  We present a well-defined and characterized all-sky sample of classical
Cepheids in the Milky Way, obtained by combining two time-domain all-sky
surveys: Gaia DR2 (Gaia Collaboration et al. 2018) and ASAS-SN (Shappee et al.
2014). We first use parallax and variability information from Gaia to select
~30,000 bright (G<17) Cepheid candidates with M_K<-1. We then analyze their
ASAS-SN V-band lightcurves, determining periods, and classifying the
lightcurves using their Fourier parameters. This results in ~1900 likely
Galactic Cepheids, which we estimate to be >90% complete and pure within our
adopted selection criteria. This is the largest all-sky sample of Milky Way
Cepheids that has such a well-characterized selection function, needed for
population modeling and for systematic spectroscopic follow-up foreseen with
SDSS-V. About 130 of these Cepheids have not been documented in the literature
even as possible candidates.

Astrophysics of Galaxies;Solar and Stellar Astrophysics