Does anyone have the matlab code for adaptive importance sampling?

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Ashkan Rigi
Ashkan Rigi 2021-10-29
回答： Krishna 2025-1-28，7:22
Hello guys. I need some line of codes which can calculate adaptive importance sampling.

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Krishna
Krishna 2025-1-28，7:22
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,
https://in.mathworks.com/matlabcentral/fileexchange/59952-non-iterative-implementation-of-layered-adaptive-importance-sampling-lais?s_tid=FX_rc1_behav
For Parallel Interacting Markov Adaptive Importance Sampling (PI-MAIS) Algorithm please look at the below documentation,
https://in.mathworks.com/matlabcentral/fileexchange/58368-parallel-interacting-markov-adaptive-importance-sampling-pi-mais-algorithm
Hope this helps.

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