PMCMCDecision (Parallel MCMC Decision)

Generic reporter which decides whether or not to accept a proposed sample in parallel Markov chain Monte Carlo type of algorithms.

Overview

The PMCMCDecision is the base class for performing MCMC decision making in STM and it is a Reporter object. PMCMCDecision overrides the execute function in the Reporter. PMCMCDecision takes as inputs the subApp outputs, the sampler object, and the likelihoods. The PMCMCDecision object itself facilitates a regular Monte Carlo sampling, rather than a MCMC sampling by accepting all the proposals made by the sampler class. However, it provides functionalities to perform MCMC sampling through derived classes via several protected and public functions. An overview of these functions is presented in the Table below.

Description of the functions in the PMCMCBase class.

FunctionDescription
computeEvidenceComputes the logarithmic ratio of likelihood times prior of new to old samples
computeTransitionVectorComputes the vector of acceptance probabilities
nextSamplesMakes accept/reject decisions and transmits the accepted inputs and outputs
nextSeedsInitializes the next seed input for certain MCMC samplers
executeMain code block which facilitates evidence and transition probability computations, accept/reject decisions, and transmission of results to JSON. Ideally, this should not be overridden by derived classes. Any changes to this in the base will effect all MCMC decision classes behavior

The execute function in PMCMCDecision is typically not meant to be overridden by the derived classes, although this can be done. execute gathers the MultiApps outputs from all the processors, sets up a matrix of outputs and input parameters, computes the evidence and transition vectors, assembles the accepted samples based on the transition probabilities, and transmits the accepted sample inputs and outputs to a JSON file. For some MCMC samplers like the IndependentMHDecision which relies on a single seed to propose the next samples, the execute function also calls the nextSeeds function which is overridable. Finally, the construction of the execute is assumed to uniformly apply to all MCMC samplers and it should be noted that any changes made to it can influence the behavior of existing and future MCMC samplers.

A decision making class for a new MCMC sampler should derive from PMCMCDecision and typically only override the computeTransitionVector function. The IndependentMHDecision sampler is an exception because it relies on a single seed.

Input Parameters

  • likelihoodsNames of likelihoods.

    C++ Type:std::vector<UserObjectName>

    Unit:(no unit assumed)

    Controllable:No

    Description:Names of likelihoods.

  • output_valueValue of the model output from the SubApp.

    C++ Type:ReporterName

    Unit:(no unit assumed)

    Controllable:No

    Description:Value of the model output from the SubApp.

  • samplerThe sampler object.

    C++ Type:SamplerName

    Unit:(no unit assumed)

    Controllable:No

    Description:The sampler object.

Required Parameters

  • execute_onTIMESTEP_ENDThe list of flag(s) indicating when this object should be executed. For a description of each flag, see https://mooseframework.inl.gov/source/interfaces/SetupInterface.html.

    Default:TIMESTEP_END

    C++ Type:ExecFlagEnum

    Unit:(no unit assumed)

    Options:NONE, INITIAL, LINEAR, NONLINEAR_CONVERGENCE, NONLINEAR, POSTCHECK, TIMESTEP_END, TIMESTEP_BEGIN, MULTIAPP_FIXED_POINT_END, MULTIAPP_FIXED_POINT_BEGIN, FINAL, CUSTOM

    Controllable:No

    Description:The list of flag(s) indicating when this object should be executed. For a description of each flag, see https://mooseframework.inl.gov/source/interfaces/SetupInterface.html.

  • inputsinputsUncertain inputs to the model.

    Default:inputs

    C++ Type:ReporterValueName

    Unit:(no unit assumed)

    Controllable:No

    Description:Uncertain inputs to the model.

  • noisenoiseModel noise term to pass to Likelihoods object.

    Default:noise

    C++ Type:ReporterValueName

    Unit:(no unit assumed)

    Controllable:No

    Description:Model noise term to pass to Likelihoods object.

  • outputs_requiredoutputs_requiredModified value of the model output from this reporter class.

    Default:outputs_required

    C++ Type:ReporterValueName

    Unit:(no unit assumed)

    Controllable:No

    Description:Modified value of the model output from this reporter class.

