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

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PI-MAIS algorithm

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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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