A class for performing Affine Invariant Ensemble MCMC with stretch sampler. More...

#include <AffineInvariantStretchSampler.h>

Inheritance diagram for AffineInvariantStretchSampler:

Public Types
enum	SampleMode { SampleMode::GLOBAL, SampleMode::LOCAL }

typedef DataFileName	DataFileParameterType

Public Member Functions
	AffineInvariantStretchSampler (const InputParameters &parameters)

virtual int	decisionStep () const override
	Return the step after which decision making can begin. More...

const std::vector< Real > &	getAffineStepSize () const
	Return the vector of step size for decision making. More...

dof_id_type	getNumberOfConfigValues () const
	Return the number of configuration parameters. More...

dof_id_type	getNumberOfConfigParams () const
	Return the number of configuration parameters. More...

dof_id_type	getNumParallelProposals () const
	Return the number of parallel proposals. More...

const std::vector< Real > &	getRandomNumbers () const
	Return the random numbers to facilitate decision making in reporters. More...

const std::vector< Real > &	getVarSamples () const
	Return the proposed variance samples to facilitate decision making in reporters. More...

const std::vector< const Distribution * >	getPriors () const
	Return the priors to facilitate decision making in reporters. More...

const Distribution *	getVarPrior () const
	Return the prior over variance to facilitate decision making in reporters. More...

std::vector< Real >	getNextLocalRow ()

dof_id_type	getNumberOfRows () const

dof_id_type	getNumberOfCols () const

dof_id_type	getNumberOfLocalRows () const

const LocalRankConfig &	getRankConfig (bool batch_mode) const

virtual bool	isAdaptiveSamplingCompleted () const

libMesh::Parallel::Communicator &	getLocalComm ()

virtual bool	enabled () const

std::shared_ptr< MooseObject >	getSharedPtr ()

std::shared_ptr< const MooseObject >	getSharedPtr () const

MooseApp &	getMooseApp () const

const std::string &	type () const

virtual const std::string &	name () const

std::string	typeAndName () const

std::string	errorPrefix (const std::string &error_type) const

void	callMooseError (std::string msg, const bool with_prefix) const

MooseObjectParameterName	uniqueParameterName (const std::string &parameter_name) const

const InputParameters &	parameters () const

MooseObjectName	uniqueName () const

const T &	getParam (const std::string &name) const

std::vector< std::pair< T1, T2 > >	getParam (const std::string &param1, const std::string &param2) const

const T *	queryParam (const std::string &name) const

const T &	getRenamedParam (const std::string &old_name, const std::string &new_name) const

T	getCheckedPointerParam (const std::string &name, const std::string &error_string="") const

bool	isParamValid (const std::string &name) const

bool	isParamSetByUser (const std::string &nm) const

void	paramError (const std::string &param, Args... args) const

void	paramWarning (const std::string &param, Args... args) const

void	paramInfo (const std::string &param, Args... args) const

void	connectControllableParams (const std::string &parameter, const std::string &object_type, const std::string &object_name, const std::string &object_parameter) const

void	mooseError (Args &&... args) const

void	mooseErrorNonPrefixed (Args &&... args) const

void	mooseDocumentedError (const std::string &repo_name, const unsigned int issue_num, Args &&... args) const

void	mooseWarning (Args &&... args) const

void	mooseWarningNonPrefixed (Args &&... args) const

void	mooseDeprecated (Args &&... args) const

void	mooseInfo (Args &&... args) const

std::string	getDataFileName (const std::string &param) const

std::string	getDataFileNameByName (const std::string &relative_path) const

std::string	getDataFilePath (const std::string &relative_path) const

virtual void	initialSetup ()

virtual void	timestepSetup ()

virtual void	jacobianSetup ()

virtual void	residualSetup ()

virtual void	subdomainSetup ()

virtual void	customSetup (const ExecFlagType &)

const ExecFlagEnum &	getExecuteOnEnum () const

PerfGraph &	perfGraph ()

T &	getSampler (const std::string &name)

Sampler &	getSampler (const std::string &name)

T &	getSamplerByName (const SamplerName &name)

