MUQ  0.4.3
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muq::SamplingAlgorithms::MHProposal Class Reference
Sampling » Markov chain Monte Carlo » MCMC Proposal Distributions

Implementation of the classic Random Walk Metropolis proposal. More...

#include <MHProposal.h>

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

Implementation of the classic Random Walk Metropolis proposal.

Configuration Parameters:

Parameter Key Type Default Value Description
"ProposalVariance" Double - The variance of an isotropic random walk proposal.

Definition at line 20 of file MHProposal.h.

Public Member Functions

 MHProposal (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > prob)
 
 MHProposal (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > prob, std::shared_ptr< muq::Modeling::GaussianBase > proposalIn)
 
virtual ~MHProposal ()=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

◆ MHProposal() [1/2]

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

◆ MHProposal() [2/2]

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

◆ ~MHProposal()

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

Member Function Documentation

◆ LogDensity()

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

Implements muq::SamplingAlgorithms::MCMCProposal.

Definition at line 48 of file MHProposal.cpp.

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

◆ Sample()

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

Implements muq::SamplingAlgorithms::MCMCProposal.

Definition at line 33 of file MHProposal.cpp.

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

Member Data Documentation

◆ proposal

std::shared_ptr<muq::Modeling::GaussianBase> muq::SamplingAlgorithms::MHProposal::proposal
protected

The proposal distribution.

Definition at line 35 of file MHProposal.h.

Referenced by LogDensity(), and Sample().

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