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MUQ
0.4.3
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MUQ
0.4.3
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Namespaces | |
| Diagnostics | |
| PythonBindings | |
Classes | |
| class | AbstractSamplingProblem |
| Abstract base class for MCMC and Importance Sampling problems. More... | |
| class | AMProposal |
| An implemental of the Adaptive Metropolis algorithm. More... | |
| class | ConcatenatingInterpolation |
| A simple implementation concatenating coarse and fine sample vectors. More... | |
| class | CrankNicolsonProposal |
| An implement of the dimension-independent pCN proposal. More... | |
| class | DefaultComponentFactory |
| Provides a high level interface for the sampling problems on each MIMCMC level. More... | |
| class | AverageHessian |
| class | CSProjector |
| class | LIS2Full |
| class | DILIKernel |
| An implementation of the Dimension Independent Likelihood Informed subspace (DILI) MCMC sampler. More... | |
| class | DistributedCollection |
| class | DRKernel |
| An implementation of the delayed rejection kernel. More... | |
| class | DummyKernel |
| MCMC kernel that always accepts proposals. More... | |
| class | ExpensiveSamplingProblem |
| class | GMHKernel |
| A kernel for the generalized Metropolis-Hastings kernel. More... | |
| class | GreedyMLMCMC |
| Greedy Multilevel MCMC method. More... | |
| class | ImportanceSampling |
| Defines an imporance sampline sampler. More... | |
| class | IndependenceProposal |
| Implementation of an independence proposal with arbitrary distribution. More... | |
| class | InferenceProblem |
| Class for sampling problems based on the product of a prior and likelihood, possibly with a tempering applied to the likelihood. More... | |
| class | InfMALAProposal |
| An implement of the dimension-independent MALA (or Inf-MALA) proposal. More... | |
| class | InverseGammaProposal |
| Defines a proposal using the analytic conditional Inverse Gamma distribution for the variance of a Gaussian distribution. More... | |
| class | ISKernel |
| Importance sampling transition kernel. More... | |
| class | MALAProposal |
| Implementation preconditioned Langevin proposal used in the MALA algorithm. More... | |
| class | MarkovChain |
| A class for storing and working with the results of Markov chain Monte Carlo algorithms. More... | |
| class | MCKernel |
| Monte Carlo transition kernel. More... | |
| class | MCMCFactory |
| class | MCMCProposal |
| class | MHKernel |
| An implementation of the standard Metropolis-Hastings transition kernel. More... | |
| class | MHProposal |
| Implementation of the classic Random Walk Metropolis proposal. More... | |
| class | MIComponentFactory |
| Interface defining models on a multiindex structure. More... | |
| class | MIDummyKernel |
| Dummy kernel for Multiindex MC methods. More... | |
| class | MIInterpolation |
| Interpolation interface combining coarse and fine samples. More... | |
| class | MIKernel |
| MCMC kernel for Multiindex methods. More... | |
| class | MIMCMC |
| Multiindex MCMC method. More... | |
| class | MIMCMCBox |
| Representation of a Multiindex MCMC telescoping sum component. More... | |
| class | MixtureProposal |
| This class implements a weighted mixture of other proposals. More... | |
| class | MonteCarlo |
| class | MultiIndexEstimator |
| Class for estimating expectations using multi-index samples from MC or MCMC. More... | |
| class | ParallelAbstractSamplingProblem |
| Parallelization layer supporting parallel models underlying a SamplingProblem. More... | |
| class | ParallelAMProposal |
| class | StaticLoadBalancer |
| Base class handling the static load balancing of parallel MIMCMC. More... | |
| class | RoundRobinStaticLoadBalancer |
| Simple default static load balancing strategy suitable for many cases. More... | |
| class | StaticLoadBalancingMIMCMC |
| A parallel MIMCMC method. More... | |
| class | ParallelizableMIComponentFactory |
| MIComponentFactory subclass allowing a communicator to be passed. More... | |
| class | ParallelMIComponentFactory |
| Wrapper for MIComponentFactory supporting parallel model setup. More... | |
| class | ParallelMIMCMCBox |
| Parallel equivalent to the MIMCMCBox, holds chains representing telescoping sum component. More... | |
| class | CollectorClient |
| High-level communication wrapper for controlling SampleCollectors. More... | |
| class | WorkerClient |
