A class for performing M-H MCMC sampling with independent Gaussian propoposals. More...

#include <IndependentGaussianMH.h>

Inheritance diagram for IndependentGaussianMH:

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

typedef DataFileName	DataFileParameterType

Public Member Functions
	IndependentGaussianMH (const InputParameters &parameters)

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

const std::string &	name () const

std::string	typeAndName () const

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

MooseObjectName	uniqueName () const

const InputParameters &	parameters () const

const hit::Node *	getHitNode () const

bool	hasBase () const

const std::string &	getBase () 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 &name) const

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

std::string	messagePrefix (const bool hit_prefix=true) const

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

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

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

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

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

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

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

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

void	callMooseError (std::string msg, const bool with_prefix, const hit::Node *node=nullptr) 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 ()

static void	callMooseError (MooseApp const app, const InputParameters &params, std::string msg, const bool with_prefix, const hit::Node node)

Public Attributes
const ConsoleStream	_console

Static Public Attributes
static const std::string	type_param

static const std::string	name_param

static const std::string	unique_name_param

static const std::string	app_param

static const std::string	moose_base_param

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 ReporterContextBase &	getReporterContextBaseByName (const ReporterName &reporter_name) 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 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

Factory &	_factory

ActionFactory &	_action_factory

const std::string &	_type

const std::string &	_name

const InputParameters &	_pars

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

Private Attributes
const std::vector< Real > &	_seed_inputs
	Reporter value the seed input values for proposing the next set of samples. More...

const std::vector< Real > &	_std_prop
	Standard deviations for making the next proposal. More...

Detailed Description

A class for performing M-H MCMC sampling with independent Gaussian propoposals.

Definition at line 17 of file IndependentGaussianMH.h.

Constructor & Destructor Documentation

◆ IndependentGaussianMH()

IndependentGaussianMH::IndependentGaussianMH ( const InputParameters & parameters )

Definition at line 28 of file IndependentGaussianMH.C.

   : PMCMCBase(parameters),
     _seed_inputs(getReporterValue<std::vector<Real>>("seed_inputs")),
     _std_prop(getParam<std::vector<Real>>("std_prop"))
 {
   // Error check for sizes of proposal stds
   if (_std_prop.size() != _priors.size())
     paramError("std_prop",
                "The number of proposal stds, initial values, and priors should be the same.");
 }

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 IndependentGaussianMH::decisionStep ( ) const

inlineoverridevirtual

Return the step after which decision making can begin.

Reimplemented from PMCMCBase.

Definition at line 24 of file IndependentGaussianMH.h.

Referenced by proposeSamples().

24 { return 2; }

◆ 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 IndependentGaussianMH::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 40 of file IndependentGaussianMH.C.

 {
   std::vector<Real> old_sample = (_t_step > decisionStep()) ? _seed_inputs : _initial_values;
   for (unsigned int j = 0; j < _num_parallel_proposals; ++j)
     for (unsigned int i = 0; i < _priors.size(); ++i)
     {
       if (_lower_bound)
         _new_samples[j][i] = TruncatedNormal::quantile(getRand(seed_value),
                                                        old_sample[i],
                                                        _std_prop[i],
                                                        (*_lower_bound)[i],
                                                        (*_upper_bound)[i]);
       else
         _new_samples[j][i] = Normal::quantile(getRand(seed_value), old_sample[i], _std_prop[i]);
     }
 }

◆ 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 AffineInvariantStretchSampler::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 IndependentGaussianMH::validParams ( )

static

Definition at line 17 of file IndependentGaussianMH.C.

 {
   InputParameters params = PMCMCBase::validParams();
   params.addClassDescription("Perform M-H MCMC sampling with independent Gaussian propoposals.");
   params.addRequiredParam<ReporterName>("seed_inputs",
                                         "Reporter with seed inputs values for the next proposals.");
   params.addRequiredParam<std::vector<Real>>("std_prop",
                                              "Standard deviations for making the next proposal.");
   return params;
 }

Member Data Documentation

◆ _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 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(), proposeSamples(), and AffineInvariantStretchSampler::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(), AffineInvariantDES::proposeSamples(), proposeSamples(), AffineInvariantStretchSampler::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 AffineInvariantStretchSampler::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::AffineInvariantStretchSampler(), PMCMCBase::combineWithExperimentalConfig(), PMCMCBase::computeSample(), PMCMCBase::getNumParallelProposals(), PMCMCBase::PMCMCBase(), proposeSamples(), AffineInvariantDES::proposeSamples(), AffineInvariantStretchSampler::proposeSamples(), PMCMCBase::proposeSamples(), and PMCMCBase::sampleSetUp().

◆ _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::AffineInvariantStretchSampler(), PMCMCBase::getPriors(), IndependentGaussianMH(), PMCMCBase::PMCMCBase(), proposeSamples(), AffineInvariantDES::proposeSamples(), AffineInvariantStretchSampler::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().

◆ _seed_inputs

const std::vector<Real>& IndependentGaussianMH::_seed_inputs

private

Reporter value the seed input values for proposing the next set of samples.

Definition at line 31 of file IndependentGaussianMH.h.

Referenced by proposeSamples().

◆ _std_prop

const std::vector<Real>& IndependentGaussianMH::_std_prop

private

Standard deviations for making the next proposal.

Definition at line 34 of file IndependentGaussianMH.h.

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

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

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

Public Types

Public Member Functions

Static Public Member Functions

Public Attributes

Static Public Attributes

Protected Types

Protected Member Functions

Protected Attributes

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ IndependentGaussianMH()

Member Function Documentation

◆ computeSample()

◆ decisionStep()

◆ getNumberOfConfigParams()

◆ getNumberOfConfigValues()

◆ getNumParallelProposals()

◆ getPriors()

◆ getRandomNumbers()

◆ getVarPrior()

◆ getVarSamples()

◆ proposeSamples()

◆ randomIndex()

◆ randomIndexPair()

◆ sampleSetUp()

◆ validParams()

Member Data Documentation

◆ _check_step

◆ _initial_values

◆ _lower_bound

◆ _new_samples

◆ _new_var_samples

◆ _num_parallel_proposals

◆ _priors

◆ _rnd_vec

◆ _seed_inputs

◆ _std_prop

◆ _upper_bound

◆ _var_prior