InfMALAProposal.h

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#ifndef INFMALAPROPOSAL_H_
#define INFMALAPROPOSAL_H_
 
#include "MUQ/Modeling/Distributions/GaussianBase.h"
 
#include "MUQ/SamplingAlgorithms/MCMCProposal.h"
 
namespace muq {
  namespace SamplingAlgorithms {
 
    class InfMALAProposal : public MCMCProposal {
    public:
 
      InfMALAProposal(boost::property_tree::ptree           const& pt,
                      std::shared_ptr<AbstractSamplingProblem>     prob);
 
      InfMALAProposal(boost::property_tree::ptree           const& pt,
                      std::shared_ptr<AbstractSamplingProblem>     prob,
                      std::shared_ptr<muq::Modeling::GaussianBase> zDistIn);
 
      virtual ~InfMALAProposal() = default;
 
    protected:
 
      double stepSize;
      
      double rho;
 
      // The proposal distribution
      std::shared_ptr<muq::Modeling::GaussianBase> zDist;
 
      virtual std::shared_ptr<SamplingState> Sample(std::shared_ptr<SamplingState> const& currentState) override;
 
      virtual double LogDensity(std::shared_ptr<SamplingState> const& currState,
                                std::shared_ptr<SamplingState> const& propState) override;
 
 
      Eigen::VectorXd GetSigmaGrad(std::shared_ptr<SamplingState> const& currentState) const;
 
 
    }; // class InfMALAProposal
  } // namespace SamplingAlgoirthms
} // namespace muq
 
#endif