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AdaptiveImportanceStats.h
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3 //*
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7 //* Licensed under LGPL 2.1, please see LICENSE for details
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9 
10 #pragma once
11 
12 #include "GeneralReporter.h"
14 
20 {
21 public:
24  virtual void initialize() override {}
25  virtual void finalize() override {}
26  virtual void execute() override;
27 
28 protected:
30  const std::vector<Real> & _output_value;
31 
33  std::vector<Real> & _mu_imp;
34 
36  std::vector<Real> & _std_imp;
37 
39  std::vector<Real> & _pf;
40 
42  std::vector<Real> & _cov_pf;
43 
44 private:
46  const int & _step;
47 
50 
52  const std::vector<bool> * _gp_flag;
53 
56 
59 
62 
64  std::vector<const Distribution *> _distributions_store;
65 
68 };
Real _factor
Storage for the standard deviation factor over the importance distribution.
virtual void finalize() override
A class used to perform Adaptive Importance Sampling using a Markov Chain Monte Carlo algorithm...
std::vector< Real > & _std_imp
Standard deviations of the importance distributions.
AdaptiveImportanceStats(const InputParameters &parameters)
AdaptiveImportanceStats will help make sample accept/reject decisions in adaptive Monte Carlo schemes...
AdaptiveImportanceSampler & _ais
Adaptive Importance Sampler.
virtual void execute() override
const std::vector< bool > * _gp_flag
Flag for GP utilization.
virtual void initialize() override
std::vector< Real > & _pf
Failure probability estimate.
const int & _step
Track the current step of the main App.
DIE A HORRIBLE DEATH HERE typedef LIBMESH_DEFAULT_SCALAR_TYPE Real
static InputParameters validParams()
const InputParameters & parameters() const
std::vector< Real > & _mu_imp
Means of the importance distributions.
Real _pf_sum
Storage for the sequential sum of pf.
std::vector< const Distribution * > _distributions_store
Storage for the distribution names.
const std::vector< Real > & _output_value
Model output value from SubApp.
Real _var_sum
Storage for the sequential sum of variance of pf.
int _check_step
Ensure that the MCMC algorithm proceeds in a sequential fashion.
std::vector< Real > & _cov_pf
Coefficient of variation of failure probability.