Sampler &	getSamplerByName (const SamplerName &name)

const VectorPostprocessorValue &	getVectorPostprocessorValue (const std::string &param_name, const std::string &vector_name) const

const VectorPostprocessorValue &	getVectorPostprocessorValue (const std::string &param_name, const std::string &vector_name, bool needs_broadcast) const

const VectorPostprocessorValue &	getVectorPostprocessorValueByName (const VectorPostprocessorName &name, const std::string &vector_name) const

const VectorPostprocessorValue &	getVectorPostprocessorValueByName (const VectorPostprocessorName &name, const std::string &vector_name, bool needs_broadcast) const

const VectorPostprocessorValue &	getVectorPostprocessorValueOld (const std::string &param_name, const std::string &vector_name) const

const VectorPostprocessorValue &	getVectorPostprocessorValueOld (const std::string &param_name, const std::string &vector_name, bool needs_broadcast) const

const VectorPostprocessorValue &	getVectorPostprocessorValueOldByName (const VectorPostprocessorName &name, const std::string &vector_name) const

const VectorPostprocessorValue &	getVectorPostprocessorValueOldByName (const VectorPostprocessorName &name, const std::string &vector_name, bool needs_broadcast) const

const ScatterVectorPostprocessorValue &	getScatterVectorPostprocessorValue (const std::string &param_name, const std::string &vector_name) const

const ScatterVectorPostprocessorValue &	getScatterVectorPostprocessorValueByName (const VectorPostprocessorName &name, const std::string &vector_name) const

const ScatterVectorPostprocessorValue &	getScatterVectorPostprocessorValueOld (const std::string &param_name, const std::string &vector_name) const

const ScatterVectorPostprocessorValue &	getScatterVectorPostprocessorValueOldByName (const VectorPostprocessorName &name, const std::string &vector_name) const

bool	hasVectorPostprocessor (const std::string &param_name, const std::string &vector_name) const

bool	hasVectorPostprocessor (const std::string &param_name) const

bool	hasVectorPostprocessorByName (const VectorPostprocessorName &name, const std::string &vector_name) const

bool	hasVectorPostprocessorByName (const VectorPostprocessorName &name) const

const VectorPostprocessorName &	getVectorPostprocessorName (const std::string &param_name) const

DenseMatrix< Real >	getGlobalSamples ()

DenseMatrix< Real >	getGlobalSamples ()

DenseMatrix< Real >	getLocalSamples ()

DenseMatrix< Real >	getLocalSamples ()

dof_id_type	getLocalRowBegin () const

dof_id_type	getLocalRowBegin () const

dof_id_type	getLocalRowEnd () const

dof_id_type	getLocalRowEnd () const

const Distribution &	getDistribution (const std::string &name) const

const T &	getDistribution (const std::string &name) const

const Distribution &	getDistribution (const std::string &name) const

const T &	getDistribution (const std::string &name) const

const Distribution &	getDistributionByName (const DistributionName &name) const

const T &	getDistributionByName (const std::string &name) const

const Distribution &	getDistributionByName (const DistributionName &name) const

const T &	getDistributionByName (const std::string &name) const

bool	isVectorPostprocessorDistributed (const std::string &param_name) const

bool	isVectorPostprocessorDistributed (const std::string &param_name) const

bool	isVectorPostprocessorDistributedByName (const VectorPostprocessorName &name) const

bool	isVectorPostprocessorDistributedByName (const VectorPostprocessorName &name) const

const Parallel::Communicator &	comm () const

processor_id_type	n_processors () const

processor_id_type	processor_id () const

bool	isImplicit ()

Moose::StateArg	determineState () const

Static Public Member Functions
static InputParameters	validParams ()

Public Attributes
const ConsoleStream	_console

Protected Types
enum	CommMethod

Protected Member Functions
virtual void	proposeSamples (const unsigned int seed_value) override
	Fill in the _new_samples vector of vectors (happens within sampleSetUp) More...

virtual void	sampleSetUp (const Sampler::SampleMode mode) override

virtual Real	computeSample (dof_id_type row_index, dof_id_type col_index) override

void	randomIndex (const unsigned int &upper_bound, const unsigned int &exclude, const unsigned int &seed, unsigned int &req_index)
	Sample a random index excluding a specified index. More...

void	randomIndexPair (const unsigned int &upper_bound, const unsigned int &exclude, const unsigned int &seed, unsigned int &req_index1, unsigned int &req_index2)
	Sample two random indices without repitition excluding a specified index. More...

