InverseGammaProposal.h

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#ifndef INVERSEGAMMAPROPOSAL_H_
#define INVERSEGAMMAPROPOSAL_H_
 
#include "MUQ/Modeling/Distributions/Gaussian.h"
#include "MUQ/Modeling/Distributions/InverseGamma.h"
#include "MUQ/Modeling/ModPiece.h"
 
#include "MUQ/SamplingAlgorithms/MCMCProposal.h"
 
namespace muq {
  namespace SamplingAlgorithms {
 
    class InverseGammaProposal : public MCMCProposal {
    public:
 
      InverseGammaProposal(boost::property_tree::ptree              pt,
                           std::shared_ptr<AbstractSamplingProblem> prob);
 
      virtual ~InverseGammaProposal() = default;
 
    protected:
 
      const Eigen::VectorXd alpha;
 
      const Eigen::VectorXd beta;
 
      std::tuple<std::shared_ptr<muq::Modeling::ModPiece>, std::vector<int>, int> gaussInfo;
 
      std::shared_ptr<muq::Modeling::ModPiece> varModel;
 
      const Eigen::VectorXd gaussMean;
 
      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;
 
      virtual Eigen::VectorXd GetGaussianInput(std::shared_ptr<SamplingState> const& currentState) const;
 
      static Eigen::VectorXd ExtractMean(std::shared_ptr<AbstractSamplingProblem> prob, std::string const& gaussNode);
 
      static std::shared_ptr<muq::Modeling::ModPiece> ExtractVarianceModel(std::shared_ptr<AbstractSamplingProblem> prob, std::string const& gaussNode, std::string const& igNode);
 
      static std::shared_ptr<muq::Modeling::InverseGamma> ExtractInverseGamma(std::shared_ptr<AbstractSamplingProblem> prob, std::string const& igNode);
      static Eigen::VectorXd ExtractAlpha(std::shared_ptr<AbstractSamplingProblem> prob, std::string const& igNode);
      static Eigen::VectorXd ExtractBeta(std::shared_ptr<AbstractSamplingProblem> prob, std::string const& igNode);
      static std::tuple<std::shared_ptr<muq::Modeling::ModPiece>, std::vector<int>, int> ExtractGaussInfo(std::shared_ptr<AbstractSamplingProblem> prob, std::string const& gaussNode);
    };
 
  } // namespace SamplingAlgoirthms
} // namespace muq
 
#endif