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generate more random numbers

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JL
JL on 20 Aug 2019
Commented: dpb on 21 Aug 2019
Hi everyone, when i try to generate more 100 million random sample, I memory issue with matlab.
Is there a way to generate more than 100 million samples?
  8 Comments
dpb
dpb on 21 Aug 2019
For importance sampling you would have to have the translation adjustment for the normalization from the importance-sampled distribution.
Unless it takes multiple samples to actually compute the results, there's nothing preventing doing the accumulation dynamically or from processing output disk file. Would, of course, require binning to a number of bins that is computable but even there the bins could theoretically be maintained in tall array that isn't all in memory at once.

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