GMHKernel.h

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#ifndef GMHKERNEL_H_
#define GMHKERNEL_H_
 
#include "MUQ/config.h"
 
#if MUQ_HAS_PARCER
#include <parcer/Queue.h>
#endif
 
#include "MUQ/SamplingAlgorithms/MCMCProposal.h"
#include "MUQ/SamplingAlgorithms/MHKernel.h"
 
namespace muq {
  namespace SamplingAlgorithms {
 
    class GMHKernel : public MHKernel {
    public:
 
      GMHKernel(boost::property_tree::ptree const& pt, std::shared_ptr<AbstractSamplingProblem> problem);
 
      GMHKernel(boost::property_tree::ptree const& pt, std::shared_ptr<AbstractSamplingProblem> problem, std::shared_ptr<MCMCProposal> proposalIn);
 
      virtual ~GMHKernel();
 
      virtual void PreStep(unsigned int const t, std::shared_ptr<SamplingState> state) override;
 
 
      virtual std::vector<std::shared_ptr<SamplingState> > Step(unsigned int const t, std::shared_ptr<SamplingState> state) override;
 
 
      std::vector<std::shared_ptr<SamplingState> > SampleStationary() const;
 
 
      Eigen::VectorXd StationaryAcceptance() const;
 
#if MUQ_HAS_PARCER
      std::shared_ptr<parcer::Communicator> GetCommunicator() const;
#endif
 
    private:
 
 
      void SerialProposal(unsigned int const t, std::shared_ptr<SamplingState> state);
 
#if MUQ_HAS_PARCER
 
      void ParallelProposal(unsigned int const t, std::shared_ptr<SamplingState> state);
#endif
 
 
      void AcceptanceDensity(Eigen::VectorXd& R);
      
      Eigen::MatrixXd AcceptanceMatrix(Eigen::VectorXd const& R) const;
 
 
      void ComputeStationaryAcceptance(Eigen::VectorXd const& R);
 
      const unsigned int N;
 
 
      const unsigned int Np1;
 
      const unsigned int M;
 
      Eigen::VectorXd stationaryAcceptance;
 
      std::vector<std::shared_ptr<SamplingState> > proposedStates;
    };
  } // namespace SamplingAlgorithms
} // namespace muq
 
#endif