muq::SamplingAlgorithms::MIMCMC Class Reference

Multiindex MCMC method. More...

#include <MIMCMC.h>

Detailed Description

Multiindex MCMC method.

A basic MIMCMC method based on a fixed number of samples for all model indices.

Definition at line 21 of file MIMCMC.h.

Public Member Functions
	MIMCMC (boost::property_tree::ptree options, std::shared_ptr< MIComponentFactory > const &componentFactory)
	MIMCMC (boost::property_tree::ptree pt, Eigen::VectorXd const &startPt, std::vector< std::shared_ptr< muq::Modeling::ModPiece >> const &models, std::shared_ptr< MultiIndexSet > const &multis=nullptr)
	MIMCMC (boost::property_tree::ptree pt, Eigen::VectorXd const &startPt, std::vector< std::shared_ptr< AbstractSamplingProblem >> const &problems, std::shared_ptr< MultiIndexSet > const &multis=nullptr)
virtual std::shared_ptr< MultiIndexEstimator >	GetSamples () const
virtual std::shared_ptr< MultiIndexEstimator >	GetQOIs () const
std::shared_ptr< MIMCMCBox >	GetBox (std::shared_ptr< MultiIndex > index)
	Access an MIMCMCBox. More...
void	Draw (bool drawSamples=true)
	Draw MI structure (mostly debugging purposes) More...
std::shared_ptr< MIMCMCBox >	GetMIMCMCBox (std::shared_ptr< MultiIndex > index)
std::shared_ptr< MultiIndexSet >	GetIndices ()
	Get set of indices of boxes set up by the method. More...
virtual std::shared_ptr< MultiIndexEstimator >	Run ()
void	WriteToFile (std::string filename)
	Write HDF5 output for the entire MIMCMC method. More...

Constructor & Destructor Documentation

MIMCMC() [1/3]

muq::SamplingAlgorithms::MIMCMC::MIMCMC	(	boost::property_tree::ptree	options,
		std::shared_ptr< MIComponentFactory > const &	componentFactory
	)

MIMCMC() [2/3]

MIMCMC::MIMCMC	(	boost::property_tree::ptree	pt,
		Eigen::VectorXd const &	startPt,
		std::vector< std::shared_ptr< muq::Modeling::ModPiece >> const &	models,
		std::shared_ptr< MultiIndexSet > const &	multis = nullptr
	)

Definition at line 7 of file MIMCMC.cpp.

MIMCMC() [3/3]

MIMCMC::MIMCMC	(	boost::property_tree::ptree	pt,
		Eigen::VectorXd const &	startPt,
		std::vector< std::shared_ptr< AbstractSamplingProblem >> const &	problems,
		std::shared_ptr< MultiIndexSet > const &	multis = nullptr
	)

Definition at line 15 of file MIMCMC.cpp.

Member Function Documentation

CreateProblems()

std::vector< std::shared_ptr< AbstractSamplingProblem > > MIMCMC::CreateProblems ( std::vector< std::shared_ptr< muq::Modeling::ModPiece >> const &  models )

staticprivate

Definition at line 115 of file MIMCMC.cpp.

Draw()

void MIMCMC::Draw

(

bool

drawSamples = true

)

Draw MI structure (mostly debugging purposes)

Definition at line 92 of file MIMCMC.cpp.

References boxes.

GetBox()

std::shared_ptr< MIMCMCBox > MIMCMC::GetBox

(

std::shared_ptr< MultiIndex >

index

)

Access an MIMCMCBox.

Parameters

index

Model index for which to retrieve the box.

Returns

std::shared_ptr<MIMCMCBox> The MIMCMCBox representing the Multiindex telescoping sum component associated with that model.

Definition at line 37 of file MIMCMC.cpp.

References boxes.

Referenced by main().

GetIndices()

std::shared_ptr< MultiIndexSet > MIMCMC::GetIndices

(

)

Get set of indices of boxes set up by the method.

Definition at line 79 of file MIMCMC.cpp.

References gridIndices.

GetMIMCMCBox()

std::shared_ptr< MIMCMCBox > MIMCMC::GetMIMCMCBox

(

std::shared_ptr< MultiIndex >

index

)

Definition at line 64 of file MIMCMC.cpp.

References boxes.

GetQOIs()

std::shared_ptr< MultiIndexEstimator > MIMCMC::GetQOIs ( ) const

virtual

Definition at line 48 of file MIMCMC.cpp.

References boxes.

Referenced by main().

GetSamples()

std::shared_ptr< MultiIndexEstimator > MIMCMC::GetSamples ( ) const

virtual

Definition at line 45 of file MIMCMC.cpp.

References boxes.

Referenced by Run().

multiindexToConfigString()

std::string MIMCMC::multiindexToConfigString ( std::shared_ptr< MultiIndex >  index )

private

Definition at line 84 of file MIMCMC.cpp.

Referenced by Run().

ProcessMultis()

std::shared_ptr< MultiIndexSet > MIMCMC::ProcessMultis ( std::shared_ptr< MultiIndexSet > const &  multis, unsigned int  numLevels  )

staticprivate

Definition at line 105 of file MIMCMC.cpp.

Run()

std::shared_ptr< MultiIndexEstimator > MIMCMC::Run ( )

virtual

Definition at line 52 of file MIMCMC.cpp.

References boxes, GetSamples(), multiindexToConfigString(), and pt.

Referenced by main().

WriteToFile()

void MIMCMC::WriteToFile

(

std::string

filename

)

Write HDF5 output for the entire MIMCMC method.

Definition at line 72 of file MIMCMC.cpp.

References boxes.

Referenced by main().

Member Data Documentation

boxes

std::vector<std::shared_ptr<MIMCMCBox> > muq::SamplingAlgorithms::MIMCMC::boxes

private

Definition at line 71 of file MIMCMC.h.

Referenced by Draw(), GetBox(), GetMIMCMCBox(), GetQOIs(), GetSamples(), Run(), and WriteToFile().

componentFactory

std::shared_ptr<MIComponentFactory> muq::SamplingAlgorithms::MIMCMC::componentFactory

private

Definition at line 70 of file MIMCMC.h.

gridIndices

std::shared_ptr<MultiIndexSet> muq::SamplingAlgorithms::MIMCMC::gridIndices

private

Definition at line 69 of file MIMCMC.h.

Referenced by GetIndices().

pt

pt::ptree muq::SamplingAlgorithms::MIMCMC::pt

private

Definition at line 68 of file MIMCMC.h.

Referenced by Run().

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

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