MUQ  0.4.3
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muq::Approximation::DerivativeObservation Class Reference
Gaussian Processes » GP_Observations

Class that defines an observation involving linear combinations of GP derivatives. More...

#include <ObservationInformation.h>

Inheritance diagram for muq::Approximation::DerivativeObservation:
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Detailed Description

Class that defines an observation involving linear combinations of GP derivatives.

Let \(y\) denote the observable random variable and let \(u(x)\) denote the Gaussian process. This class defines observations of the form

\[ y = H \left[ \begin{array}{c} \frac{ \partial^{N_1}u(x)}{\partial x_{n(1,1)} \ldots \partial x_{n(1,N_1)} }\\ \frac{ \partial^{N_2}u(x)}{\partial x_{n(2,1)} \ldots \partial x_{n(2,N_2)} } \\ \vdots \\ \frac{ \partial^{N_M}u(x)}{\partial x_{n(M,1)} \ldots \partial x_{n(M,N_M)} } \end{array}\right], \]

for some appropriately sized matrix \(H\).

Definition at line 79 of file ObservationInformation.h.

Public Member Functions

 DerivativeObservation (std::shared_ptr< muq::Modeling::LinearOperator > Hin, Eigen::Ref< const Eigen::VectorXd > const &locIn, Eigen::Ref< const Eigen::VectorXd > const &obsIn, Eigen::Ref< const Eigen::MatrixXd > const &obsCovIn, std::vector< std::vector< int >> derivCoordsIn)
 
virtual ~DerivativeObservation ()=default
 
- Public Member Functions inherited from muq::Approximation::ObservationInformation
 ObservationInformation (std::shared_ptr< muq::Modeling::LinearOperator > Hin, Eigen::Ref< const Eigen::VectorXd > const &locIn, Eigen::Ref< const Eigen::VectorXd > const &obsIn, Eigen::Ref< const Eigen::MatrixXd > const &obsCovIn)
 
virtual ~ObservationInformation ()=default
 
virtual void FillSelfCov (std::shared_ptr< KernelBase > kernel, Eigen::Ref< Eigen::MatrixXd > covBlock)
 
virtual void FillCrossCov (Eigen::Ref< const Eigen::VectorXd > const &otherLoc, std::shared_ptr< KernelBase > kernel, Eigen::Ref< Eigen::MatrixXd > covBlock)
 
virtual void FillCrossCov (std::shared_ptr< ObservationInformation > otherObs, std::shared_ptr< KernelBase > kernel, Eigen::Ref< Eigen::MatrixXd > covBlock)
 

Public Attributes

std::vector< std::vector< int > > derivCoords
 
- Public Attributes inherited from muq::Approximation::ObservationInformation
std::shared_ptr< muq::Modeling::LinearOperator > H
 
Eigen::VectorXd loc
 
Eigen::VectorXd obs
 
Eigen::MatrixXd obsCov
 

Friends

class ObservationInformation
 

Constructor & Destructor Documentation

◆ DerivativeObservation()

muq::Approximation::DerivativeObservation::DerivativeObservation ( std::shared_ptr< muq::Modeling::LinearOperator >  Hin,
Eigen::Ref< const Eigen::VectorXd > const &  locIn,
Eigen::Ref< const Eigen::VectorXd > const &  obsIn,
Eigen::Ref< const Eigen::MatrixXd > const &  obsCovIn,
std::vector< std::vector< int >>  derivCoordsIn 
)
inline

Definition at line 84 of file ObservationInformation.h.

◆ ~DerivativeObservation()

virtual muq::Approximation::DerivativeObservation::~DerivativeObservation ( )
virtualdefault

Member Function Documentation

◆ BuildBaseCovariance() [1/3]

Eigen::MatrixXd DerivativeObservation::BuildBaseCovariance ( Eigen::Ref< const Eigen::VectorXd > const &  otherObs,
std::shared_ptr< KernelBase >  kernel 
)
overrideprotectedvirtual

Reimplemented from muq::Approximation::ObservationInformation.

Definition at line 51 of file ObservationInformation.cpp.

References derivCoords, and muq::Approximation::ObservationInformation::loc.

Referenced by BuildBaseCovariance().

◆ BuildBaseCovariance() [2/3]

Eigen::MatrixXd DerivativeObservation::BuildBaseCovariance ( std::shared_ptr< KernelBase >  kernel)
overrideprotectedvirtual

Reimplemented from muq::Approximation::ObservationInformation.

Definition at line 61 of file ObservationInformation.cpp.

References derivCoords, and muq::Approximation::ObservationInformation::loc.

◆ BuildBaseCovariance() [3/3]

Eigen::MatrixXd DerivativeObservation::BuildBaseCovariance ( std::shared_ptr< ObservationInformation >  otherObs,
std::shared_ptr< KernelBase >  kernel 
)
overrideprotectedvirtual

Reimplemented from muq::Approximation::ObservationInformation.

Definition at line 77 of file ObservationInformation.cpp.

References BuildBaseCovariance(), derivCoords, and muq::Approximation::ObservationInformation::loc.

Friends And Related Function Documentation

◆ ObservationInformation

friend class ObservationInformation
friend

Definition at line 82 of file ObservationInformation.h.

Member Data Documentation

◆ derivCoords

std::vector<std::vector<int> > muq::Approximation::DerivativeObservation::derivCoords

Derivatives to consider. These define the \(n(i,j)\) quantities in the description above.

Definition at line 97 of file ObservationInformation.h.

Referenced by BuildBaseCovariance().

The documentation for this class was generated from the following files: