This GitHub repository contains the R code for the paper titled "Sampling low-fidelity outputs for estimation of high-fidelity density and its tails "
by Minji Kim, Vladas Pipiras, Kevin O'Connor, and Themistoklis Sapsis, Feb 2024.
The repository includes the following files:
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scripts: This directory is the core of our project, containing the main scripts for implementing multi-fidelity importance sampling techniques. -
figs_intro.R: This script is to create the introductory figures. -
simulation.Rmd: An R Markdown document that outlines the process of data generation and the steps involved in our numerical simulations. -
Figure_final.R: A script designed to generate the final set of figures showcasing the results of our numerical simulations. -
ship.Rmd: An R Markdown document focused on the application of our multi-fidelity importance sampling method to analyze ship motion program data.