muq::SamplingAlgorithms::MIComponentFactory Class Reference

Interface defining models on a multiindex structure. More...

#include <MIComponentFactory.h>

Inheritance diagram for muq::SamplingAlgorithms::MIComponentFactory:

Detailed Description

Interface defining models on a multiindex structure.

Defines all components of a multiindex model. MLMCMC and MIMCMC work on this structure. In particular, a sampling problem is defined for each multiindex along with associated proposal densities and other required components.

Definition at line 23 of file MIComponentFactory.h.

Public Member Functions
virtual	~MIComponentFactory ()=default
virtual std::shared_ptr< MCMCProposal >	Proposal (std::shared_ptr< MultiIndex > const &index, std::shared_ptr< AbstractSamplingProblem > const &samplingProblem)=0
virtual std::shared_ptr< MCMCProposal >	CoarseProposal (std::shared_ptr< MultiIndex > const &fineIndex, std::shared_ptr< MultiIndex > const &coarseIndex, std::shared_ptr< AbstractSamplingProblem > const &coarseProblem, std::shared_ptr< SingleChainMCMC > const &coarseChain)=0
virtual std::shared_ptr< AbstractSamplingProblem >	SamplingProblem (std::shared_ptr< MultiIndex > const &index)=0
virtual std::shared_ptr< MIInterpolation >	Interpolation (std::shared_ptr< MultiIndex > const &index)=0
virtual Eigen::VectorXd	StartingPoint (std::shared_ptr< MultiIndex > const &index)=0
virtual std::shared_ptr< MultiIndex >	FinestIndex ()=0
virtual bool	IsInverseProblem ()

Constructor & Destructor Documentation

~MIComponentFactory()

virtual muq::SamplingAlgorithms::MIComponentFactory::~MIComponentFactory ( )

virtualdefault

Member Function Documentation

CoarseProposal()

virtual std::shared_ptr<MCMCProposal> muq::SamplingAlgorithms::MIComponentFactory::CoarseProposal ( std::shared_ptr< MultiIndex > const &  fineIndex, std::shared_ptr< MultiIndex > const &  coarseIndex, std::shared_ptr< AbstractSamplingProblem > const &  coarseProblem, std::shared_ptr< SingleChainMCMC > const &  coarseChain  )

pure virtual

Implemented in muq::SamplingAlgorithms::ParallelMIComponentFactory, and muq::SamplingAlgorithms::DefaultComponentFactory.

FinestIndex()

virtual std::shared_ptr<MultiIndex> muq::SamplingAlgorithms::MIComponentFactory::FinestIndex ( )

pure virtual

Implemented in muq::SamplingAlgorithms::ParallelMIComponentFactory, and muq::SamplingAlgorithms::DefaultComponentFactory.

Interpolation()

virtual std::shared_ptr<MIInterpolation> muq::SamplingAlgorithms::MIComponentFactory::Interpolation ( std::shared_ptr< MultiIndex > const &  index )

pure virtual

Implemented in muq::SamplingAlgorithms::ParallelMIComponentFactory, and muq::SamplingAlgorithms::DefaultComponentFactory.

IsInverseProblem()

virtual bool muq::SamplingAlgorithms::MIComponentFactory::IsInverseProblem ( )

inlinevirtual

Reimplemented in muq::SamplingAlgorithms::ParallelMIComponentFactory.

Definition at line 35 of file MIComponentFactory.h.

Proposal()

virtual std::shared_ptr<MCMCProposal> muq::SamplingAlgorithms::MIComponentFactory::Proposal ( std::shared_ptr< MultiIndex > const &  index, std::shared_ptr< AbstractSamplingProblem > const &  samplingProblem  )

pure virtual

Implemented in muq::SamplingAlgorithms::ParallelMIComponentFactory, and muq::SamplingAlgorithms::DefaultComponentFactory.

SamplingProblem()

virtual std::shared_ptr<AbstractSamplingProblem> muq::SamplingAlgorithms::MIComponentFactory::SamplingProblem ( std::shared_ptr< MultiIndex > const &  index )

pure virtual

Implemented in muq::SamplingAlgorithms::ParallelMIComponentFactory, and muq::SamplingAlgorithms::DefaultComponentFactory.

StartingPoint()

virtual Eigen::VectorXd muq::SamplingAlgorithms::MIComponentFactory::StartingPoint ( std::shared_ptr< MultiIndex > const &  index )

pure virtual

Implemented in muq::SamplingAlgorithms::ParallelMIComponentFactory, and muq::SamplingAlgorithms::DefaultComponentFactory.

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

• doxygen_prep/MUQ/SamplingAlgorithms/MIComponentFactory.h