STROOPWAFEL: Simulating rare outcomes from astrophysical populations, with application to gravitational-wave sources

Gravitational-wave observations of double compact object (DCO) mergers are providing new insights into the physics of massive stars and the evolution of binary systems. Making the most of expected near-future observations for understanding stellar physics will rely on comparisons with binary population synthesis models. However, the vast majority of simulated binaries never produce DCOs, which makes calculating such populations computationally inefficient. We present an importance sampling algorithm, STROOPWAFEL, that improves the computational efficiency of population studies of rare events, by focusing the simulation around regions of the initial parameter space found to produce outputs of interest. We implement the algorithm in the binary population synthesis code COMPAS, and compare the efficiency of our implementation to the standard method of Monte Carlo sampling from the birth probability distributions. STROOPWAFEL finds $\sim$25-200 times more DCO mergers than the standard sampling method with the same simulation size, and so speeds up simulations by up to two orders of magnitude. Finding more DCO mergers automatically maps the parameter space with far higher resolution than when using the traditional sampling. This increase in efficiency also leads to a decrease of a factor $\sim$3-10 in statistical sampling uncertainty for the predictions from the simulations. This is particularly notable for the distribution functions of observable quantities such as the black hole and neutron star chirp mass distribution, including in the tails of the distribution functions where predictions using standard sampling can be dominated by sampling noise.Comment: Accepted. Data and scripts to reproduce main results is publicly available. The code for the STROOPWAFEL algorithm will be made publicly available. Early inquiries can be addressed to the lead autho

Split Sampling: Expectations, Normalisation and Rare Events

In this paper we develop a methodology that we call split sampling methods to estimate high dimensional expectations and rare event probabilities. Split sampling uses an auxiliary variable MCMC simulation and expresses the expectation of interest as an integrated set of rare event probabilities. We derive our estimator from a Rao-Blackwellised estimate of a marginal auxiliary variable distribution. We illustrate our method with two applications. First, we compute a shortest network path rare event probability and compare our method to estimation to a cross entropy approach. Then, we compute a normalisation constant of a high dimensional mixture of Gaussians and compare our estimate to one based on nested sampling. We discuss the relationship between our method and other alternatives such as the product of conditional probability estimator and importance sampling. The methods developed here are available in the R package: SplitSampling

Molecular modeling for physical property prediction

Multiscale modeling is becoming the standard approach for process study in a broader framework that promotes computer aided integrated product and process design. In addition to usual purity requirements, end products must meet new constraints in terms of environmental impact, safety of goods and people, specific properties. This chapter adresses the use of molecular modeling tools for the prediction of physical property usefull for chemical engineering practice

A Multi-Species Asymmetric Exclusion Model with an Impurity

A multi-species generalization of the Asymmetric Simple Exclusion Process (ASEP) has been considered in the presence of a single impurity on a ring. The model describes particles hopping in one direction with stochastic dynamics and hard core exclusion condition. The ordinary particles hop forward with their characteristic hopping rates and fast particles can overtake slow ones with a relative rate. The impurity, which is the slowest particle in the ensemble of particles on the ring, hops in the same direction of the ordinary particles with its intrinsic hopping rate and can be overtaken by ordinary particles with a rate which is not necessarily a relative rate. We will show that the phase diagram of the model can be obtained exactly. It turns out that the phase structure of the model depends on the density distribution function of the ordinary particles on the ring so that it can have either four phases or only one. The mean speed of impurity and also the total current of the ordinary particles are explicitly calculated in each phase. Using Monte Carlo simulation, the density profile of the ordinary particles is also obtained. The simulation data confirm all of the analytical calculations.Comment: 20 pages,10 EPS figures; to appear in Physica

Cross-entropy optimisation of importance sampling parameters for statistical model checking

Statistical model checking avoids the exponential growth of states associated with probabilistic model checking by estimating properties from multiple executions of a system and by giving results within confidence bounds. Rare properties are often very important but pose a particular challenge for simulation-based approaches, hence a key objective under these circumstances is to reduce the number and length of simulations necessary to produce a given level of confidence. Importance sampling is a well-established technique that achieves this, however to maintain the advantages of statistical model checking it is necessary to find good importance sampling distributions without considering the entire state space. Motivated by the above, we present a simple algorithm that uses the notion of cross-entropy to find the optimal parameters for an importance sampling distribution. In contrast to previous work, our algorithm uses a low dimensional vector of parameters to define this distribution and thus avoids the often intractable explicit representation of a transition matrix. We show that our parametrisation leads to a unique optimum and can produce many orders of magnitude improvement in simulation efficiency. We demonstrate the efficacy of our methodology by applying it to models from reliability engineering and biochemistry.Comment: 16 pages, 8 figures, LNCS styl