muq::SamplingAlgorithms::RemoteMIProposal Class Reference

Proposal retrieving samples from other ranks. More...

#include <RemoteMIProposal.h>

Inheritance diagram for muq::SamplingAlgorithms::RemoteMIProposal:

Detailed Description

Proposal retrieving samples from other ranks.

This is particularly relevant for parallel MIMCMC type methods. It allows drawing proposals from coarser chains being computed on other processes. Which process to draw a sample from is determined via phonebook.

Definition at line 28 of file RemoteMIProposal.h.

Public Member Functions
	RemoteMIProposal (pt::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > prob, std::shared_ptr< parcer::Communicator > comm, std::shared_ptr< MultiIndex > remoteIndex, std::shared_ptr< MultiIndex > sourceIndex, std::shared_ptr< PhonebookClient > phonebookClient)
std::shared_ptr< SamplingState >	Sample (std::shared_ptr< SamplingState > const &currentState)
double	LogDensity (std::shared_ptr< SamplingState > const &currState, std::shared_ptr< SamplingState > const &propState)
Public Member Functions inherited from muq::SamplingAlgorithms::MCMCProposal
	MCMCProposal (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > const &probIn)
virtual	~MCMCProposal ()=default
virtual void	Adapt (unsigned int const t, std::vector< std::shared_ptr< SamplingState >> const &state)
	Adapt the proposal after each step. More...
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

RemoteMIProposal()

muq::SamplingAlgorithms::RemoteMIProposal::RemoteMIProposal ( pt::ptree const &  pt, std::shared_ptr< AbstractSamplingProblem >  prob, std::shared_ptr< parcer::Communicator >  comm, std::shared_ptr< MultiIndex >  remoteIndex, std::shared_ptr< MultiIndex >  sourceIndex, std::shared_ptr< PhonebookClient >  phonebookClient  )

inline

Definition at line 30 of file RemoteMIProposal.h.

Member Function Documentation

LogDensity()

double muq::SamplingAlgorithms::RemoteMIProposal::LogDensity ( std::shared_ptr< SamplingState > const &  currState, std::shared_ptr< SamplingState > const &  propState  )

inlinevirtual

Implements muq::SamplingAlgorithms::MCMCProposal.

Definition at line 57 of file RemoteMIProposal.h.

Sample()

std::shared_ptr<SamplingState> muq::SamplingAlgorithms::RemoteMIProposal::Sample ( std::shared_ptr< SamplingState > const &  currentState )

inlinevirtual

Implements muq::SamplingAlgorithms::MCMCProposal.

Definition at line 40 of file RemoteMIProposal.h.

References comm, muq::SamplingAlgorithms::ControlTag, phonebookClient, remoteIndex, muq::SamplingAlgorithms::SAMPLE, and sourceIndex.

Member Data Documentation

comm

std::shared_ptr<parcer::Communicator> muq::SamplingAlgorithms::RemoteMIProposal::comm

private

Definition at line 66 of file RemoteMIProposal.h.

Referenced by Sample().

phonebookClient

std::shared_ptr<PhonebookClient> muq::SamplingAlgorithms::RemoteMIProposal::phonebookClient

private

Definition at line 69 of file RemoteMIProposal.h.

Referenced by Sample().

remoteIndex

std::shared_ptr<MultiIndex> muq::SamplingAlgorithms::RemoteMIProposal::remoteIndex

private

Definition at line 67 of file RemoteMIProposal.h.

Referenced by Sample().

sampleID

int muq::SamplingAlgorithms::RemoteMIProposal::sampleID = 0

private

Definition at line 63 of file RemoteMIProposal.h.

sampleWeight

int muq::SamplingAlgorithms::RemoteMIProposal::sampleWeight = 0

private

Definition at line 64 of file RemoteMIProposal.h.

sourceIndex

std::shared_ptr<MultiIndex> muq::SamplingAlgorithms::RemoteMIProposal::sourceIndex

private

Definition at line 68 of file RemoteMIProposal.h.

Referenced by Sample().

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

• doxygen_prep/MUQ/SamplingAlgorithms/RemoteMIProposal.h