muq::SamplingAlgorithms::SMMALAProposal Class Reference

#include <sMMALAProposal.h>

Inheritance diagram for muq::SamplingAlgorithms::SMMALAProposal:

Detailed Description

Definition at line 13 of file sMMALAProposal.h.

Public Member Functions
	SMMALAProposal (boost::property_tree::ptree pt, std::shared_ptr< AbstractSamplingProblem > const &probIn, std::shared_ptr< muq::Modeling::ModPiece > const &forwardModIn, std::shared_ptr< muq::Modeling::Gaussian > const &priorIn, std::shared_ptr< muq::Modeling::Gaussian > const &likelihoodIn)
virtual	~SMMALAProposal ()=default
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

SMMALAProposal()

SMMALAProposal::SMMALAProposal	(	boost::property_tree::ptree	pt,
		std::shared_ptr< AbstractSamplingProblem > const &	probIn,
		std::shared_ptr< muq::Modeling::ModPiece > const &	forwardModIn,
		std::shared_ptr< muq::Modeling::Gaussian > const &	priorIn,
		std::shared_ptr< muq::Modeling::Gaussian > const &	likelihoodIn
	)

Definition at line 15 of file SMMALAProposal.cpp.

References meanScaling, and stepSize.

~SMMALAProposal()

virtual muq::SamplingAlgorithms::SMMALAProposal::~SMMALAProposal ( )

virtualdefault

Member Function Documentation

LogDensity()

double SMMALAProposal::LogDensity ( std::shared_ptr< SamplingState > const &  currState, std::shared_ptr< SamplingState > const &  propState  )

overrideprotectedvirtual

Implements muq::SamplingAlgorithms::MCMCProposal.

Definition at line 72 of file SMMALAProposal.cpp.

References muq::Modeling::Gaussian::ApplyCovariance(), muq::SamplingAlgorithms::MCMCProposal::blockInd, likelihood, muq::Modeling::Distribution::LogDensity(), meanScaling, model, prior, muq::SamplingAlgorithms::MCMCProposal::prob, and stepSize.

Sample()

std::shared_ptr< SamplingState > SMMALAProposal::Sample ( std::shared_ptr< SamplingState > const &  currentState )

overrideprotectedvirtual

Implements muq::SamplingAlgorithms::MCMCProposal.

Definition at line 29 of file SMMALAProposal.cpp.

References muq::Modeling::Gaussian::ApplyCovariance(), muq::SamplingAlgorithms::MCMCProposal::blockInd, likelihood, meanScaling, model, prior, muq::SamplingAlgorithms::MCMCProposal::prob, muq::Modeling::Distribution::Sample(), and stepSize.

Member Data Documentation

likelihood

std::shared_ptr<muq::Modeling::Gaussian> muq::SamplingAlgorithms::SMMALAProposal::likelihood

protected

Definition at line 32 of file sMMALAProposal.h.

Referenced by LogDensity(), and Sample().

meanScaling

const double muq::SamplingAlgorithms::SMMALAProposal::meanScaling = 0.5

protected

Definition at line 26 of file sMMALAProposal.h.

Referenced by LogDensity(), Sample(), and SMMALAProposal().

model

std::shared_ptr<muq::Modeling::ModPiece> muq::SamplingAlgorithms::SMMALAProposal::model

protected

Definition at line 33 of file sMMALAProposal.h.

Referenced by LogDensity(), and Sample().

prior

std::shared_ptr<muq::Modeling::Gaussian> muq::SamplingAlgorithms::SMMALAProposal::prior

protected

The proposal distribution.

Definition at line 31 of file sMMALAProposal.h.

Referenced by LogDensity(), and Sample().

stepSize

double muq::SamplingAlgorithms::SMMALAProposal::stepSize

protected

Definition at line 28 of file sMMALAProposal.h.

Referenced by LogDensity(), Sample(), and SMMALAProposal().

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

• doxygen_prep/MUQ/SamplingAlgorithms/sMMALAProposal.h
• doxygen_prep/modules/SamplingAlgorithms/src/SMMALAProposal.cpp