void	setNumberOfRandomSeeds (std::size_t number)

Real	getRand (unsigned int index=0)

uint32_t	getRandl (unsigned int index, uint32_t lower, uint32_t upper)

virtual LocalRankConfig	constructRankConfig (bool batch_mode) const

PerfID	registerTimedSection (const std::string &section_name, const unsigned int level) const

PerfID	registerTimedSection (const std::string &section_name, const unsigned int level, const std::string &live_message, const bool print_dots=true) const

std::string	timedSectionName (const std::string &section_name) const

virtual void	addVectorPostprocessorDependencyHelper (const VectorPostprocessorName &) const

const ReporterName &	getReporterName (const std::string &param_name) const

virtual void	addReporterDependencyHelper (const ReporterName &)

void	setNumberOfRows (dof_id_type n_rows)

void	setNumberOfRows (dof_id_type n_rows)

void	setNumberOfCols (dof_id_type n_cols)

void	setNumberOfCols (dof_id_type n_cols)

virtual void	sampleTearDown (const SampleMode)

virtual void	sampleTearDown (const SampleMode)

virtual void	computeSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeLocalSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeLocalSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeSampleRow (dof_id_type i, std::vector< Real > &data)

virtual void	computeSampleRow (dof_id_type i, std::vector< Real > &data)

virtual void	advanceGenerators (const dof_id_type count)

virtual void	advanceGenerators (const dof_id_type count)

virtual void	advanceGenerator (const unsigned int seed_index, const dof_id_type count)

virtual void	advanceGenerator (const unsigned int seed_index, const dof_id_type count)

void	setAutoAdvanceGenerators (const bool state)

void	setAutoAdvanceGenerators (const bool state)

void	shuffle (std::vector< T > &data, const std::size_t seed_index=0, const CommMethod method=CommMethod::LOCAL)

void	shuffle (std::vector< T > &data, const std::size_t seed_index=0, const CommMethod method=CommMethod::LOCAL)

virtual void	executeSetUp ()

virtual void	executeSetUp ()

virtual void	executeTearDown ()

virtual void	executeTearDown ()

void	saveGeneratorState ()

void	saveGeneratorState ()

void	restoreGeneratorState ()

void	restoreGeneratorState ()

const T &	getReporterValue (const std::string &param_name, const std::size_t time_index=0)

const T &	getReporterValue (const std::string &param_name, ReporterMode mode, const std::size_t time_index=0)

const T &	getReporterValue (const std::string &param_name, const std::size_t time_index=0)

const T &	getReporterValue (const std::string &param_name, ReporterMode mode, const std::size_t time_index=0)

const T &	getReporterValueByName (const ReporterName &reporter_name, const std::size_t time_index=0)

const T &	getReporterValueByName (const ReporterName &reporter_name, ReporterMode mode, const std::size_t time_index=0)

const T &	getReporterValueByName (const ReporterName &reporter_name, const std::size_t time_index=0)

const T &	getReporterValueByName (const ReporterName &reporter_name, ReporterMode mode, const std::size_t time_index=0)

bool	hasReporterValue (const std::string &param_name) const

bool	hasReporterValue (const std::string &param_name) const

bool	hasReporterValue (const std::string &param_name) const

bool	hasReporterValue (const std::string &param_name) const

bool	hasReporterValueByName (const ReporterName &reporter_name) const

bool	hasReporterValueByName (const ReporterName &reporter_name) const

bool	hasReporterValueByName (const ReporterName &reporter_name) const

bool	hasReporterValueByName (const ReporterName &reporter_name) const

Protected Attributes
const Real	_step_size
	The step size for the stretch sampler. More...

const std::vector< std::vector< Real > > &	_previous_state
	Reporter value with the previous state of all the walkers. More...

const std::vector< Real > &	_previous_state_var
	Reporter value with the previous state of all the walkers for variance. More...

std::vector< Real >	_affine_step
	Vector of affine step sizes. More...

const unsigned int	_num_parallel_proposals
	Number of parallel proposals to be made and subApps to be executed. More...

std::vector< const Distribution * >	_priors
	Storage for prior distribution objects to be utilized. More...

