Parallel Interacting Markov Adaptive Importance Sampling (PI-MAIS) Algorithm

Versione 1.0.0.0 (29,1 KB) da lukafree
PI-MAIS algorithm
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Aggiornato 4 ago 2016

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This is a preliminary code (not optimized) related to the paper
L. Martino, V. Elvira, D. Luengo, J. Corander, "Layered Adaptive Importance Sampling", Statistics and Computing (accepted; to appear), 2016
ArXiv version:

arXiv:1505.04732

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More specifically, this is a preliminary code of the

Parallel Interacting Markov Adaptive Importance Sampling (PI-MAIS) Algorithm

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lukafree (2025). Parallel Interacting Markov Adaptive Importance Sampling (PI-MAIS) Algorithm (https://it.mathworks.com/matlabcentral/fileexchange/58368-parallel-interacting-markov-adaptive-importance-sampling-pi-mais-algorithm), MATLAB Central File Exchange. Recuperato .

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CODE_LAIS_v03_forMathWorks/

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