Implementation of an independence proposal with arbitrary distribution.
More...

#include <IndependenceProposal.h>

Inheritance diagram for muq::SamplingAlgorithms::IndependenceProposal:

Detailed Description

Implementation of an independence proposal with arbitrary distribution.

If not explicitly given a proposal distribution, this class will assume a zero mean Gaussian distribution with isotropic variance. The variance of the Gaussian proposal can be set with the options ptree.

Configuration Parameters:

Parameter Key	Type	Default Value	Description
"ProposalVariance"	Double	-	The variance of an isotropic zero mean Gaussian proposal distribution.
"BlockIndex"	Int	0	The block of the sampling problem that this proposal should act on.

Definition at line 26 of file IndependenceProposal.h.

Public Member Functions
	IndependenceProposal (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > const &prob)

	IndependenceProposal (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > const &prob, std::shared_ptr< muq::Modeling::Distribution > proposalIn)

virtual	~IndependenceProposal ()=default

Public Member Functions inherited from muq::SamplingAlgorithms::MCMCProposal
	MCMCProposal (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > const &probIn)

virtual	~MCMCProposal ()=default

virtual void	Adapt (unsigned int const t, std::vector< std::shared_ptr< SamplingState >> const &state)
	Adapt the proposal after each step. More...

void	SetCommunicator (std::shared_ptr< parcer::Communicator > newcomm)

virtual void	SetBlockInd (int newBlockInd)

virtual int	GetBlockInd () const

Additional Inherited Members
Public Types inherited from muq::SamplingAlgorithms::MCMCProposal
typedef std::function< std::shared_ptr< MCMCProposal >boost::property_tree::ptree, std::shared_ptr< AbstractSamplingProblem >)>	MCMCProposalConstructor

typedef std::map< std::string, MCMCProposalConstructor >	MCMCProposalMap

Static Public Member Functions inherited from muq::SamplingAlgorithms::MCMCProposal
static std::shared_ptr< MCMCProposal >	Construct (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > const &probIn)
	Static constructor for the transition kernel. More...

static std::shared_ptr< MCMCProposalMap >	GetMCMCProposalMap ()

Constructor & Destructor Documentation

◆ IndependenceProposal() [1/2]

muq::SamplingAlgorithms::IndependenceProposal::IndependenceProposal	(	boost::property_tree::ptree const &	pt,
		std::shared_ptr< AbstractSamplingProblem > const &	prob
	)

◆ IndependenceProposal() [2/2]

muq::SamplingAlgorithms::IndependenceProposal::IndependenceProposal	(	boost::property_tree::ptree const &	pt,
		std::shared_ptr< AbstractSamplingProblem > const &	prob,
		std::shared_ptr< muq::Modeling::Distribution >	proposalIn
	)

◆ ~IndependenceProposal()

virtual muq::SamplingAlgorithms::IndependenceProposal::~IndependenceProposal ( )

virtualdefault

Member Function Documentation

◆ ExtractDistribution()

std::shared_ptr< Distribution > IndependenceProposal::ExtractDistribution	(	boost::property_tree::ptree const &	opts,
		std::shared_ptr< AbstractSamplingProblem > const &	prob
	)

staticprotected

Constructs a distribution using the information in the options ptree.

Definition at line 25 of file IndependenceProposal.cpp.

References muq::SamplingAlgorithms::MCMCProposal::prob.

◆ LogDensity()

double IndependenceProposal::LogDensity	(	std::shared_ptr< SamplingState > const &	currState,
		std::shared_ptr< SamplingState > const &	propState
	)

overrideprotectedvirtual

Implements muq::SamplingAlgorithms::MCMCProposal.

Definition at line 49 of file IndependenceProposal.cpp.

References muq::SamplingAlgorithms::MCMCProposal::blockInd, and proposal.

◆ Sample()

std::shared_ptr< SamplingState > IndependenceProposal::Sample ( std::shared_ptr< SamplingState > const & currentState )

overrideprotectedvirtual

Implements muq::SamplingAlgorithms::MCMCProposal.

Definition at line 35 of file IndependenceProposal.cpp.

References muq::SamplingAlgorithms::MCMCProposal::blockInd, and proposal.

Member Data Documentation

◆ proposal

std::shared_ptr<muq::Modeling::Distribution> muq::SamplingAlgorithms::IndependenceProposal::proposal

protected

The proposal distribution.

Definition at line 41 of file IndependenceProposal.h.

Referenced by LogDensity(), and Sample().

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

doxygen_prep/MUQ/SamplingAlgorithms/IndependenceProposal.h
doxygen_prep/modules/SamplingAlgorithms/src/IndependenceProposal.cpp