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

version 1.0.0.0 (29.1 KB) by lukafree
PI-MAIS algorithm

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Updated 04 Aug 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

Cite As

lukafree (2022). 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 .

MATLAB Release Compatibility
Created with R2016a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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