generate more random numbers

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JL
JL 2019-8-20
评论： dpb 2019-8-21
Hi everyone, when i try to generate more 100 million random sample, I memory issue with matlab.
Is there a way to generate more than 100 million samples?
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Adam Danz
Adam Danz 2019-8-20
编辑：Adam Danz 2019-8-20
Nice, I wasn't familiar with that method. Thanks, dpb!
https://www.mathworks.com/discovery/stream-processing.html
dpb
dpb 2019-8-21
For importance sampling you would have to have the translation adjustment for the normalization from the importance-sampled distribution.
Unless it takes multiple samples to actually compute the results, there's nothing preventing doing the accumulation dynamically or from processing output disk file. Would, of course, require binning to a number of bins that is computable but even there the bins could theoretically be maintained in tall array that isn't all in memory at once.

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