  • prop_getter_suffixAn optional suffix parameter that can be appended to any attempt to retrieve/get material properties. The suffix will be prepended with a '_' character.

    C++ Type:MaterialPropertyName

    Unit:(no unit assumed)

    Controllable:No

    Description:An optional suffix parameter that can be appended to any attempt to retrieve/get material properties. The suffix will be prepended with a '_' character.

  • tpmtpmThe transition probability matrix.

    Default:tpm

    C++ Type:ReporterValueName

    Unit:(no unit assumed)

    Controllable:No

    Description:The transition probability matrix.

  • use_interpolated_stateFalseFor the old and older state use projected material properties interpolated at the quadrature points. To set up projection use the ProjectedStatefulMaterialStorageAction.

    Default:False

    C++ Type:bool

    Unit:(no unit assumed)

    Controllable:No

    Description:For the old and older state use projected material properties interpolated at the quadrature points. To set up projection use the ProjectedStatefulMaterialStorageAction.

  • variancevarianceModel variance term.

    Default:variance

    C++ Type:ReporterValueName

    Unit:(no unit assumed)

    Controllable:No

    Description:Model variance term.

Optional Parameters

  • allow_duplicate_execution_on_initialFalseIn the case where this UserObject is depended upon by an initial condition, allow it to be executed twice during the initial setup (once before the IC and again after mesh adaptivity (if applicable).

    Default:False

    C++ Type:bool

    Unit:(no unit assumed)

    Controllable:No

    Description:In the case where this UserObject is depended upon by an initial condition, allow it to be executed twice during the initial setup (once before the IC and again after mesh adaptivity (if applicable).

  • control_tagsAdds user-defined labels for accessing object parameters via control logic.

    C++ Type:std::vector<std::string>

    Unit:(no unit assumed)

    Controllable:No

    Description:Adds user-defined labels for accessing object parameters via control logic.

  • enableTrueSet the enabled status of the MooseObject.

    Default:True

    C++ Type:bool

    Unit:(no unit assumed)

    Controllable:Yes

    Description:Set the enabled status of the MooseObject.

  • execution_order_group0Execution order groups are executed in increasing order (e.g., the lowest number is executed first). Note that negative group numbers may be used to execute groups before the default (0) group. Please refer to the user object documentation for ordering of user object execution within a group.

    Default:0

    C++ Type:int

    Unit:(no unit assumed)

    Controllable:No

    Description:Execution order groups are executed in increasing order (e.g., the lowest number is executed first). Note that negative group numbers may be used to execute groups before the default (0) group. Please refer to the user object documentation for ordering of user object execution within a group.

  • force_postauxFalseForces the UserObject to be executed in POSTAUX

    Default:False

    C++ Type:bool

    Unit:(no unit assumed)

    Controllable:No

    Description:Forces the UserObject to be executed in POSTAUX

  • force_preauxFalseForces the UserObject to be executed in PREAUX

    Default:False

    C++ Type:bool

    Unit:(no unit assumed)

    Controllable:No

    Description:Forces the UserObject to be executed in PREAUX

  • force_preicFalseForces the UserObject to be executed in PREIC during initial setup

    Default:False

    C++ Type:bool

    Unit:(no unit assumed)

    Controllable:No

    Description:Forces the UserObject to be executed in PREIC during initial setup

  • outputsVector of output names where you would like to restrict the output of variables(s) associated with this object

    C++ Type:std::vector<OutputName>

    Unit:(no unit assumed)

    Controllable:No

    Description:Vector of output names where you would like to restrict the output of variables(s) associated with this object

  • use_displaced_meshFalseWhether or not this object should use the displaced mesh for computation. Note that in the case this is true but no displacements are provided in the Mesh block the undisplaced mesh will still be used.

    Default:False

    C++ Type:bool

    Unit:(no unit assumed)

    Controllable:No

    Description:Whether or not this object should use the displaced mesh for computation. Note that in the case this is true but no displacements are provided in the Mesh block the undisplaced mesh will still be used.

Advanced Parameters