Sampler
The Sampler class is an abstract base class for creating objects for generating a matrix of random numbers; the matrix is an arbitrary size that must be defined by the child object by calling the setNumberOfRows
and setNumberOfCols
methods within the constructor of the child class. The other requirement is to override the pure virtual computeSample
method. This method has global row and column index as input and must output a single value for populating the sample data matrix.
Support for Sampler objects within the framework is minimal, please refer to the Stochastic Tools documentation for more information and example use.
Available Sampler Objects
- Stochastic Tools App
- AISActiveLearningAdaptive Importance Sampler with Gaussian Process Active Learning.
- ActiveLearningMonteCarloSamplerMonte Carlo Sampler for active learning with surrogate model.
- AdaptiveImportanceAdaptive Importance Sampler.
- AffineInvariantDESPerform Affine Invariant Ensemble MCMC with differential sampler.
- AffineInvariantStretchSamplerPerform Affine Invariant Ensemble MCMC with stretch sampler.
- CSVSamplerSampler that reads samples from CSV file.
- Cartesian1DProvides complete Cartesian product for the supplied variables.
- CartesianProductProvides complete Cartesian product for the supplied variables.
- CartesianProductSamplerProvides complete Cartesian product for the supplied variables.
- DirectPerturbationSamplerSampler that creates samples for a direct perturbation-based sensitivity study.
- IndependentGaussianMHPerform M-H MCMC sampling with independent Gaussian propoposals.
- InputMatrixSampler that utilizes a sampling matrix defined at input.
- LatinHypercubeLatin Hypercube Sampler.
- MonteCarloMonte Carlo Sampler.
- MonteCarloSamplerMonte Carlo Sampler.
- MorrisSamplerMorris variance-based sensitivity analysis Sampler.
- NestedMonteCarloMonte Carlo sampler for nested loops of parameters.
- PMCMCBaseParallel Markov chain Monte Carlo base.
- ParallelSubsetSimulationParallel Subset Simulation sampler.
- QuadratureQuadrature sampler for Polynomial Chaos.
- QuadratureSamplerQuadrature sampler for Polynomial Chaos.
- SobolSobol variance-based sensitivity analysis Sampler.
- SobolSamplerSobol variance-based sensitivity analysis Sampler.
- VectorPostprocessorSamplerThe sampler uses vector postprocessors as inputs.