ImportanceSampling.h

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#ifndef IMPORTANCESAMPLING_H_
#define IMPORTANCESAMPLING_H_
 
#include <boost/property_tree/ptree.hpp>
 
#include "MUQ/Modeling/Distributions/Distribution.h"
#include "MUQ/Modeling/Distributions/Density.h"
 
#include "MUQ/SamplingAlgorithms/SamplingAlgorithm.h"
 
namespace muq {
  namespace SamplingAlgorithms {
    class ImportanceSampling : public SamplingAlgorithm {
    public:
 
      ImportanceSampling(std::shared_ptr<muq::Modeling::Distribution> const& target, boost::property_tree::ptree const& pt);
 
      ImportanceSampling(std::shared_ptr<muq::Modeling::ModPiece> const& target, std::shared_ptr<muq::Modeling::Distribution> const& bias, boost::property_tree::ptree const& pt);
 
      ImportanceSampling(std::shared_ptr<muq::Modeling::ModPiece> const& target, std::shared_ptr<muq::Modeling::Distribution> const& bias, std::vector<Eigen::VectorXd> hyperparameters, boost::property_tree::ptree const& pt);
 
      ImportanceSampling(std::shared_ptr<muq::Modeling::Distribution> const& target, std::vector<Eigen::VectorXd> hyperparameters, boost::property_tree::ptree const& pt);
 
      virtual ~ImportanceSampling() = default;
 
    private:
 
      virtual std::shared_ptr<SampleCollection> RunImpl(std::vector<Eigen::VectorXd> const& x0) override;
 
      const unsigned int numSamps;
 
      // The target density
      std::shared_ptr<muq::Modeling::ModPiece> target;
 
      std::shared_ptr<muq::Modeling::Distribution> bias;
 
      const std::vector<Eigen::VectorXd> hyperparameters = std::vector<Eigen::VectorXd>();
    };
  } // namespace SamplingAlgorithms
} // namespace muq
 
#endif