#include <WhiteNoiseKernel.h>
This class implements a kernel of the form
\[ k(x,y) = \sigma^2\delta(x,y) \]
where \(\delta(x,y)=1\) if \(x=y\) and \(0\) otherwise.
Definition at line 24 of file WhiteNoiseKernel.h.
Public Member Functions | |
WhiteNoiseKernel (unsigned dim, const double sigma2In) | |
WhiteNoiseKernel (unsigned dim, const double sigma2In, const Eigen::Vector2d sigmaBounds) | |
virtual | ~WhiteNoiseKernel () |
template<typename ScalarType1 , typename ScalarType2 , typename ScalarType3 > | |
void | FillBlockImpl (Eigen::Ref< const Eigen::Matrix< ScalarType1, Eigen::Dynamic, 1 >> const &x1, Eigen::Ref< const Eigen::Matrix< ScalarType1, Eigen::Dynamic, 1 >> const &x2, Eigen::Ref< const Eigen::Matrix< ScalarType2, Eigen::Dynamic, 1 >> const ¶ms, Eigen::Ref< Eigen::Matrix< ScalarType3, Eigen::Dynamic, Eigen::Dynamic >> block) const |
Public Member Functions inherited from muq::Approximation::KernelImpl< WhiteNoiseKernel > | |
KernelImpl (unsigned inputDimIn, unsigned coDimIn, unsigned numParamsIn) | |
KernelImpl (unsigned inputDimIn, std::vector< unsigned > dimIndsIn, unsigned coDimIn, unsigned numParamsIn) | |
virtual | ~KernelImpl () |
virtual std::shared_ptr< KernelBase > | Clone () const override |
virtual void | FillBlock (Eigen::Ref< const Eigen::VectorXd > const &x1, Eigen::Ref< const Eigen::VectorXd > const &x2, Eigen::Ref< const Eigen::VectorXd > const ¶ms, Eigen::Ref< Eigen::MatrixXd > block) const override |
virtual void | FillPosDerivBlock (Eigen::Ref< const Eigen::VectorXd > const &x1, Eigen::Ref< const Eigen::VectorXd > const &x2, Eigen::Ref< const Eigen::VectorXd > const ¶ms, std::vector< int > const &wrts, Eigen::Ref< Eigen::MatrixXd > block) const override |
void | FillPosDerivBlockImpl (Eigen::Ref< const Eigen::VectorXd > const &x1, Eigen::Ref< const Eigen::VectorXd > const &x2, Eigen::Ref< const Eigen::VectorXd > const ¶ms, std::vector< int > const &wrts, Eigen::Ref< Eigen::MatrixXd > block) const |
Eigen::Matrix< ScalarType, Eigen::Dynamic, 1 > | GetSegment (Eigen::Ref< const Eigen::Matrix< ScalarType, Eigen::Dynamic, 1 >> const &input) const |
Public Member Functions inherited from muq::Approximation::KernelBase | |
KernelBase (unsigned int inputDimIn, unsigned int coDimIn, unsigned int numParamsIn) | |
KernelBase (unsigned int inputDimIn, std::vector< unsigned int > dimIndsIn, unsigned int coDimIn, unsigned int numParamsIn) | |
virtual | ~KernelBase () |
virtual std::vector< std::shared_ptr< KernelBase > > | GetSeperableComponents () |
Overridden by ProductKernel. More... | |
virtual Eigen::MatrixXd | Evaluate (Eigen::VectorXd const &x1, Eigen::VectorXd const &x2) const |
virtual Eigen::MatrixXd | BuildCovariance (Eigen::MatrixXd const &x) const |
virtual Eigen::MatrixXd | BuildCovariance (Eigen::MatrixXd const &x1, Eigen::MatrixXd const &x2) const |
virtual void | FillCovariance (Eigen::MatrixXd const &xs, Eigen::MatrixXd const &ys, Eigen::Ref< Eigen::MatrixXd > cov) const |
virtual void | FillCovariance (Eigen::MatrixXd const &xs, Eigen::Ref< Eigen::MatrixXd > cov) const |
virtual void | FillDerivCovariance (Eigen::MatrixXd const &xs, Eigen::MatrixXd const &ys, std::vector< int > const &wrts, Eigen::Ref< Eigen::MatrixXd > cov) const |
virtual Eigen::MatrixXd | GetPosDerivative (Eigen::VectorXd const &x1, Eigen::VectorXd const &x2, std::vector< int > const &wrts) const |
Returns derivatives of the kernel with respect to the first input, x1. More... | |
virtual Eigen::MatrixXd | GetParamBounds () const |
virtual Eigen::VectorXd | GetParams () const |
virtual void | SetParams (Eigen::VectorXd const ¶ms) |
virtual std::tuple< std::shared_ptr< muq::Modeling::LinearSDE >, std::shared_ptr< muq::Modeling::LinearOperator >, Eigen::MatrixXd > | GetStateSpace (boost::property_tree::ptree sdeOptions=boost::property_tree::ptree()) const |
Returns a state space representation of the covariance kernel. More... | |
Additional Inherited Members | |
Public Attributes inherited from muq::Approximation::KernelBase | |
const std::vector< unsigned int > | dimInds |
const unsigned int | inputDim |
const unsigned int | coDim |
const unsigned int | numParams |
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inline |
Definition at line 29 of file WhiteNoiseKernel.h.
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inline |
Definition at line 32 of file WhiteNoiseKernel.h.
References muq::Approximation::KernelBase::cachedParams, and muq::Approximation::KernelBase::paramBounds.
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inlinevirtual |
Definition at line 44 of file WhiteNoiseKernel.h.
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inline |
Definition at line 47 of file WhiteNoiseKernel.h.
References nlohmann::detail::dtoa_impl::e.