26 virtual void execute()
override;
A class used to perform Adaptive Importance Sampling using a Markov Chain Monte Carlo algorithm.
AdaptiveMonteCarloDecision will help make sample accept/reject decisions in adaptive Monte Carlo sche...
std::vector< Real > _output_sorted
Store the sorted output sample values.
std::vector< std::vector< Real > > _prev_val
Storage for previously accepted input values. This helps in making decision on the next proposed inpu...
virtual void initialize() override
std::vector< std::vector< Real > > & _inputs
Model input data that is uncertain.
std::vector< Real > & _output_required
Modified value of model output by this reporter class.
virtual void execute() override
const bool _gp_used
Check if a GP is used.
static InputParameters validParams()
const int *const _gp_training_samples
Store the GP training samples.
libMesh::Parallel::Communicator & _local_comm
Communicator that was split based on samples that have rows.
const std::vector< Real > & _output_value
Model output value from SubApp.
Sampler & _sampler
The adaptive Monte Carlo sampler.
std::vector< Real > _outputs_sto
Storage for previously accepted sample outputs across all the subsets.
const AdaptiveImportanceSampler *const _ais
Adaptive Importance Sampler.
Real _output_limit
Store the intermediate ouput failure thresholds.
std::vector< Real > _prev_val_out
Storage for previously accepted output value.
int _check_step
Ensure that the MCMC algorithm proceeds in a sequential fashion.
virtual void finalize() override
const ParallelSubsetSimulation *const _pss
Parallel Subset Simulation sampler.
std::vector< std::vector< Real > > _inputs_sto
Storage for the previously accepted sample inputs across all the subsets.
void reinitChain()
This reinitializes the Markov chain to the starting value until the Gaussian process training is comp...
std::vector< std::vector< Real > > _inputs_sorted
Store the sorted input samples according to their corresponding outputs.
const InputParameters & parameters() const
A class used to perform Parallel Subset Simulation Sampling.