| High-level communication wrapper for controlling worker processes. More... | |
| class | WorkerServer |
| Implements the actual sampling / collecting logic for parallel MIMCMC. More... | |
| class | ParallelTempering |
| Defines an MCMC sampler with multiple chains running on problems with different temperatues. More... | |
| class | PhonebookServer |
| Phonebook implementation facilitating communication between different roles in a parallel MIMCMC type method. Also is responsible for dynamic scheduling. More... | |
| class | PhonebookClient |
| High-level wrapper for communicating with the phonebook process. More... | |
| class | RemoteMIProposal |
| Proposal retrieving samples from other ranks. More... | |
| class | SamplingStateIdentity |
| class | ExpectedModPieceValue |
| class | SamplingStatePartialMoment |
| class | SampleCollection |
| A class to hold and analyze a collection of SamplingState objects. More... | |
| class | SampleEstimator |
| Abstract base class for computing sample-based approximations of expectations. More... | |
| class | SamplingAlgorithm |
| class | SamplingProblem |
| Class for sampling problems based purely on a density function. More... | |
| class | SamplingState |
| Each state is one sample generated by a sampling algorithm. More... | |
| class | SaveSchedulerBase |
| class | SingleChainMCMC |
| Defines an MCMC sampler with a single chain. More... | |
| class | SLMCMC |
| Single-level MCMC for multiindex sampling problems. More... | |
| class | SMMALAProposal |
| class | SubsamplingMIProposal |
| Subsampling Multiindex proposal. More... | |
| class | ThinScheduler |
| class | TransitionKernel |
| Defines the transition kernel used by an MCMC algorithm. More... | |
Enumerations | |
| enum | ControlFlag : const int { FINALIZE , INIT_PROBLEM , LOGDENSITY , TEST , QOI , ASSIGN , ASSIGN_COLLECTOR , UNASSIGN , SAMPLE , SAMPLE_BOX , QUIT , SAMPLE_BOX_DONE , MEANS , MEANS_DONE , WRITE_TO_FILE , GET_WORKGROUP , SET_WORKGROUP , GET_WORKGROUPS , UNSET_WORKGROUP , GET_LARGEST_INDEX , SET_WORKER_READY , SCHEDULING_NEEDED , SCHEDULING_DONE , SCHEDULING_STOP , HANDSHAKE } |
| Flags used by parallel MCMC/MIMCMC type methods. More... | |
Variables | |
| const int | ControlTag = 1 |
| Tags separating MPI communication between control level processes and internal work group communication. More... | |
| const int | WorkgroupTag = 2 |
| enum muq::SamplingAlgorithms::ControlFlag : const int |
Flags used by parallel MCMC/MIMCMC type methods.
Commands sent between the ranks of a parallel MCMC/MIMCMC method are distinguished by these flags.
Definition at line 23 of file ParallelFlags.h.
| const int muq::SamplingAlgorithms::ControlTag = 1 |
Tags separating MPI communication between control level processes and internal work group communication.
Definition at line 15 of file ParallelFlags.h.
Referenced by muq::SamplingAlgorithms::WorkerClient::assignGroup(), muq::SamplingAlgorithms::CollectorClient::CollectorClient(), muq::SamplingAlgorithms::CollectorClient::CollectSamples(), muq::SamplingAlgorithms::CollectorClient::ComputeMeans(), muq::SamplingAlgorithms::WorkerClient::Finalize(), muq::SamplingAlgorithms::PhonebookClient::GetWorkgroups(), muq::SamplingAlgorithms::PhonebookClient::LargestIndex(), muq::SamplingAlgorithms::StaticLoadBalancingMIMCMC::MeanQOI(), muq::SamplingAlgorithms::PhonebookClient::Query(), muq::SamplingAlgorithms::CollectorClient::Receive(), muq::SamplingAlgorithms::PhonebookClient::Register(), muq::SamplingAlgorithms::PhonebookServer::Run(), muq::SamplingAlgorithms::StaticLoadBalancingMIMCMC::RunSamples(), muq::SamplingAlgorithms::RemoteMIProposal::Sample(), muq::SamplingAlgorithms::PhonebookClient::SchedulingDone(), muq::SamplingAlgorithms::PhonebookClient::SchedulingStop(), muq::SamplingAlgorithms::PhonebookClient::SetWorkerReady(), muq::SamplingAlgorithms::CollectorClient::Unassign(), muq::SamplingAlgorithms::WorkerClient::UnassignGroup(), muq::SamplingAlgorithms::PhonebookClient::UnRegister(), muq::SamplingAlgorithms::WorkerServer::WorkerServer(), and muq::SamplingAlgorithms::CollectorClient::WriteToFile().
| const int muq::SamplingAlgorithms::WorkgroupTag = 2 |
Definition at line 16 of file ParallelFlags.h.
Referenced by muq::SamplingAlgorithms::ParallelMIComponentFactory::finalize(), muq::SamplingAlgorithms::ParallelAbstractSamplingProblem::LogDensity(), muq::SamplingAlgorithms::ParallelMIComponentFactory::ParallelMIComponentFactory(), and muq::SamplingAlgorithms::ParallelMIComponentFactory::SamplingProblem().
1.9.1