31 const std::vector<Real> & evidence)
override;
33 virtual void nextSamples(std::vector<Real> & req_inputs,
35 const std::vector<Real> & tv,
36 const unsigned int & parallel_index)
override;
PMCMCDecision will help making sample accept/reject decisions in MCMC schemes (for e...
virtual void computeEvidence(std::vector< Real > &evidence, const DenseMatrix< Real > &input_matrix) override
Compute the evidence (aka, betterness of the proposed sample vs the previous)
const IndependentGaussianMH *const _igmh
IndependentGaussianMH sampler.
virtual void nextSeeds() override
Compute the next set of seeds to facilitate proposals.
std::vector< Real > _tpm_modified
Modified transition vector considering the seed input.
virtual void nextSamples(std::vector< Real > &req_inputs, DenseMatrix< Real > &input_matrix, const std::vector< Real > &tv, const unsigned int ¶llel_index) override
Resample inputs given the transition vector (after transition vector computed)
std::vector< Real > & _seed_input
Seed vector input for proposing new samples.
IndependentMHDecision(const InputParameters ¶meters)
std::vector< Real > _outputs_sto
Store the gathered outputs.
const InputParameters & parameters() const
virtual void computeTransitionVector(std::vector< Real > &tv, const std::vector< Real > &evidence) override
Compute the transition probability vector (after the computation of evidence)
A class for performing independent Metropolis-Hastings MCMC decision making.
A class for performing M-H MCMC sampling with independent Gaussian propoposals.
static InputParameters validParams()
std::vector< Real > _seed_outputs
Outputs corresponding to the seed input vector.