Does anyone have the matlab code for adaptive importance sampling?

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Ashkan Rigi
Ashkan Rigi am 29 Okt. 2021
Beantwortet: Krishna am 28 Jan. 2025
Hello guys. I need some line of codes which can calculate adaptive importance sampling.

Antworten (1)

Krishna
Krishna am 28 Jan. 2025
Hi Ashkan,
I understand that you need the adaptive importance sampling code.
Please look at these MathWorks repositories to get the same.
For non-iterative implementation of Layered Adaptive Importance Sampling (LAIS) please look at the below documentation,
For Parallel Interacting Markov Adaptive Importance Sampling (PI-MAIS) Algorithm please look at the below documentation,
Hope this helps.

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