MIKernel.h

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#ifndef MIKERNEL_H_
#define MIKERNEL_H_
 
#include "MUQ/SamplingAlgorithms/TransitionKernel.h"
 
#include "MUQ/SamplingAlgorithms/MCMCProposal.h"
 
#include "MUQ/SamplingAlgorithms/SingleChainMCMC.h"
 
#include "MUQ/SamplingAlgorithms/MIInterpolation.h"
 
namespace muq {
  namespace SamplingAlgorithms {
 
    class MIKernel : public TransitionKernel {
    public:
 
      MIKernel(boost::property_tree::ptree const& pt,
               std::shared_ptr<AbstractSamplingProblem> problem,
               std::shared_ptr<AbstractSamplingProblem> coarse_problem,
               std::shared_ptr<MCMCProposal> proposal,
               std::shared_ptr<MCMCProposal> coarse_proposal,
               std::shared_ptr<MIInterpolation> proposalInterpolation,
               std::shared_ptr<SingleChainMCMC> coarse_chain);
 
      ~MIKernel();
 
      virtual std::shared_ptr<MCMCProposal> Proposal(){return proposal;};
 
      virtual void PostStep(unsigned int const t, std::vector<std::shared_ptr<SamplingState>> const& state) override;
 
      virtual void PrintStatus(std::string prefix) const override;
 
      virtual std::vector<std::shared_ptr<SamplingState>> Step(unsigned int const t, std::shared_ptr<SamplingState> prevState) override;
 
      virtual double AcceptanceRate() const{return double(numAccepts)/double(numCalls);};
 
    protected:
      std::shared_ptr<AbstractSamplingProblem> coarse_problem;
      std::shared_ptr<MCMCProposal> proposal;
      std::shared_ptr<MCMCProposal> coarse_proposal;
      std::shared_ptr<MIInterpolation> proposalInterpolation;
      std::shared_ptr<SingleChainMCMC> coarse_chain;
 
      unsigned int numCalls = 0;
      unsigned int numAccepts = 0;
 
    };
  } // namespace SamplingAlgorithms
} // namespace muq
 
#endif