index.md

@@ -0,0 +1,27 @@
+---
+title: "Reservoir Sampling"
+date: 2024-08-02T18:30:56+01:00
+draft: false # I don't care for draft mode, git has branches for that
+description: "Elegantly sampling a stream"
+tags:
+  - algorithms
+  - python
+categories:
+  - programming
+series:
+- Cool algorithms
+favorite: false
+disable_feed: false
+mathjax: true
+---
+
+[_Reservoir Sampling_][reservoir] is an [online][online], probabilistic
+algorithm to uniformly sample $k$ random elements out of a stream of values.
+
+It's a particularly elegant and small algorithm, only requiring $\Theta(k)$
+amount of space and a single pass through the stream.
+
+[reservoir]: https://en.wikipedia.org/wiki/Reservoir_sampling
+[online]: https://en.wikipedia.org/wiki/Online_algorithm
+
+<!--more-->