MIMCMC.h

Go to the documentation of this file.

#ifndef MIMCMC_H
#define MIMCMC_H
 
#include <boost/property_tree/ptree.hpp>
 
#include "MUQ/SamplingAlgorithms/MIMCMCBox.h"
#include "MUQ/SamplingAlgorithms/MIComponentFactory.h"
#include "MUQ/SamplingAlgorithms/MultiIndexEstimator.h"
 
namespace pt = boost::property_tree;
 
 
namespace muq {
  namespace SamplingAlgorithms {
 
    class MIMCMC {
    public:
      MIMCMC(boost::property_tree::ptree options,
             std::shared_ptr<MIComponentFactory> const& componentFactory);
 
      MIMCMC(boost::property_tree::ptree                                  pt, 
             Eigen::VectorXd                                       const& startPt,
             std::vector<std::shared_ptr<muq::Modeling::ModPiece>> const& models,
             std::shared_ptr<MultiIndexSet>                        const& multis = nullptr);
      
      MIMCMC(boost::property_tree::ptree                                  pt, 
             Eigen::VectorXd                                       const& startPt,
             std::vector<std::shared_ptr<AbstractSamplingProblem>> const& problems,
             std::shared_ptr<MultiIndexSet>                        const& multis = nullptr);
 
      virtual std::shared_ptr<MultiIndexEstimator> GetSamples() const;
      virtual std::shared_ptr<MultiIndexEstimator> GetQOIs() const;
 
      std::shared_ptr<MIMCMCBox> GetBox(std::shared_ptr<MultiIndex> index);
 
      void Draw(bool drawSamples = true);
 
      std::shared_ptr<MIMCMCBox> GetMIMCMCBox(std::shared_ptr<MultiIndex> index);
 
      std::shared_ptr<MultiIndexSet> GetIndices();
 
      virtual std::shared_ptr<MultiIndexEstimator> Run();
 
      void WriteToFile(std::string filename);
 
    private:
      pt::ptree pt;
      std::shared_ptr<MultiIndexSet> gridIndices;
      std::shared_ptr<MIComponentFactory> componentFactory;
      std::vector<std::shared_ptr<MIMCMCBox>> boxes;
 
      std::string multiindexToConfigString (std::shared_ptr<MultiIndex> index);
 
      static std::vector<std::shared_ptr<AbstractSamplingProblem>> CreateProblems(std::vector<std::shared_ptr<muq::Modeling::ModPiece>> const& models);
      static std::shared_ptr<MultiIndexSet> ProcessMultis(std::shared_ptr<MultiIndexSet> const& multis, unsigned int numLevels);
    };
 
  }
}
 
#endif