generate more random numbers

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JL
JL le 20 Août 2019
Commenté : dpb le 21 Août 2019
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?
  8 commentaires
Adam Danz
Adam Danz le 20 Août 2019
Modifié(e) : Adam Danz le 20 Août 2019
Nice, I wasn't familiar with that method. Thanks, dpb!
dpb
dpb le 21 Août 2019
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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