MUQ  0.4.3
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muq::SamplingAlgorithms::MIKernel Class Reference

MCMC kernel for Multiindex methods. More...

#include <MIKernel.h>

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

MCMC kernel for Multiindex methods.

This kernel combines a coarse proposal from a coarse chain with a fine one, as needed for MIMCMC.

Definition at line 19 of file MIKernel.h.

Public Member Functions

 MIKernel (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > problem, std::shared_ptr< AbstractSamplingProblem > coarse_problem, std::shared_ptr< MCMCProposal > proposal, std::shared_ptr< MCMCProposal > coarse_proposal, std::shared_ptr< MIInterpolation > proposalInterpolation, std::shared_ptr< SingleChainMCMC > coarse_chain)
 
 ~MIKernel ()
 
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
 
virtual double AcceptanceRate () const
 
- 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

◆ MIKernel()

MIKernel::MIKernel ( boost::property_tree::ptree const &  pt,
std::shared_ptr< AbstractSamplingProblem >  problem,
std::shared_ptr< AbstractSamplingProblem >  coarse_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 14 of file MIKernel.cpp.

◆ ~MIKernel()

MIKernel::~MIKernel ( )

Definition at line 29 of file MIKernel.cpp.

Member Function Documentation

◆ AcceptanceRate()

virtual double muq::SamplingAlgorithms::MIKernel::AcceptanceRate ( ) const
inlinevirtual

Definition at line 40 of file MIKernel.h.

References numAccepts, and numCalls.

◆ PostStep()

void MIKernel::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]tThe current step
[in]stateThe current state

Reimplemented from muq::SamplingAlgorithms::TransitionKernel.

Definition at line 31 of file MIKernel.cpp.

References proposal.

◆ PrintStatus()

void MIKernel::PrintStatus ( std::string  prefix) const
overridevirtual

Reimplemented from muq::SamplingAlgorithms::TransitionKernel.

Definition at line 121 of file MIKernel.cpp.

References numAccepts, and numCalls.

◆ Proposal()

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

Definition at line 32 of file MIKernel.h.

References proposal.

◆ Step()

std::vector< std::shared_ptr< SamplingState > > MIKernel::Step ( unsigned int const  t,
std::shared_ptr< SamplingState >  prevState 
)
overridevirtual
Parameters
[in]tThe current step
[in]stateThe current state

Implements muq::SamplingAlgorithms::TransitionKernel.

Definition at line 35 of file MIKernel.cpp.

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

Member Data Documentation

◆ coarse_chain

std::shared_ptr<SingleChainMCMC> muq::SamplingAlgorithms::MIKernel::coarse_chain
protected

Definition at line 47 of file MIKernel.h.

Referenced by Step().

◆ coarse_problem

std::shared_ptr<AbstractSamplingProblem> muq::SamplingAlgorithms::MIKernel::coarse_problem
protected

Definition at line 43 of file MIKernel.h.

Referenced by Step().

◆ coarse_proposal

std::shared_ptr<MCMCProposal> muq::SamplingAlgorithms::MIKernel::coarse_proposal
protected

Definition at line 45 of file MIKernel.h.

Referenced by Step().

◆ numAccepts

unsigned int muq::SamplingAlgorithms::MIKernel::numAccepts = 0
protected

Definition at line 50 of file MIKernel.h.

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

◆ numCalls

unsigned int muq::SamplingAlgorithms::MIKernel::numCalls = 0
protected

Definition at line 49 of file MIKernel.h.

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

◆ proposal

std::shared_ptr<MCMCProposal> muq::SamplingAlgorithms::MIKernel::proposal
protected

Definition at line 44 of file MIKernel.h.

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

◆ proposalInterpolation

std::shared_ptr<MIInterpolation> muq::SamplingAlgorithms::MIKernel::proposalInterpolation
protected

Definition at line 46 of file MIKernel.h.

Referenced by Step().

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