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AdaptiveImportanceStats.h
Go to the documentation of this file.
1//* This file is part of the MOOSE framework
2//* https://mooseframework.inl.gov
3//*
4//* All rights reserved, see COPYRIGHT for full restrictions
5//* https://github.com/idaholab/moose/blob/master/COPYRIGHT
6//*
7//* Licensed under LGPL 2.1, please see LICENSE for details
8//* https://www.gnu.org/licenses/lgpl-2.1.html
9
10#pragma once
11
12#include "GeneralReporter.h"
14
20{
21public:
24 virtual void initialize() override {}
25 virtual void finalize() override {}
26 virtual void execute() override;
27
28protected:
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
44private:
46 const int & _step;
47
50
52 const std::vector<bool> * _gp_flag;
53
56
58 Real _pf_sum;
59
62
64 std::vector<const Distribution *> _distributions_store;
65
67 Real _factor;
68};
A class used to perform Adaptive Importance Sampling using a Markov Chain Monte Carlo algorithm.
AdaptiveImportanceStats will help make sample accept/reject decisions in adaptive Monte Carlo schemes...
int _check_step
Ensure that the MCMC algorithm proceeds in a sequential fashion.
std::vector< const Distribution * > _distributions_store
Storage for the distribution names.
static InputParameters validParams()
virtual void execute() override
std::vector< Real > & _std_imp
Standard deviations of the importance distributions.
const std::vector< Real > & _output_value
Model output value from SubApp.
AdaptiveImportanceSampler & _ais
Adaptive Importance Sampler.
std::vector< Real > & _cov_pf
Coefficient of variation of failure probability.
Real _factor
Storage for the standard deviation factor over the importance distribution.
const int & _step
Track the current step of the main App.
std::vector< Real > & _mu_imp
Means of the importance distributions.
Real _pf_sum
Storage for the sequential sum of pf.
const std::vector< bool > * _gp_flag
Flag for GP utilization.
virtual void initialize() override
Real _var_sum
Storage for the sequential sum of variance of pf.
std::vector< Real > & _pf
Failure probability estimate.
virtual void finalize() override
const InputParameters & parameters() const