const Distribution *	_var_prior
	Storage for prior distribution object of the variance to be utilized. More...

const std::vector< Real > *	_lower_bound
	Lower bounds for making the next proposal. More...

const std::vector< Real > *	_upper_bound
	Upper bounds for making the next proposal. More...

int	_check_step
	Ensure that the MCMC algorithm proceeds in a sequential fashion. More...

const std::vector< Real > &	_initial_values
	Initial values of the input params to get the MCMC scheme started. More...

std::vector< std::vector< Real > >	_new_samples
	Vectors of new proposed samples. More...

std::vector< Real >	_new_var_samples
	Vector of new proposed variance samples. More...

std::vector< Real >	_rnd_vec
	Vector of random numbers for decision making. More...

	NONE

	LOCAL

	SEMI_LOCAL

const dof_id_type	_min_procs_per_row

const dof_id_type	_max_procs_per_row

libMesh::Parallel::Communicator	_local_comm

const bool &	_enabled

MooseApp &	_app

const std::string	_type

const std::string	_name

const InputParameters &	_pars

Factory &	_factory

ActionFactory &	_action_factory

const ExecFlagEnum &	_execute_enum

const ExecFlagType &	_current_execute_flag

MooseApp &	_pg_moose_app

const std::string	_prefix

const Parallel::Communicator &	_communicator

const InputParameters &	_ti_params

FEProblemBase &	_ti_feproblem

bool	_is_implicit

Real &	_t

const Real &	_t_old

int &	_t_step

Real &	_dt

Real &	_dt_old

bool	_is_transient

Detailed Description

A class for performing Affine Invariant Ensemble MCMC with stretch sampler.

Definition at line 17 of file AffineInvariantStretchSampler.h.

Constructor & Destructor Documentation

◆ AffineInvariantStretchSampler()

AffineInvariantStretchSampler::AffineInvariantStretchSampler ( const InputParameters & parameters )

Definition at line 28 of file AffineInvariantStretchSampler.C.

   : PMCMCBase(parameters),
     _step_size(getParam<Real>("step_size")),
     _previous_state(getReporterValue<std::vector<std::vector<Real>>>("previous_state")),
     _previous_state_var(getReporterValue<std::vector<Real>>("previous_state_var"))
 {
   if (_num_parallel_proposals < 3)
     paramError("num_parallel_proposals",
                "At least three parallel proposals should be used for the Stretch Sampler.");
 
   if (_num_parallel_proposals < _priors.size())
     mooseWarning(
         "It is recommended that the parallel proposals be greater than or equal to the "
         "inferred parameters. This will allow the sampler to not get stuck on a hyper-plane.");
 
   // Assign the correct size to the step size vector
   _affine_step.resize(_num_parallel_proposals);
 }

Member Function Documentation

◆ computeSample()

Real PMCMCBase::computeSample	(	dof_id_type	row_index,
		dof_id_type	col_index
	)

overrideprotectedvirtualinherited

Implements Sampler.

Definition at line 207 of file PMCMCBase.C.

 {
   if (_t_step < 1)
     for (unsigned int i = 0; i < _num_parallel_proposals; ++i)
       _new_samples[i] = _initial_values;
 
   // Combine the proposed samples with experimental configurations
   combineWithExperimentalConfig();
 
   return _new_samples_confg[row_index][col_index];
 }

◆ decisionStep()

virtual int AffineInvariantStretchSampler::decisionStep ( ) const

inlineoverridevirtual

Return the step after which decision making can begin.

Reimplemented from PMCMCBase.

Definition at line 24 of file AffineInvariantStretchSampler.h.

Referenced by proposeSamples().

24 { return 2; }

◆ getAffineStepSize()

const std::vector< Real > & AffineInvariantStretchSampler::getAffineStepSize ( ) const

Return the vector of step size for decision making.

Definition at line 87 of file AffineInvariantStretchSampler.C.

 {
   return _affine_step;
 }

◆ getNumberOfConfigParams()

dof_id_type PMCMCBase::getNumberOfConfigParams ( ) const

inlineinherited

Return the number of configuration parameters.

Definition at line 34 of file PMCMCBase.h.

Referenced by PMCMCDecision::PMCMCDecision().

34 { return _confg_values.size(); }

PMCMCBase::_confg_values

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

Configuration values.

