MixtureProposal.h

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#ifndef MIXTUREPROPOSAL_H_
#define MIXTUREPROPOSAL_H_
 
#include "MUQ/SamplingAlgorithms/MCMCProposal.h"
 
namespace muq {
  namespace SamplingAlgorithms {
 
    class MixtureProposal : public MCMCProposal {
    public:
 
      MixtureProposal(boost::property_tree::ptree                pt,
                 std::shared_ptr<AbstractSamplingProblem> const& prob);
 
      MixtureProposal(boost::property_tree::ptree                       pt,
                      std::shared_ptr<AbstractSamplingProblem>   const& prob,
                      std::vector<std::shared_ptr<MCMCProposal>> const& proposals,
                      std::vector<double>                        const& weights);
 
      virtual ~MixtureProposal() = default;
 
    protected:
 
      static std::vector<double> GetWeights(boost::property_tree::ptree const& pt);
 
      static std::vector<std::shared_ptr<MCMCProposal>> GetProposals(boost::property_tree::ptree              const& pt,
                                                                     std::shared_ptr<AbstractSamplingProblem> const& prob);
 
      std::vector<std::shared_ptr<MCMCProposal>> proposals;
      std::vector<double> weights;
 
      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