Counting with Combined Splitting and Capture–Recapture Methods

We apply the splitting method to three well-known counting problems, namely 3-SAT, random graphs with prescribed degrees, and binary contingency tables. We present an enhanced version of the splitting method based on the capture-recapture technique, and show by experiments the superiority of this technique for SAT problems in terms of variance of the associated estimators, and speed of the algorithms.

[1]  J. Gentle Simulation and the Monte Carlo Method, 2nd edition by RUBINSTEIN, R. Y. and KROESE, D. P. , 2008 .

[2]  Salil P. Vadhan,et al.  Computational Complexity , 2005, Encyclopedia of Cryptography and Security.

[3]  D. Rubin,et al.  Inference from Iterative Simulation Using Multiple Sequences , 1992 .

[4]  Dirk P. Kroese,et al.  Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics) , 1981 .

[5]  Peter W. Glynn,et al.  Stochastic Simulation: Algorithms and Analysis , 2007 .

[6]  Dirk P. Kroese,et al.  Efficient Monte Carlo simulation via the generalized splitting method , 2012, Stat. Comput..

[7]  R. Rubinstein Randomized Algorithms with Splitting: Why the Classic Randomized Algorithms Do Not Work and How to Make them Work , 2010 .

[8]  Bart Selman,et al.  Model Counting , 2021, Handbook of Satisfiability.

[9]  Vibhav Gogate,et al.  Approximate Counting by Sampling the Backtrack-free Search Space , 2007, AAAI.

[10]  Viatcheslav B. Melas On the efficiency of the splitting and roulette approach for sensitivity analysis , 1997, WSC '97.

[11]  George A. F. Seber,et al.  The Effects of Trap Response on Tag Recapture Estimates , 1970 .

[12]  Leslie G. Valiant,et al.  The Complexity of Computing the Permanent , 1979, Theor. Comput. Sci..

[13]  Dirk P. Kroese,et al.  An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting , 2008 .

[14]  F. Cérou,et al.  Adaptive Multilevel Splitting for Rare Event Analysis , 2007 .

[15]  Bruno Tuffin,et al.  Rare events, splitting, and quasi-Monte Carlo , 2007, TOMC.

[16]  Marnix J. J. Garvels A combined splitting—cross entropy method for rare-event probability estimation of queueing networks , 2011, Ann. Oper. Res..

[17]  Paul Glasserman,et al.  Multilevel Splitting for Estimating Rare Event Probabilities , 1999, Oper. Res..

[18]  Marnix J. J. Garvels,et al.  The splitting method in rare event simulation , 2000 .

[19]  Bart Selman,et al.  A New Approach to Model Counting , 2005, SAT.

[20]  Reuven Y. Rubinstein,et al.  Simulation and the Monte Carlo method , 1981, Wiley series in probability and mathematical statistics.

[21]  Persi Diaconis,et al.  A Sequential Importance Sampling Algorithm for Generating Random Graphs with Prescribed Degrees , 2011, Internet Math..

[22]  Daniel Rudoy,et al.  Rare Event Simulation and Counting Problems , 2009, Rare Event Simulation using Monte Carlo Methods.

[23]  Agnès Lagnoux-Renaudie A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis , 2009, Journal of Applied Probability.

[24]  Yuguo Chen,et al.  Sequential Monte Carlo Methods for Statistical Analysis of Tables , 2005 .