MUQ  0.4.3
Public Types | Public Member Functions | Static Public Member Functions | List of all members
muq::SamplingAlgorithms::MCMCProposal Class Referenceabstract
Sampling » Markov chain Monte Carlo » MCMC Proposal Distributions

#include <MCMCProposal.h>

Inheritance diagram for muq::SamplingAlgorithms::MCMCProposal:
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Detailed Description

Definition at line 36 of file MCMCProposal.h.

Public Types

typedef std::function< std::shared_ptr< MCMCProposal >boost::property_tree::ptree, std::shared_ptr< AbstractSamplingProblem >)> MCMCProposalConstructor
 
typedef std::map< std::string, MCMCProposalConstructor > MCMCProposalMap
 

Public Member Functions

 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...
 
virtual std::shared_ptr< SamplingState > Sample (std::shared_ptr< SamplingState > const &currentState)=0
 
virtual double LogDensity (std::shared_ptr< SamplingState > const &currState, std::shared_ptr< SamplingState > const &propState)=0
 
void SetCommunicator (std::shared_ptr< parcer::Communicator > newcomm)
 
virtual void SetBlockInd (int newBlockInd)
 
virtual int GetBlockInd () const
 

Static Public Member Functions

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 ()
 

Member Typedef Documentation

◆ MCMCProposalConstructor

typedef std::function<std::shared_ptr<MCMCProposal>boost::property_tree::ptree,std::shared_ptr<AbstractSamplingProblem>)> muq::SamplingAlgorithms::MCMCProposal::MCMCProposalConstructor

Definition at line 53 of file MCMCProposal.h.

◆ MCMCProposalMap

typedef std::map<std::string, MCMCProposalConstructor> muq::SamplingAlgorithms::MCMCProposal::MCMCProposalMap

Definition at line 54 of file MCMCProposal.h.

Constructor & Destructor Documentation

◆ MCMCProposal()

MCMCProposal::MCMCProposal ( boost::property_tree::ptree const &  pt,
std::shared_ptr< AbstractSamplingProblem > const &  probIn 
)

Definition at line 7 of file MCMCProposal.cpp.

◆ ~MCMCProposal()

virtual muq::SamplingAlgorithms::MCMCProposal::~MCMCProposal ( )
virtualdefault

Member Function Documentation

◆ Adapt()

virtual void muq::SamplingAlgorithms::MCMCProposal::Adapt ( unsigned int const  t,
std::vector< std::shared_ptr< SamplingState >> const &  state 
)
inlinevirtual

Adapt the proposal after each step.

By default this function does nothing but children can override it to adapt the proposal

Parameters
[in]tThe current step
[in]stateThe current state

Reimplemented in muq::SamplingAlgorithms::ParallelAMProposal, and muq::SamplingAlgorithms::AMProposal.

Definition at line 63 of file MCMCProposal.h.

◆ Construct()

std::shared_ptr< MCMCProposal > MCMCProposal::Construct ( boost::property_tree::ptree const &  pt,
std::shared_ptr< AbstractSamplingProblem > const &  probIn 
)
static

Static constructor for the transition kernel.

Parameters
[in]ptThe options for the MCMC kernel
Returns
The MCMC proposal

Definition at line 12 of file MCMCProposal.cpp.

References GetMCMCProposalMap(), and prob.

Referenced by muq::SamplingAlgorithms::DRKernel::CreateProposals(), muq::SamplingAlgorithms::MixtureProposal::GetProposals(), and muq::SamplingAlgorithms::DefaultComponentFactory::Proposal().

◆ GetBlockInd()

virtual int muq::SamplingAlgorithms::MCMCProposal::GetBlockInd ( ) const
inlinevirtual

Definition at line 76 of file MCMCProposal.h.

References blockInd.

◆ GetMCMCProposalMap()

std::shared_ptr< MCMCProposal::MCMCProposalMap > MCMCProposal::GetMCMCProposalMap ( )
static

Definition at line 34 of file MCMCProposal.cpp.

Referenced by Construct().

◆ LogDensity()

virtual double muq::SamplingAlgorithms::MCMCProposal::LogDensity ( std::shared_ptr< SamplingState > const &  currState,
std::shared_ptr< SamplingState > const &  propState 
)
pure virtual

Implemented in muq::SamplingAlgorithms::SubsamplingMIProposal, muq::SamplingAlgorithms::SMMALAProposal, muq::SamplingAlgorithms::MixtureProposal, muq::SamplingAlgorithms::MHProposal, muq::SamplingAlgorithms::MALAProposal, muq::SamplingAlgorithms::InverseGammaProposal, muq::SamplingAlgorithms::InfMALAProposal, muq::SamplingAlgorithms::IndependenceProposal, muq::SamplingAlgorithms::CrankNicolsonProposal, muq::SamplingAlgorithms::AMProposal, and muq::SamplingAlgorithms::RemoteMIProposal.

