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

Parallel equivalent to the MIMCMCBox, holds chains representing telescoping sum component. More...

#include <ParallelMIMCMCBox.h>

Detailed Description

Parallel equivalent to the MIMCMCBox, holds chains representing telescoping sum component.

This class is responsible for handling MCMC chains associated to a part of the telescoping sum in a parallel multilevel/multiindex method. The main difference to its sequential counterpart is that it draws coarser proposals from remote ranks via communication, rather than implicitly setting up a sequence of increasingly coarse models for proposal generation. This allows parallelization across different indices/levels. In case of pure Monte Carlo methods, it employs kernels always accepting proposals in order to fit in the same framework.

Definition at line 40 of file ParallelMIMCMCBox.h.

Public Member Functions

 ParallelMIMCMCBox (boost::property_tree::ptree const &pt, std::shared_ptr< MIComponentFactory > componentFactory, std::shared_ptr< MultiIndex > boxHighestIndex, std::shared_ptr< parcer::Communicator > global_comm, std::shared_ptr< PhonebookClient > phonebookClient, std::shared_ptr< muq::Utilities::OTF2TracerBase > tracer)
 
std::shared_ptr< AbstractSamplingProblem > GetFinestProblem ()
 
std::shared_ptr< SingleChainMCMC > FinestChain ()
 
std::shared_ptr< SingleChainMCMC > GetChain (int index)
 
int NumChains ()
 
void Sample ()
 
Eigen::VectorXd MeanQOI ()
 
std::shared_ptr< SampleCollection > GetQOIDiff ()
 

Constructor & Destructor Documentation

◆ ParallelMIMCMCBox()

muq::SamplingAlgorithms::ParallelMIMCMCBox::ParallelMIMCMCBox ( boost::property_tree::ptree const &  pt,
std::shared_ptr< MIComponentFactory >  componentFactory,
std::shared_ptr< MultiIndex >  boxHighestIndex,
std::shared_ptr< parcer::Communicator >  global_comm,
std::shared_ptr< PhonebookClient >  phonebookClient,
std::shared_ptr< muq::Utilities::OTF2TracerBase >  tracer 
)
inline

Definition at line 43 of file ParallelMIMCMCBox.h.

References muq::Utilities::BurnIn, and muq::Utilities::MultiIndexFactory::CreateFullTensor().

Member Function Documentation

◆ FinestChain()

std::shared_ptr<SingleChainMCMC> muq::SamplingAlgorithms::ParallelMIMCMCBox::FinestChain ( )
inline

Definition at line 166 of file ParallelMIMCMCBox.h.

◆ GetChain()

std::shared_ptr<SingleChainMCMC> muq::SamplingAlgorithms::ParallelMIMCMCBox::GetChain ( int  index)
inline

Definition at line 171 of file ParallelMIMCMCBox.h.

◆ GetFinestProblem()

std::shared_ptr<AbstractSamplingProblem> muq::SamplingAlgorithms::ParallelMIMCMCBox::GetFinestProblem ( )
inline

Definition at line 162 of file ParallelMIMCMCBox.h.

◆ GetQOIDiff()

std::shared_ptr<SampleCollection> muq::SamplingAlgorithms::ParallelMIMCMCBox::GetQOIDiff ( )
inline

Definition at line 247 of file ParallelMIMCMCBox.h.

◆ MeanQOI()

Eigen::VectorXd muq::SamplingAlgorithms::ParallelMIMCMCBox::MeanQOI ( )
inline

Definition at line 227 of file ParallelMIMCMCBox.h.

◆ NumChains()

int muq::SamplingAlgorithms::ParallelMIMCMCBox::NumChains ( )
inline

Definition at line 175 of file ParallelMIMCMCBox.h.

◆ Sample()

void muq::SamplingAlgorithms::ParallelMIMCMCBox::Sample ( )
inline

Definition at line 179 of file ParallelMIMCMCBox.h.

Member Data Documentation

◆ boxChains

std::vector<std::shared_ptr<SingleChainMCMC> > muq::SamplingAlgorithms::ParallelMIMCMCBox::boxChains
private

Definition at line 259 of file ParallelMIMCMCBox.h.

◆ boxHighestIndex

std::shared_ptr<MultiIndex> muq::SamplingAlgorithms::ParallelMIMCMCBox::boxHighestIndex
private

Definition at line 256 of file ParallelMIMCMCBox.h.

◆ boxIndices

std::shared_ptr<MultiIndexSet> muq::SamplingAlgorithms::ParallelMIMCMCBox::boxIndices
private

Definition at line 258 of file ParallelMIMCMCBox.h.

◆ boxLowestIndex

std::shared_ptr<MultiIndex> muq::SamplingAlgorithms::ParallelMIMCMCBox::boxLowestIndex
private

Definition at line 257 of file ParallelMIMCMCBox.h.

◆ componentFactory

std::shared_ptr<MIComponentFactory> muq::SamplingAlgorithms::ParallelMIMCMCBox::componentFactory
private

Definition at line 255 of file ParallelMIMCMCBox.h.

◆ finestProblem

std::shared_ptr<AbstractSamplingProblem> muq::SamplingAlgorithms::ParallelMIMCMCBox::finestProblem = nullptr
private

Definition at line 261 of file ParallelMIMCMCBox.h.

◆ QOIDiff

std::shared_ptr<SampleCollection> muq::SamplingAlgorithms::ParallelMIMCMCBox::QOIDiff
private

Definition at line 253 of file ParallelMIMCMCBox.h.

◆ tailChains

std::vector<std::shared_ptr<SingleChainMCMC> > muq::SamplingAlgorithms::ParallelMIMCMCBox::tailChains
private

Definition at line 260 of file ParallelMIMCMCBox.h.

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