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

Single-level MCMC for multiindex sampling problems. More...

#include <SLMCMC.h>

Detailed Description

Single-level MCMC for multiindex sampling problems.

A wrapper generating a single-chain MCMC based on the finest problem of a multiindex sampling problem. This is mostly needed for computing reference solutions to multilevel/multiindex MCMC methods.

Definition at line 23 of file SLMCMC.h.

Public Member Functions

 SLMCMC (pt::ptree pt, std::shared_ptr< MIComponentFactory > componentFactory, std::shared_ptr< MultiIndex > index)
 
 SLMCMC (pt::ptree pt, std::shared_ptr< MIComponentFactory > componentFactory)
 
virtual std::shared_ptr< MarkovChain > GetSamples () const
 
virtual std::shared_ptr< MarkovChain > GetQOIs () const
 
Eigen::VectorXd MeanQOI ()
 
Eigen::VectorXd MeanParameter ()
 
void WriteToFile (std::string filename)
 
virtual std::shared_ptr< MarkovChain > Run ()
 

Constructor & Destructor Documentation

◆ SLMCMC() [1/2]

muq::SamplingAlgorithms::SLMCMC::SLMCMC ( pt::ptree  pt,
std::shared_ptr< MIComponentFactory >  componentFactory,
std::shared_ptr< MultiIndex >  index 
)

Definition at line 6 of file SLMCMC.cpp.

References componentFactory, and single_chain.

◆ SLMCMC() [2/2]

muq::SamplingAlgorithms::SLMCMC::SLMCMC ( pt::ptree  pt,
std::shared_ptr< MIComponentFactory >  componentFactory 
)

Definition at line 29 of file SLMCMC.cpp.

Member Function Documentation

◆ GetQOIs()

std::shared_ptr< MarkovChain > muq::SamplingAlgorithms::SLMCMC::GetQOIs ( ) const
virtual

Definition at line 35 of file SLMCMC.cpp.

References single_chain.

Referenced by main().

◆ GetSamples()

std::shared_ptr< MarkovChain > muq::SamplingAlgorithms::SLMCMC::GetSamples ( ) const
virtual

Definition at line 32 of file SLMCMC.cpp.

References single_chain.

◆ MeanParameter()

Eigen::VectorXd muq::SamplingAlgorithms::SLMCMC::MeanParameter ( )

◆ MeanQOI()

Eigen::VectorXd muq::SamplingAlgorithms::SLMCMC::MeanQOI ( )

◆ Run()

std::shared_ptr< MarkovChain > muq::SamplingAlgorithms::SLMCMC::Run ( )
virtual

Definition at line 39 of file SLMCMC.cpp.

References single_chain.

Referenced by main().

◆ WriteToFile()

void muq::SamplingAlgorithms::SLMCMC::WriteToFile ( std::string  filename)

Definition at line 43 of file SLMCMC.cpp.

References muq::SamplingAlgorithms::QOI, and single_chain.

Member Data Documentation

◆ componentFactory

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

Definition at line 44 of file SLMCMC.h.

Referenced by SLMCMC().

◆ single_chain

std::shared_ptr<SingleChainMCMC> muq::SamplingAlgorithms::SLMCMC::single_chain
private

Definition at line 45 of file SLMCMC.h.

Referenced by GetQOIs(), GetSamples(), Run(), SLMCMC(), and WriteToFile().

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