MonteCarloSampler.cpp File Reference

Implementation of the RV-aware Monte Carlo sampler. More...

#include "MonteCarloSampler.h"
#include "Aggregation.h"
#include "RandomVariable.h"
#include "distributions/Distribution.h"
#include "RangeCheck.h"
#include "Circuit.h"
#include <algorithm>
#include <cmath>
#include <cstdint>
#include <limits>
#include <memory>
#include <optional>
#include <random>
#include <stack>
#include <stdexcept>
#include <string>
#include <unordered_map>
#include <unordered_set>
#include <variant>
#include <vector>

Include dependency graph for MonteCarloSampler.cpp:

Go to the source code of this file.

Namespaces
namespace	provsql

Functions
std::mt19937_64	provsql::seedRng ()
	The shared Monte Carlo generator, seeded from the provsql.monte_carlo_seed GUC (-1 = non-deterministic from std::random_device).
double	provsql::monteCarloRV (const GenericCircuit &gc, gate_t root, unsigned samples)
	Run Monte Carlo on a circuit that may contain gate_rv leaves.
double	provsql::monteCarloRVStopping (const GenericCircuit &gc, gate_t root, double eps, double delta, unsigned long max_samples, unsigned long &samples_used, bool &reached_target)
	Whole-circuit (eps,delta)-relative probability via the Dagum-Karp-Luby-Ross stopping rule.
std::vector< double >	provsql::monteCarloJointDistribution (const GenericCircuit &gc, const std::vector< gate_t > &cmps, unsigned samples)
	Estimate the joint distribution of cmps via Monte Carlo.
std::vector< double >	provsql::monteCarloScalarSamples (const GenericCircuit &gc, gate_t root, unsigned samples)
	Sample a scalar sub-circuit samples times and return the draws.
std::pair< std::vector< double >, std::vector< double > >	provsql::monteCarloScalarPairSamples (const GenericCircuit &gc, gate_t root_a, gate_t root_b, unsigned samples)
	Coupled per-iteration draws of two scalar roots.
ConditionalScalarSamples	provsql::monteCarloConditionalScalarSamples (const GenericCircuit &gc, gate_t root, gate_t event_root, unsigned samples)
	Rejection-sample root conditioned on event_root.
ConditionalScalarPairSamples	provsql::monteCarloConditionalScalarPairSamples (const GenericCircuit &gc, gate_t root_a, gate_t root_b, gate_t event_root, unsigned samples)
	Rejection-sample the PAIR (root_a, root_b) conditioned on event_root.
std::optional< std::vector< double > >	provsql::try_truncated_closed_form_sample (const GenericCircuit &gc, gate_t root, gate_t event_root, unsigned n)
	Try to draw n exact samples from the conditional distribution of root given event_root via closed-form truncation, bypassing MC rejection.
WeightedPosterior	provsql::importanceSampleConditional (const GenericCircuit &gc, gate_t root, gate_t evidence, unsigned samples)
	Self-normalised importance sampling of root given evidence.
double	provsql::importanceEvidence (const GenericCircuit &gc, gate_t evidence, unsigned samples)
	Marginal likelihood P(data) of evidence: the mean raw importance weight over samples prior draws.
std::vector< double >	provsql::posteriorResample (const WeightedPosterior &post, unsigned n)
	Sampling-importance-resampling: draw n posterior samples from a weighted particle set (proportional to weight, with replacement).
bool	provsql::circuitHasObserve (const GenericCircuit &gc, gate_t root)
	Whether the circuit reachable from root contains a gate_observe – the signal that a conditioning event is continuous-density evidence and must be evaluated by importance sampling rather than the analytic / rejection conditional paths.
bool	provsql::circuitHasRV (const GenericCircuit &gc, gate_t root)
	Walk the circuit reachable from root looking for any gate_rv.
bool	provsql::circuitHasUnresolvedSampleableAgg (const GenericCircuit &gc, gate_t root)
	Whether a surviving gate_agg exists and every one is sample-faithful (SUM / AVG / MIN / MAX / COUNT – every aggregate the sampler reproduces exactly).

Detailed Description

Implementation of the RV-aware Monte Carlo sampler.

Definition in file MonteCarloSampler.cpp.