Definition: PMCMCBase.h:145

◆ getNumberOfConfigValues()

dof_id_type PMCMCBase::getNumberOfConfigValues ( ) const

inlineinherited

Return the number of configuration parameters.

Definition at line 29 of file PMCMCBase.h.

Referenced by PMCMCDecision::PMCMCDecision().

29 { return _confg_values[0].size(); }

PMCMCBase::_confg_values

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

Configuration values.

Definition: PMCMCBase.h:145

◆ getNumParallelProposals()

dof_id_type PMCMCBase::getNumParallelProposals ( ) const

inlineinherited

Return the number of parallel proposals.

Definition at line 39 of file PMCMCBase.h.

Referenced by PMCMCDecision::PMCMCDecision().

39 { return _num_parallel_proposals; }

PMCMCBase::_num_parallel_proposals

const unsigned int _num_parallel_proposals

Number of parallel proposals to be made and subApps to be executed.

Definition: PMCMCBase.h:106

◆ getPriors()

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

inherited

Return the priors to facilitate decision making in reporters.

Definition at line 195 of file PMCMCBase.C.

 {
   return _priors;
 }

◆ getRandomNumbers()

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

inherited

Return the random numbers to facilitate decision making in reporters.

Definition at line 183 of file PMCMCBase.C.

 {
   return _rnd_vec;
 }

◆ getVarPrior()

const Distribution * PMCMCBase::getVarPrior ( ) const

inherited

Return the prior over variance to facilitate decision making in reporters.

Definition at line 201 of file PMCMCBase.C.

 {
   return _var_prior;
 }

◆ getVarSamples()

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

inherited

Return the proposed variance samples to facilitate decision making in reporters.

Definition at line 189 of file PMCMCBase.C.

 {
   return _new_var_samples;
 }

◆ proposeSamples()

void AffineInvariantStretchSampler::proposeSamples ( const unsigned int seed_value )

overrideprotectedvirtual

Fill in the _new_samples vector of vectors (happens within sampleSetUp)

Parameters

seed_value The seed for the random number generator

Reimplemented from PMCMCBase.

Definition at line 48 of file AffineInvariantStretchSampler.C.

 {
   unsigned int j = 0;
   bool indicator;
   unsigned int index_req = 0;
   while (j < _num_parallel_proposals)
   {
     indicator = 0;
     _affine_step[j] = Utility::pow<2>((_step_size - 1.0) * getRand(seed_value) + 1.0) / _step_size;
     randomIndex(_num_parallel_proposals, j, seed_value, index_req);
     for (unsigned int i = 0; i < _priors.size(); ++i)
     {
       _new_samples[j][i] =
           (_t_step > decisionStep())
               ? (_previous_state[index_req][i] +
                  _affine_step[j] * (_previous_state[j][i] - _previous_state[index_req][i]))
               : _priors[i]->quantile(getRand(seed_value));
       if (_lower_bound)
         indicator =
             (_new_samples[j][i] < (*_lower_bound)[i] || _new_samples[j][i] > (*_upper_bound)[i])
                 ? 1
                 : indicator;
     }
     if (_var_prior)
     {
       _new_var_samples[j] =
           (_t_step > decisionStep())
               ? (_previous_state_var[index_req] +
                  _affine_step[j] * (_previous_state_var[j] - _previous_state_var[index_req]))
               : _var_prior->quantile(getRand(seed_value));
       if (_new_var_samples[j] < 0.0)
         indicator = 1;
     }
     if (!indicator)
       ++j;
   }
 }

◆ randomIndex()

void PMCMCBase::randomIndex	(	const unsigned int &	upper_bound,
		const unsigned int &	exclude,
		const unsigned int &	seed,
		unsigned int &	req_index
	)

protectedinherited

Sample a random index excluding a specified index.

Parameters

upper_bound	The upper bound provided
exclude	The index to be excluded from sampling
seed	The seed of the random number generator
req_index	The required index to be filled

Definition at line 141 of file PMCMCBase.C.

Referenced by proposeSamples(), and PMCMCBase::randomIndexPair().

