AffineInvariantDES.h

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//* This file is part of the MOOSE framework
//* https://mooseframework.inl.gov
//*
//* All rights reserved, see COPYRIGHT for full restrictions
//* https://github.com/idaholab/moose/blob/master/COPYRIGHT
//*
//* Licensed under LGPL 2.1, please see LICENSE for details
//* https://www.gnu.org/licenses/lgpl-2.1.html

#pragma once

#include "PMCMCBase.h"

class AffineInvariantDES : public PMCMCBase
{
public:
  static InputParameters validParams();

  AffineInvariantDES(const InputParameters & parameters);

  virtual int decisionStep() const override { return 2; }

protected:
  virtual void proposeSamples(const unsigned int seed_value) override;

  void computeDifferential(
      const Real & state1, const Real & state2, const Real & rnd, const Real & scale, Real & diff);

  void tuneParams(Real & gamma, Real & b, const Real & scale);

  const std::vector<std::vector<Real>> & _previous_state;

  const std::vector<Real> & _previous_state_var;

  const MooseEnum & _tuning_option;

  std::vector<Real> _scales;
};