26 virtual void execute()
override;
39 std::vector<Real> &
_pf;
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 ¶meters)
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.