muq::SamplingAlgorithms::MHKernel Class Reference

An implementation of the standard Metropolis-Hastings transition kernel. More...

#include <MHKernel.h>

Inheritance diagram for muq::SamplingAlgorithms::MHKernel:

Detailed Description

An implementation of the standard Metropolis-Hastings transition kernel.

Configuration Parameters:

Parameter Key	Type	Default Value	Description
"Proposal"	String	-	A string pointing to a block of proposal options.

Definition at line 22 of file MHKernel.h.

Public Member Functions
	MHKernel (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > problem)
	MHKernel (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > problem, std::shared_ptr< MCMCProposal > proposalIn)
virtual	~MHKernel ()=default
virtual std::shared_ptr< MCMCProposal >	Proposal ()
virtual void	PostStep (unsigned int const t, std::vector< std::shared_ptr< SamplingState >> const &state) override
	Allow the kernel to adapt given a new state. More...
virtual std::vector< std::shared_ptr< SamplingState > >	Step (unsigned int const t, std::shared_ptr< SamplingState > prevState) override
virtual void	PrintStatus (std::string prefix) const override
virtual double	AcceptanceRate () const
virtual void	SetBlockInd (int newBlockInd) override
Public Member Functions inherited from muq::SamplingAlgorithms::TransitionKernel
	TransitionKernel (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > problem)
virtual	~TransitionKernel ()=default
virtual void	SetCommunicator (std::shared_ptr< parcer::Communicator > newcomm)
virtual void	PreStep (unsigned int const t, std::shared_ptr< SamplingState > state)
	Allow the kernel to preprocess the current step. More...
virtual void	PrintStatus () const
virtual int	GetBlockInd () const
virtual std::shared_ptr< AbstractSamplingProblem > const &	Problem () const

Additional Inherited Members
Public Types inherited from muq::SamplingAlgorithms::TransitionKernel
typedef boost::function< std::shared_ptr< TransitionKernel >boost::property_tree::ptree, std::shared_ptr< AbstractSamplingProblem >)>	TransitionKernelConstructor
typedef std::map< std::string, TransitionKernelConstructor >	TransitionKernelMap
Static Public Member Functions inherited from muq::SamplingAlgorithms::TransitionKernel
static std::shared_ptr< TransitionKernel >	Construct (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > problem)
	Static constructor for the transition kernel. More...
static std::shared_ptr< TransitionKernelMap >	GetTransitionKernelMap ()

Constructor & Destructor Documentation

MHKernel() [1/2]

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

MHKernel() [2/2]

muq::SamplingAlgorithms::MHKernel::MHKernel	(	boost::property_tree::ptree const &	pt,
		std::shared_ptr< AbstractSamplingProblem >	problem,
		std::shared_ptr< MCMCProposal >	proposalIn
	)

~MHKernel()

virtual muq::SamplingAlgorithms::MHKernel::~MHKernel ( )

virtualdefault

Member Function Documentation

AcceptanceRate()

virtual double muq::SamplingAlgorithms::MHKernel::AcceptanceRate ( ) const

inlinevirtual

Definition at line 43 of file MHKernel.h.

References numAccepts, and numCalls.

PostStep()

void MHKernel::PostStep ( unsigned int const  t, std::vector< std::shared_ptr< SamplingState >> const &  state  )

overridevirtual

Allow the kernel to adapt given a new state.

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

Parameters

[in]	t	The current step
[in]	state	The current state

Reimplemented from muq::SamplingAlgorithms::TransitionKernel.

Definition at line 36 of file MHKernel.cpp.

References proposal.

PrintStatus()

void MHKernel::PrintStatus ( std::string  prefix ) const

overridevirtual

Reimplemented from muq::SamplingAlgorithms::TransitionKernel.

Definition at line 97 of file MHKernel.cpp.

References numAccepts, and numCalls.

Proposal()

virtual std::shared_ptr<MCMCProposal> muq::SamplingAlgorithms::MHKernel::Proposal ( )

inlinevirtual

Definition at line 34 of file MHKernel.h.

References proposal.

SetBlockInd()

virtual void muq::SamplingAlgorithms::MHKernel::SetBlockInd ( int  newBlockInd )

inlineoverridevirtual

Reimplemented from muq::SamplingAlgorithms::TransitionKernel.

Definition at line 45 of file MHKernel.h.

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

Step()

std::vector< std::shared_ptr< SamplingState > > MHKernel::Step ( unsigned int const  t, std::shared_ptr< SamplingState >  prevState  )

overridevirtual

Parameters

[in]	t	The current step
[in]	state	The current state

Implements muq::SamplingAlgorithms::TransitionKernel.

Reimplemented in muq::SamplingAlgorithms::GMHKernel.

Definition at line 40 of file MHKernel.cpp.

References nlohmann::detail::dtoa_impl::e, numAccepts, numCalls, muq::SamplingAlgorithms::TransitionKernel::problem, proposal, and muq::SamplingAlgorithms::TransitionKernel::reeval.

Member Data Documentation

numAccepts

unsigned int muq::SamplingAlgorithms::MHKernel::numAccepts = 0

protected

Definition at line 51 of file MHKernel.h.

Referenced by AcceptanceRate(), PrintStatus(), and Step().

numCalls

unsigned int muq::SamplingAlgorithms::MHKernel::numCalls = 0

protected

Definition at line 50 of file MHKernel.h.

Referenced by AcceptanceRate(), PrintStatus(), and Step().

proposal

std::shared_ptr<MCMCProposal> muq::SamplingAlgorithms::MHKernel::proposal

protected

Definition at line 48 of file MHKernel.h.

Referenced by muq::SamplingAlgorithms::GMHKernel::AcceptanceDensity(), PostStep(), Proposal(), muq::SamplingAlgorithms::GMHKernel::SerialProposal(), SetBlockInd(), and Step().

---

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

• doxygen_prep/MUQ/SamplingAlgorithms/MHKernel.h
• doxygen_prep/modules/SamplingAlgorithms/src/MHKernel.cpp