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CMP++: Uncertainty Quantification & Bayesian Calibration
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Represents an improper flat (uniform) prior. More...
#include <prior++.h>


Public Member Functions | |
| Uniform (const Uniform &)=default | |
| Uniform (Uniform &&)=default | |
| Uniform & | operator= (const Uniform &)=default |
| Uniform & | operator= (Uniform &&)=default |
| Uniform ()=default | |
| double | eval (const Eigen::VectorXd &par) const |
| double | evalGradient (const Eigen::VectorXd &par, const size_t &i) const |
| double | evalHessian (const Eigen::VectorXd &par, const size_t &i, const size_t &j) const |
Public Member Functions inherited from cmp::prior::Prior | |
| virtual | ~Prior ()=default |
Static Public Member Functions | |
| static std::shared_ptr< Prior > | make () |
Represents an improper flat (uniform) prior.
Mathematical Formulation A uniform prior assumes constant probability density:
\[ p(\theta) \propto 1 \implies \log p(\theta) = C \]
For convenience, the constant \( C \) is set to 0. All derivatives are zero:
\[ \nabla_i \log p(\theta) = 0 \]
\[ \mathcal{H}_{ij} \log p(\theta) = 0 \]
Implementation Algorithm Returns constant 0.0 for all evaluation, gradient, and Hessian queries.
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default |
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default |
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default |
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inlinevirtual |
Implements cmp::prior::Prior.
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inlinevirtual |
Implements cmp::prior::Prior.
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inlinevirtual |
Implements cmp::prior::Prior.
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inlinestatic |