MCMCProposal.h

Go to the documentation of this file.

#ifndef MCMCPROPOSAL_H_
#define MCMCPROPOSAL_H_
 
#include <map>
 
#include <functional>
#include <boost/property_tree/ptree.hpp>
 
#include "MUQ/config.h"
 
#if MUQ_HAS_PARCER
#include <parcer/Communicator.h>
#endif
 
#include "MUQ/Utilities/RegisterClassName.h"
 
#include "MUQ/Modeling/Distributions/Distribution.h"
 
#include "MUQ/SamplingAlgorithms/SamplingState.h"
#include "MUQ/SamplingAlgorithms/AbstractSamplingProblem.h"
 
namespace muq {
  namespace SamplingAlgorithms {
 
    class MCMCProposal : public std::enable_shared_from_this<MCMCProposal> {
    public:
 
      MCMCProposal(boost::property_tree::ptree              const& pt,
                   std::shared_ptr<AbstractSamplingProblem> const& probIn);
 
      virtual ~MCMCProposal() = default;
 
 
      static std::shared_ptr<MCMCProposal> Construct(boost::property_tree::ptree              const& pt,
                                                     std::shared_ptr<AbstractSamplingProblem> const& probIn);
 
 
      typedef std::function<std::shared_ptr<MCMCProposal>(boost::property_tree::ptree,std::shared_ptr<AbstractSamplingProblem>)> MCMCProposalConstructor;
      typedef std::map<std::string, MCMCProposalConstructor> MCMCProposalMap;
      static std::shared_ptr<MCMCProposalMap> GetMCMCProposalMap();
 
 
      virtual void Adapt(unsigned int const t, std::vector<std::shared_ptr<SamplingState>> const& state) {};
 
      virtual std::shared_ptr<SamplingState> Sample(std::shared_ptr<SamplingState> const& currentState) = 0;
 
      virtual double LogDensity(std::shared_ptr<SamplingState> const& currState,
                                std::shared_ptr<SamplingState> const& propState) = 0;
 
#if MUQ_HAS_PARCER
      void SetCommunicator(std::shared_ptr<parcer::Communicator> newcomm);
#endif
 
 
      virtual void SetBlockInd(int newBlockInd){blockInd = newBlockInd;};
      virtual int GetBlockInd() const{return blockInd;};
 
    protected:
      int blockInd = 0;
 
      std::shared_ptr<AbstractSamplingProblem> prob;
 
#if MUQ_HAS_PARCER
      std::shared_ptr<parcer::Communicator> comm;
#endif
    };
  } // namespace SamplingAlgoirthms
} // namespace muq
 
#define REGISTER_MCMC_PROPOSAL(NAME) static auto reg ##NAME     \
  = muq::SamplingAlgorithms::MCMCProposal::GetMCMCProposalMap()->insert(std::make_pair(#NAME, muq::Utilities::shared_factory<NAME>()));
 
 
#endif