pyLAIS: A Python package for Layered Adaptive Importance Sampling

Monte Carlo (MC) techniques are widely used to draw from complex distributions and/or for the calculation of related integrals. The most famous families of MC methods are Markov Chain Monte Carlo (MCMC) and importance sampling (IS). There are many separate implementations and packages, available onl...

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Bibliographic Details
Main Authors: Ernesto Curbelo, Luca Martino, David Delgado-Gómez
Format: Article
Language:English
Published: Elsevier 2025-02-01
Series:SoftwareX
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2352711024003467
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