SubsamplingMIProposal.h

Go to the documentation of this file.

#ifndef SUBSAMPLINGMIPROPOSAL_H
#define SUBSAMPLINGMIPROPOSAL_H
 
#include <boost/property_tree/ptree.hpp>
 
#include "MUQ/SamplingAlgorithms/MCMCProposal.h"
#include "MUQ/SamplingAlgorithms/SingleChainMCMC.h"
#include "MUQ/Utilities/MultiIndices/MultiIndex.h"
 
namespace pt = boost::property_tree;
 
namespace muq {
  namespace SamplingAlgorithms {
 
    class SubsamplingMIProposal : public MCMCProposal {
    public:
      SubsamplingMIProposal (pt::ptree const& pt, std::shared_ptr<AbstractSamplingProblem> prob, std::shared_ptr<muq::Utilities::MultiIndex> coarseIndex, std::shared_ptr<SingleChainMCMC> coarseChain);
 
      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;
 
    private:
      std::string multiindexToConfigString (std::shared_ptr<muq::Utilities::MultiIndex> index);
 
      std::shared_ptr<SingleChainMCMC> coarseChain;
      int sampleID = 0;
      int sampleWeight = 0;
      const int subsampling;
    };
  }
}
 
#endif