 {
   req_index = exclude;
   while (req_index == exclude)
     req_index = getRandl(seed, 0, upper_bound);
 }

◆ randomIndexPair()

void PMCMCBase::randomIndexPair	(	const unsigned int &	upper_bound,
		const unsigned int &	exclude,
		const unsigned int &	seed,
		unsigned int &	req_index1,
		unsigned int &	req_index2
	)

protectedinherited

Sample two random indices without repitition excluding a specified index.

Parameters

upper_bound	The upper bound provided
exclude	The index to be excluded from sampling
seed	The seed of the random number generator
req_index1	The required index 1 to be filled
req_index2	The required index 2 to be filled

Definition at line 152 of file PMCMCBase.C.

Referenced by AffineInvariantDES::proposeSamples().

 {
   randomIndex(upper_bound, exclude, seed, req_index1);
   req_index2 = req_index1;
   while (req_index1 == req_index2)
     randomIndex(upper_bound, exclude, seed, req_index2);
 }

◆ sampleSetUp()

void PMCMCBase::sampleSetUp ( const Sampler::SampleMode mode )

overrideprotectedvirtualinherited

Reimplemented from Sampler.

Definition at line 124 of file PMCMCBase.C.

 {
   if (_t_step < 1 || _check_step == _t_step)
     return;
   _check_step = _t_step;
 
   unsigned int seed_value = _t_step > 0 ? (_t_step - 1) : 0;
 
   // Filling the new_samples vector of vectors with new proposal samples
   proposeSamples(seed_value);
 
   // Draw random numbers to facilitate decision making later on
   for (unsigned int j = 0; j < _num_parallel_proposals; ++j)
     _rnd_vec[j] = getRand(seed_value);
 }

◆ validParams()

InputParameters AffineInvariantStretchSampler::validParams ( )

static

Definition at line 15 of file AffineInvariantStretchSampler.C.

 {
   InputParameters params = PMCMCBase::validParams();
   params.addClassDescription("Perform Affine Invariant Ensemble MCMC with stretch sampler.");
   params.addRequiredParam<ReporterName>(
       "previous_state", "Reporter value with the previous state of all the walkers.");
   params.addRequiredParam<ReporterName>(
       "previous_state_var",
       "Reporter value with the previous state of all the walkers for variance.");
   params.addParam<Real>("step_size", 2.0, "Step size for each of the walkers.");
   return params;
 }

Member Data Documentation

◆ _affine_step

std::vector<Real> AffineInvariantStretchSampler::_affine_step

protected

Vector of affine step sizes.

Definition at line 44 of file AffineInvariantStretchSampler.h.

Referenced by AffineInvariantStretchSampler(), getAffineStepSize(), and proposeSamples().

◆ _check_step

int PMCMCBase::_check_step

protectedinherited

Ensure that the MCMC algorithm proceeds in a sequential fashion.

Definition at line 121 of file PMCMCBase.h.

Referenced by PMCMCBase::PMCMCBase(), and PMCMCBase::sampleSetUp().

◆ _initial_values

const std::vector<Real>& PMCMCBase::_initial_values

protectedinherited

Initial values of the input params to get the MCMC scheme started.

Definition at line 124 of file PMCMCBase.h.

Referenced by PMCMCBase::computeSample(), PMCMCBase::PMCMCBase(), and IndependentGaussianMH::proposeSamples().

◆ _lower_bound

const std::vector<Real>* PMCMCBase::_lower_bound

protectedinherited

Lower bounds for making the next proposal.

Definition at line 115 of file PMCMCBase.h.

Referenced by PMCMCBase::PMCMCBase(), AffineInvariantDES::proposeSamples(), IndependentGaussianMH::proposeSamples(), and proposeSamples().

◆ _new_samples

std::vector<std::vector<Real> > PMCMCBase::_new_samples

protectedinherited

Vectors of new proposed samples.

Definition at line 127 of file PMCMCBase.h.

Referenced by PMCMCBase::combineWithExperimentalConfig(), PMCMCBase::computeSample(), PMCMCBase::PMCMCBase(), IndependentGaussianMH::proposeSamples(), AffineInvariantDES::proposeSamples(), proposeSamples(), and PMCMCBase::proposeSamples().

◆ _new_var_samples

std::vector<Real> PMCMCBase::_new_var_samples

protectedinherited

Vector of new proposed variance samples.

Definition at line 130 of file PMCMCBase.h.

