MUQ  0.4.3
Public Member Functions | List of all members
muq::SamplingAlgorithms::ParallelAMProposal Class Reference

#include <ParallelAMProposal.h>

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

Definition at line 9 of file ParallelAMProposal.h.

Public Member Functions

 ParallelAMProposal (boost::property_tree::ptree pt, std::shared_ptr< AbstractSamplingProblem > problem)
 
 ParallelAMProposal (boost::property_tree::ptree pt, std::shared_ptr< AbstractSamplingProblem > problem, std::shared_ptr< parcer::Communicator > const &newcomm)
 
virtual ~ParallelAMProposal ()=default
 
virtual void Adapt (unsigned int const t, std::vector< std::shared_ptr< SamplingState >> const &states) override
 Adapt the proposal after each step. More...
 
- Public Member Functions inherited from muq::SamplingAlgorithms::AMProposal
 AMProposal (boost::property_tree::ptree pt, std::shared_ptr< AbstractSamplingProblem > const &prob)
 
 AMProposal (boost::property_tree::ptree pt, std::shared_ptr< AbstractSamplingProblem > const &prob, Eigen::MatrixXd const &initialCov)
 
virtual ~AMProposal ()=default
 
virtual Eigen::MatrixXd ProposalCovariance () const
 
- Public Member Functions inherited from muq::SamplingAlgorithms::MCMCProposal
 MCMCProposal (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > const &probIn)
 
virtual ~MCMCProposal ()=default
 
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

◆ ParallelAMProposal() [1/2]

muq::SamplingAlgorithms::ParallelAMProposal::ParallelAMProposal ( boost::property_tree::ptree  pt,
std::shared_ptr< AbstractSamplingProblem >  problem 
)

◆ ParallelAMProposal() [2/2]

muq::SamplingAlgorithms::ParallelAMProposal::ParallelAMProposal ( boost::property_tree::ptree  pt,
std::shared_ptr< AbstractSamplingProblem >  problem,
std::shared_ptr< parcer::Communicator > const &  newcomm 
)

◆ ~ParallelAMProposal()

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

Member Function Documentation

◆ Adapt()

void ParallelAMProposal::Adapt ( unsigned int const  t,
std::vector< std::shared_ptr< SamplingState >> const &  states 
)
overridevirtual

Adapt the proposal after each step.

Adapt the proposal covariance.

Parameters
[in]tThe current step
[in]stateThe current state

Reimplemented from muq::SamplingAlgorithms::AMProposal.

Definition at line 19 of file ParallelAMProposal.cpp.

References muq::SamplingAlgorithms::AMProposal::Adapt(), muq::SamplingAlgorithms::MCMCProposal::comm, and totSamps.

Member Data Documentation

◆ totSamps

unsigned int muq::SamplingAlgorithms::ParallelAMProposal::totSamps = 0
private

The total number of samples used for the adaption.

Definition at line 32 of file ParallelAMProposal.h.

Referenced by Adapt().

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