Parallel Interacting Markov Adaptive Importance Sampling (PI-MAIS) Algorithm
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
Cite As
lukafree (2026). Parallel Interacting Markov Adaptive Importance Sampling (PI-MAIS) Algorithm (https://www.mathworks.com/matlabcentral/fileexchange/58368-parallel-interacting-markov-adaptive-importance-sampling-pi-mais-algorithm), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (29.1 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 | Including Logo-Figures |
