MALAProposal.h

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#ifndef MALAPROPOSAL_H_
#define MALAPROPOSAL_H_
 
#include "MUQ/Modeling/Distributions/GaussianBase.h"
 
#include "MUQ/SamplingAlgorithms/MCMCProposal.h"
 
namespace muq {
  namespace SamplingAlgorithms {
 
    class MALAProposal : public MCMCProposal {
    public:
 
      MALAProposal(boost::property_tree::ptree                   pt,
                 std::shared_ptr<AbstractSamplingProblem> const& probIn);
 
      MALAProposal(boost::property_tree::ptree                   pt,
                 std::shared_ptr<AbstractSamplingProblem> const& probIn,
                 std::shared_ptr<muq::Modeling::GaussianBase>    zDistIn);
 
      virtual ~MALAProposal() = default;
 
    protected:
 
      double stepSize;
 
      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;
 
 
    };
 
  } // namespace SamplingAlgoirthms
} // namespace muq
 
#endif