Referenced by PMCMCBase::getVarSamples(), PMCMCBase::PMCMCBase(), AffineInvariantDES::proposeSamples(), and proposeSamples().

◆ _num_parallel_proposals

const unsigned int PMCMCBase::_num_parallel_proposals

protectedinherited

Number of parallel proposals to be made and subApps to be executed.

Definition at line 106 of file PMCMCBase.h.

Referenced by AffineInvariantDES::AffineInvariantDES(), AffineInvariantStretchSampler(), PMCMCBase::combineWithExperimentalConfig(), PMCMCBase::computeSample(), PMCMCBase::getNumParallelProposals(), PMCMCBase::PMCMCBase(), AffineInvariantDES::proposeSamples(), IndependentGaussianMH::proposeSamples(), proposeSamples(), PMCMCBase::proposeSamples(), and PMCMCBase::sampleSetUp().

◆ _previous_state

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

protected

Reporter value with the previous state of all the walkers.

Definition at line 38 of file AffineInvariantStretchSampler.h.

Referenced by proposeSamples().

◆ _previous_state_var

const std::vector<Real>& AffineInvariantStretchSampler::_previous_state_var

protected

Reporter value with the previous state of all the walkers for variance.

Definition at line 41 of file AffineInvariantStretchSampler.h.

Referenced by proposeSamples().

◆ _priors

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

protectedinherited

Storage for prior distribution objects to be utilized.

Definition at line 109 of file PMCMCBase.h.

Referenced by AffineInvariantDES::AffineInvariantDES(), AffineInvariantStretchSampler(), PMCMCBase::getPriors(), IndependentGaussianMH::IndependentGaussianMH(), PMCMCBase::PMCMCBase(), AffineInvariantDES::proposeSamples(), IndependentGaussianMH::proposeSamples(), proposeSamples(), PMCMCBase::proposeSamples(), and AffineInvariantDES::tuneParams().

◆ _rnd_vec

std::vector<Real> PMCMCBase::_rnd_vec

protectedinherited

Vector of random numbers for decision making.

Definition at line 133 of file PMCMCBase.h.

Referenced by PMCMCBase::getRandomNumbers(), PMCMCBase::PMCMCBase(), and PMCMCBase::sampleSetUp().

◆ _step_size

const Real AffineInvariantStretchSampler::_step_size

protected

The step size for the stretch sampler.

Definition at line 35 of file AffineInvariantStretchSampler.h.

Referenced by proposeSamples().

◆ _upper_bound

const std::vector<Real>* PMCMCBase::_upper_bound

protectedinherited

Upper bounds for making the next proposal.

Definition at line 118 of file PMCMCBase.h.

Referenced by PMCMCBase::PMCMCBase(), and IndependentGaussianMH::proposeSamples().

◆ _var_prior

const Distribution* PMCMCBase::_var_prior

protectedinherited

Storage for prior distribution object of the variance to be utilized.

Definition at line 112 of file PMCMCBase.h.

Referenced by PMCMCBase::getVarPrior(), PMCMCBase::PMCMCBase(), AffineInvariantDES::proposeSamples(), and proposeSamples().

The documentation for this class was generated from the following files:

stochastic_tools/include/samplers/AffineInvariantStretchSampler.h
stochastic_tools/src/samplers/AffineInvariantStretchSampler.C

Public Types

Public Member Functions

Static Public Member Functions

Public Attributes

Protected Types

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ AffineInvariantStretchSampler()

Member Function Documentation

◆ computeSample()

◆ decisionStep()

◆ getAffineStepSize()

◆ getNumberOfConfigParams()

◆ getNumberOfConfigValues()

◆ getNumParallelProposals()

◆ getPriors()

◆ getRandomNumbers()

◆ getVarPrior()

◆ getVarSamples()

◆ proposeSamples()

◆ randomIndex()

◆ randomIndexPair()

◆ sampleSetUp()

◆ validParams()

Member Data Documentation

◆ _affine_step

◆ _check_step

◆ _initial_values

◆ _lower_bound

◆ _new_samples

◆ _new_var_samples

◆ _num_parallel_proposals

◆ _previous_state

◆ _previous_state_var

◆ _priors

◆ _rnd_vec

◆ _step_size

◆ _upper_bound

◆ _var_prior