Does anyone have the matlab code for adaptive importance sampling?

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Hello guys. I need some line of codes which can calculate adaptive importance sampling.

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Krishna 2025-1-28

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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.