Importance sampling

Download : ImportanceSampling.plasma

 

 

 

 

 

Importance sampling works at the level of PLASMA’s intermediate language, allowing importance sampling parameters to be specified in models described using ‘simple commands’. Simple commands resolve explicit synchronisation, making the square brackets used for synchronisation channels obsolete. Parameters are specified by replacing the empty square brackets [ ] by angled brackets enclosing values, e.g. .

We created models based on Example 1 of (Ridder 2005) to demonstrate the dramatic increase in performance possible using importnace sampling. The models and property files can be download here.

The command line to run these models is:

java -jar PLASMA.jar-runs[ -importance ]
The -importance switch instructs PLASMA to use the importance sampling parameters it finds in the model file. Without this, it is necessary to perform a number of runs >> the reciprocal of the probability.

Comments are closed.