generate more random numbers

조회 수: 4 (최근 30일)
JL
JL 2019년 8월 20일
댓글: dpb 2019년 8월 21일
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?
  댓글 수: 8
Adam Danz
Adam Danz 2019년 8월 20일
편집: Adam Danz 2019년 8월 20일
Nice, I wasn't familiar with that method. Thanks, dpb!
dpb
dpb 2019년 8월 21일
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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