AbstractSamplingProblem.h

Go to the documentation of this file.

#ifndef ABSTRACTSAMPLINGPROBLEM_H
#define ABSTRACTSAMPLINGPROBLEM_H
 
#include <vector>
#include <assert.h>
 
#include <memory>
 
#include <Eigen/Core>
#include <boost/property_tree/ptree.hpp>
 
namespace muq{
  namespace SamplingAlgorithms{
 
    class SamplingState;
 
    class AbstractSamplingProblem
    {
    public:
 
      AbstractSamplingProblem(Eigen::VectorXi const& blockSizesIn,
                              Eigen::VectorXi const& blockSizesQOIIn);
 
      AbstractSamplingProblem(Eigen::VectorXi const& blockSizesIn);
 
      virtual ~AbstractSamplingProblem() = default;
 
      virtual double LogDensity(std::shared_ptr<SamplingState> const& state) = 0;
 
      virtual std::shared_ptr<AbstractSamplingProblem> Clone() const{assert(false); return nullptr;};
 
      virtual Eigen::VectorXd GradLogDensity(std::shared_ptr<SamplingState> const& state,
                                             unsigned                       const  blockWrt);
 
 
      virtual std::shared_ptr<SamplingState> QOI();
 
 
      virtual void AddOptions(boost::property_tree::ptree & pt) const{};
 
      const int numBlocks;
      const Eigen::VectorXi blockSizes;
      const int numBlocksQOI;
      const Eigen::VectorXi blockSizesQOI;
    };
 
  }
}
 
 
#endif // ifndef ABSTRACTSAMPLINGPROBLEM_H