muq::SamplingAlgorithms::SamplingProblem Class Reference

Class for sampling problems based purely on a density function. More...

#include <SamplingProblem.h>

Inheritance diagram for muq::SamplingAlgorithms::SamplingProblem:

Detailed Description

Class for sampling problems based purely on a density function.

Definition at line 15 of file SamplingProblem.h.

Public Member Functions
	SamplingProblem (std::shared_ptr< muq::Modeling::ModPiece > const &targetIn)
	SamplingProblem (std::shared_ptr< muq::Modeling::ModPiece > const &targetIn, std::shared_ptr< muq::Modeling::ModPiece > const &qoiIn)
virtual	~SamplingProblem ()=default
virtual std::shared_ptr< AbstractSamplingProblem >	Clone () const override
virtual double	LogDensity (std::shared_ptr< SamplingState > const &state) override
virtual Eigen::VectorXd	GradLogDensity (std::shared_ptr< SamplingState > const &state, unsigned const blockWrt) override
std::shared_ptr< muq::Modeling::ModPiece >	GetDistribution ()
virtual std::shared_ptr< SamplingState >	QOI () override
Public Member Functions inherited from muq::SamplingAlgorithms::AbstractSamplingProblem
	AbstractSamplingProblem (Eigen::VectorXi const &blockSizesIn, Eigen::VectorXi const &blockSizesQOIIn)
	AbstractSamplingProblem (Eigen::VectorXi const &blockSizesIn)
virtual	~AbstractSamplingProblem ()=default
virtual void	AddOptions (boost::property_tree::ptree &pt) const

Additional Inherited Members
Public Attributes inherited from muq::SamplingAlgorithms::AbstractSamplingProblem
const int	numBlocks
const Eigen::VectorXi	blockSizes
const int	numBlocksQOI
const Eigen::VectorXi	blockSizesQOI

Constructor & Destructor Documentation

SamplingProblem() [1/2]

SamplingProblem::SamplingProblem

(

std::shared_ptr< muq::Modeling::ModPiece > const &

targetIn

)

Parameters

[in]

target

The target distribution

Definition at line 7 of file SamplingProblem.cpp.

SamplingProblem() [2/2]

SamplingProblem::SamplingProblem	(	std::shared_ptr< muq::Modeling::ModPiece > const &	targetIn,
		std::shared_ptr< muq::Modeling::ModPiece > const &	qoiIn
	)

Parameters

[in]	target	The target distribution
[in]	qoi	Quantity of interest associated with model

Definition at line 11 of file SamplingProblem.cpp.

~SamplingProblem()

virtual muq::SamplingAlgorithms::SamplingProblem::~SamplingProblem ( )

virtualdefault

Member Function Documentation

Clone()

virtual std::shared_ptr<AbstractSamplingProblem> muq::SamplingAlgorithms::SamplingProblem::Clone ( ) const

inlineoverridevirtual

Reimplemented from muq::SamplingAlgorithms::AbstractSamplingProblem.

Definition at line 32 of file SamplingProblem.h.

References qoi, and target.

GetBlockSizes()

std::vector< int > SamplingProblem::GetBlockSizes ( std::shared_ptr< muq::Modeling::ModPiece > const &  target )

staticprivate

Definition at line 40 of file SamplingProblem.cpp.

References muq::SamplingAlgorithms::AbstractSamplingProblem::numBlocks, and target.

GetDistribution()

std::shared_ptr<muq::Modeling::ModPiece> muq::SamplingAlgorithms::SamplingProblem::GetDistribution ( )

inline

Definition at line 39 of file SamplingProblem.h.

References target.

GetNumBlocks()

static unsigned muq::SamplingAlgorithms::SamplingProblem::GetNumBlocks ( std::shared_ptr< muq::Modeling::ModPiece > const &  target )

staticprivate

GradLogDensity()

Eigen::VectorXd SamplingProblem::GradLogDensity ( std::shared_ptr< SamplingState > const &  state, unsigned const  blockWrt  )

overridevirtual

Default finite difference gradient implementation.

Reimplemented from muq::SamplingAlgorithms::AbstractSamplingProblem.

Definition at line 34 of file SamplingProblem.cpp.

References target.

LogDensity()

double SamplingProblem::LogDensity ( std::shared_ptr< SamplingState > const &  state )

overridevirtual

Implements muq::SamplingAlgorithms::AbstractSamplingProblem.

Reimplemented in muq::SamplingAlgorithms::ExpensiveSamplingProblem.

Definition at line 17 of file SamplingProblem.cpp.

References lastState, and target.

QOI()

std::shared_ptr< SamplingState > SamplingProblem::QOI ( )

overridevirtual

Reimplemented from muq::SamplingAlgorithms::AbstractSamplingProblem.

Reimplemented in muq::SamplingAlgorithms::ExpensiveSamplingProblem.

Definition at line 25 of file SamplingProblem.cpp.

References lastState, qoi, and target.

Member Data Documentation

lastState

std::shared_ptr<SamplingState> muq::SamplingAlgorithms::SamplingProblem::lastState

protected

Definition at line 50 of file SamplingProblem.h.

Referenced by muq::SamplingAlgorithms::ExpensiveSamplingProblem::LogDensity(), LogDensity(), muq::SamplingAlgorithms::ExpensiveSamplingProblem::QOI(), and QOI().

qoi

std::shared_ptr<muq::Modeling::ModPiece> muq::SamplingAlgorithms::SamplingProblem::qoi

protected

Definition at line 48 of file SamplingProblem.h.

Referenced by Clone(), muq::SamplingAlgorithms::ExpensiveSamplingProblem::QOI(), and QOI().

target

std::shared_ptr<muq::Modeling::ModPiece> muq::SamplingAlgorithms::SamplingProblem::target

protected

The target distribution (the prior in the inference case)

Definition at line 46 of file SamplingProblem.h.

Referenced by Clone(), muq::SamplingAlgorithms::ExpensiveSamplingProblem::ExpensiveSamplingProblem(), GetBlockSizes(), GetDistribution(), GradLogDensity(), LogDensity(), QOI(), and muq::SamplingAlgorithms::ExpensiveSamplingProblem::SetUp().

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

• doxygen_prep/MUQ/SamplingAlgorithms/SamplingProblem.h
• doxygen_prep/modules/SamplingAlgorithms/src/SamplingProblem.cpp