PMCMCBase.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 "Sampler.h"
#include "TransientInterface.h"
#include "Distribution.h"

class PMCMCBase : public Sampler, public TransientInterface
{
public:
  static InputParameters validParams();

  PMCMCBase(const InputParameters & parameters);

  dof_id_type getNumberOfConfigValues() const { return _confg_values[0].size(); }

  dof_id_type getNumberOfConfigParams() const { return _confg_values.size(); }

  dof_id_type getNumParallelProposals() const { return _num_parallel_proposals; }

  const std::vector<Real> & getRandomNumbers() const;

  const std::vector<Real> & getVarSamples() const;

  const std::vector<std::vector<Real>> & getSamples() const;

  const std::vector<const Distribution *> getPriors() const;

  const Distribution * getVarPrior() const;

  virtual int decisionStep() const { return 1; }

protected:
  virtual void proposeSamples();

  // See Sampler.h for description
  virtual void executeSetUp() override;

  // See Sampler.h for description
  virtual Real computeSample(dof_id_type row_index, dof_id_type col_index) override;

  Real random();

  unsigned int randomIndex(const unsigned int & upper_bound, const unsigned int & exclude);

  std::pair<unsigned int, unsigned int> randomIndexPair(const unsigned int & upper_bound,
                                                        const unsigned int & exclude);

  const unsigned int _num_parallel_proposals;

  std::vector<const Distribution *> _priors;

  const Distribution * _var_prior;

  const std::vector<Real> * _lower_bound;

  const std::vector<Real> * _upper_bound;

  const Real & _variance_bound;

  const std::vector<Real> & _initial_values;

  std::vector<std::vector<Real>> _new_samples;

  std::vector<Real> _new_var_samples;

  std::vector<Real> _rnd_vec;

private:
  void combineWithExperimentalConfig();

  const unsigned int _num_random_seeds;

  unsigned int _seed_index;

  std::size_t _rand_index;

  std::vector<std::vector<Real>> _confg_values;

  std::vector<std::vector<Real>> _new_samples_confg;
};