PMCMCDecision.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 "GeneralReporter.h"
#include "PMCMCBase.h"
#include "LikelihoodFunctionBase.h"
#include "LikelihoodInterface.h"
#include "Distribution.h"

class PMCMCDecision : public GeneralReporter, public LikelihoodInterface
{
public:
  static InputParameters validParams();
  PMCMCDecision(const InputParameters & parameters);
  virtual void initialize() override {}
  virtual void finalize() override {}
  virtual void execute() override;

protected:
  virtual void computeEvidence(std::vector<Real> & evidence,
                               const DenseMatrix<Real> & input_matrix);

  virtual void computeTransitionVector(std::vector<Real> & tv, const std::vector<Real> & evidence);

  virtual void nextSamples(std::vector<Real> & req_inputs,
                           DenseMatrix<Real> & input_matrix,
                           const std::vector<Real> & tv,
                           const unsigned int & parallel_index);

  virtual void nextSeeds() {}

  const std::vector<Real> & _output_value;

  std::vector<Real> & _outputs_required;

  std::vector<std::vector<Real>> & _inputs;

  std::vector<Real> & _tpm;

  std::vector<Real> & _variance;

  Real & _noise;

  std::vector<const LikelihoodFunctionBase *> _likelihoods;

  Sampler & _sampler;

  const PMCMCBase * const _pmcmc;

  dof_id_type _props;

  const std::vector<Real> & _rnd_vec;

  const std::vector<Real> & _new_var_samples;

  const std::vector<const Distribution *> _priors;

  const Distribution * _var_prior;

  dof_id_type _num_confg_values;

  dof_id_type _num_confg_params;

  DenseMatrix<Real> _data_prev;

  std::vector<Real> _var_prev;

  std::vector<Real> _outputs_prev;

private:
  libMesh::Parallel::Communicator & _local_comm;

  int _check_step;
};