◆ Sample()

virtual std::shared_ptr<SamplingState> muq::SamplingAlgorithms::MCMCProposal::Sample ( std::shared_ptr< SamplingState > const &  currentState)
pure virtual

Implemented in muq::SamplingAlgorithms::SubsamplingMIProposal, muq::SamplingAlgorithms::SMMALAProposal, muq::SamplingAlgorithms::MixtureProposal, muq::SamplingAlgorithms::MHProposal, muq::SamplingAlgorithms::MALAProposal, muq::SamplingAlgorithms::InverseGammaProposal, muq::SamplingAlgorithms::InfMALAProposal, muq::SamplingAlgorithms::IndependenceProposal, muq::SamplingAlgorithms::CrankNicolsonProposal, muq::SamplingAlgorithms::AMProposal, and muq::SamplingAlgorithms::RemoteMIProposal.

◆ SetBlockInd()

virtual void muq::SamplingAlgorithms::MCMCProposal::SetBlockInd ( int  newBlockInd)
inlinevirtual

Definition at line 75 of file MCMCProposal.h.

References blockInd.

◆ SetCommunicator()

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

Definition at line 47 of file MCMCProposal.cpp.

References comm.

Member Data Documentation

◆ blockInd

int muq::SamplingAlgorithms::MCMCProposal::blockInd = 0
protected

Definition at line 79 of file MCMCProposal.h.

Referenced by muq::SamplingAlgorithms::AMProposal::Adapt(), GetBlockInd(), muq::SamplingAlgorithms::InfMALAProposal::GetSigmaGrad(), muq::SamplingAlgorithms::AMProposal::LogDensity(), muq::SamplingAlgorithms::CrankNicolsonProposal::LogDensity(), muq::SamplingAlgorithms::IndependenceProposal::LogDensity(), muq::SamplingAlgorithms::InfMALAProposal::LogDensity(), muq::SamplingAlgorithms::InverseGammaProposal::LogDensity(), muq::SamplingAlgorithms::MALAProposal::LogDensity(), muq::SamplingAlgorithms::MHProposal::LogDensity(), muq::SamplingAlgorithms::SMMALAProposal::LogDensity(), muq::SamplingAlgorithms::AMProposal::Sample(), muq::SamplingAlgorithms::CrankNicolsonProposal::Sample(), muq::SamplingAlgorithms::IndependenceProposal::Sample(), muq::SamplingAlgorithms::InfMALAProposal::Sample(), muq::SamplingAlgorithms::InverseGammaProposal::Sample(), muq::SamplingAlgorithms::MALAProposal::Sample(), muq::SamplingAlgorithms::MHProposal::Sample(), muq::SamplingAlgorithms::SMMALAProposal::Sample(), and SetBlockInd().

◆ comm

std::shared_ptr<parcer::Communicator> muq::SamplingAlgorithms::MCMCProposal::comm
protected

Definition at line 84 of file MCMCProposal.h.

Referenced by muq::SamplingAlgorithms::ParallelAMProposal::Adapt(), and SetCommunicator().

◆ prob

std::shared_ptr<AbstractSamplingProblem> muq::SamplingAlgorithms::MCMCProposal::prob
protected

Definition at line 81 of file MCMCProposal.h.

Referenced by Construct(), muq::SamplingAlgorithms::AMProposal::ConstructCovariance(), muq::SamplingAlgorithms::CrankNicolsonProposal::CrankNicolsonProposal(), muq::SamplingAlgorithms::InverseGammaProposal::ExtractAlpha(), muq::SamplingAlgorithms::InverseGammaProposal::ExtractBeta(), muq::SamplingAlgorithms::IndependenceProposal::ExtractDistribution(), muq::SamplingAlgorithms::InverseGammaProposal::ExtractGaussInfo(), muq::SamplingAlgorithms::InverseGammaProposal::ExtractInverseGamma(), muq::SamplingAlgorithms::InverseGammaProposal::ExtractMean(), muq::SamplingAlgorithms::CrankNicolsonProposal::ExtractPrior(), muq::SamplingAlgorithms::InverseGammaProposal::ExtractVarianceModel(), muq::SamplingAlgorithms::MixtureProposal::GetProposals(), muq::SamplingAlgorithms::InfMALAProposal::GetSigmaGrad(), muq::SamplingAlgorithms::MALAProposal::LogDensity(), muq::SamplingAlgorithms::SMMALAProposal::LogDensity(), muq::SamplingAlgorithms::MALAProposal::Sample(), and muq::SamplingAlgorithms::SMMALAProposal::Sample().

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