Matlab Code to Implement the Adaptive Annealed Importance Sampling (AAIS) Algorithm
This algorithm is published in the following paper: Liu, B., Adaptive Annealed Importance Sampling for Multimodal Posterior Exploration and Model Selection with Application to Extrasolar Planet Detection, The Astrophysical Journal Supplement Series,vol. 213, no.14, pp.1-16, 2014. doi:10.1088/0067-0049/213/1/14.
If you use this code, pls cite this paper.
Just run "main_AAIS.m" to test the code.
A more user friendly version of this code is available at: https://github.com/robinlau1981/MarginalLikelihoodEstimator