InferenceProblem.h

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#ifndef INFERENCEPROBLEM_H_
#define INFERENCEPROBLEM_H_
 
// include Density and not ModPiece so that if a SamplingProblem is constructed with a Density the compiler knows it is a child of ModPiece
#include "MUQ/Modeling/Distributions/Density.h"
#include "MUQ/SamplingAlgorithms/AbstractSamplingProblem.h"
 
namespace muq {
  namespace SamplingAlgorithms {
 
    class InferenceProblem : public AbstractSamplingProblem{
    public:
 
      InferenceProblem(std::shared_ptr<muq::Modeling::ModPiece> const& likelyIn, 
                       std::shared_ptr<muq::Modeling::ModPiece> const& priorIn,
                       double                                          inverseTempIn=1.0);
 
      InferenceProblem(std::shared_ptr<muq::Modeling::ModPiece> const& likelyIn, 
                       std::shared_ptr<muq::Modeling::ModPiece> const& priorIn,
                       std::shared_ptr<muq::Modeling::ModPiece> const& qoiIn,
                       double                                          inverseTempIn=1.0);
 
      virtual ~InferenceProblem() = default;
 
 
      virtual double LogDensity(std::shared_ptr<SamplingState> const& state) override;
 
      virtual Eigen::VectorXd GradLogDensity(std::shared_ptr<SamplingState> const& state,
                                             unsigned                       const  blockWrt) override;
 
      virtual std::shared_ptr<SamplingState> QOI() override;
 
      std::shared_ptr<muq::Modeling::ModPiece> const& Likelihood() const{return likely;};
      std::shared_ptr<muq::Modeling::ModPiece> const& Prior() const{return prior;};
 
      void SetInverseTemp(double newTemp){inverseTemp=newTemp;};
 
      double GetInverseTemp() const{return inverseTemp;}
 
      virtual std::shared_ptr<AbstractSamplingProblem> Clone() const override;
      
    protected:
 
      std::shared_ptr<muq::Modeling::ModPiece> likely;
 
      std::shared_ptr<muq::Modeling::ModPiece> prior;
    
      std::shared_ptr<muq::Modeling::ModPiece> qoi;
 
      double inverseTemp;
 
    private:
 
      std::shared_ptr<SamplingState> lastState;
    };
 
  } // namespace SamplingAlgorithms
} // namespace muq
 
#endif