Dynamic-programming Doob sampler for exact rare-event conditioning / results.json
Unverified
1{
2 "probability_and_normalization": [
3 {
4 "T": 9,
5 "event_probability": 0.001953125,
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21 {
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27 {
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31 "predicted_probability": 0.9999994182220977
32 }
33 ],
34 "terminal_constraint": [
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39 },
40 {
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50 {
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55 {
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58 "mean_final_state": 9.0
59 }
60 ],
61 "path_law_check": {
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63 "sample_count": 20000,
64 "sampled_terminal_violations": 0,
65 "exact_conditioned_paths": 220,
66 "empirical_exact_path_TV": 0.038461204013378
67 },
68 "message_error_scaling": [
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74 {
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100 "rare_event_cost": [
101 {
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103 "event_probability": 0.001953125,
104 "doob_transitions_per_sample": 9,
105 "rejection_draws_per_sample": 501.20933333333335,
106 "predicted_rejection_1_over_p": 512.0
107 },
108 {
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114 },
115 {
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120 "predicted_rejection_1_over_p": 1953124.999999999
121 },
122 {
123 "q": 0.1,
124 "event_probability": 1.0000000000000005e-09,
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126 "rejection_draws_per_sample": 978908129.359,
127 "predicted_rejection_1_over_p": 999999999.9999995
128 }
129 ]
130}