Does anyone have the matlab code for adaptive importance sampling?

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

Answer 1

[Krishna]

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.