Run Main.m
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Code related to the paper
L. Martino, V. Elvira, D. Luengo, J. Corander,
"Layered Adaptive Importance Sampling", Statistics
and Computing (accepted; to appear), 2016
ArXiv version:
arXiv:1505.04732
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More specifically, this is a preliminary code of the
Parallel Interacting Markov Adaptive Importance
Sampling (PI-MAIS) Algorithm
