muq::SamplingAlgorithms::MIDummyKernel Class Reference

Dummy kernel for Multiindex MC methods. More...

#include <MIDummyKernel.h>

Inheritance diagram for muq::SamplingAlgorithms::MIDummyKernel:

Detailed Description

Dummy kernel for Multiindex MC methods.

This kernel simply accepts any proposal. It can be used to turn a MLMCMC/MIMCMC method into a Multilevel/Multiindex Monte Carlo method with the proposal density as its parameter distribution.

Definition at line 16 of file MIDummyKernel.h.

Public Member Functions
	MIDummyKernel (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > problem, std::shared_ptr< MCMCProposal > proposal, std::shared_ptr< MCMCProposal > coarse_proposal, std::shared_ptr< MIInterpolation > proposalInterpolation, std::shared_ptr< SingleChainMCMC > coarse_chain)
	~MIDummyKernel ()
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 void	PrintStatus (std::string prefix) const override
virtual std::vector< std::shared_ptr< SamplingState > >	Step (unsigned int const t, std::shared_ptr< SamplingState > prevState) 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 void	SetBlockInd (int newBlockInd)
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

MIDummyKernel()

MIDummyKernel::MIDummyKernel	(	boost::property_tree::ptree const &	pt,
		std::shared_ptr< AbstractSamplingProblem >	problem,
		std::shared_ptr< MCMCProposal >	proposal,
		std::shared_ptr< MCMCProposal >	coarse_proposal,
		std::shared_ptr< MIInterpolation >	proposalInterpolation,
		std::shared_ptr< SingleChainMCMC >	coarse_chain
	)

Definition at line 13 of file MIDummyKernel.cpp.

~MIDummyKernel()

MIDummyKernel::~MIDummyKernel

(

)

Definition at line 27 of file MIDummyKernel.cpp.

Member Function Documentation

PostStep()

void MIDummyKernel::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 29 of file MIDummyKernel.cpp.

References proposal.

PrintStatus()

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

overridevirtual

Reimplemented from muq::SamplingAlgorithms::TransitionKernel.

Definition at line 60 of file MIDummyKernel.cpp.

References numCalls.

Proposal()

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

inlinevirtual

Definition at line 28 of file MIDummyKernel.h.

References proposal.

Step()

std::vector< std::shared_ptr< SamplingState > > MIDummyKernel::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.

Definition at line 33 of file MIDummyKernel.cpp.

References coarse_chain, coarse_proposal, numCalls, muq::SamplingAlgorithms::TransitionKernel::problem, proposal, and proposalInterpolation.

Member Data Documentation

coarse_chain

std::shared_ptr<SingleChainMCMC> muq::SamplingAlgorithms::MIDummyKernel::coarse_chain

protected

Definition at line 40 of file MIDummyKernel.h.

Referenced by Step().

coarse_proposal

std::shared_ptr<MCMCProposal> muq::SamplingAlgorithms::MIDummyKernel::coarse_proposal

protected

Definition at line 38 of file MIDummyKernel.h.

Referenced by Step().

numCalls

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

protected

Definition at line 42 of file MIDummyKernel.h.

Referenced by PrintStatus(), and Step().

proposal

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

protected

Definition at line 37 of file MIDummyKernel.h.

Referenced by PostStep(), Proposal(), and Step().

proposalInterpolation

std::shared_ptr<MIInterpolation> muq::SamplingAlgorithms::MIDummyKernel::proposalInterpolation

protected

Definition at line 39 of file MIDummyKernel.h.

Referenced by Step().

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

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