A Bifurcation Monte Carlo Scheme for Rare Event Simulation

TL;DR

This paper introduces a bifurcation Monte Carlo scheme for efficiently estimating rare event probabilities, demonstrated on a double well potential problem using advanced sampling techniques.

Contribution

The paper presents a novel bifurcation Monte Carlo method combined with Crooks-Chandler sampling and parallel tempering for rare event simulation.

Findings

Accurately estimates transition rates in a double well potential

Combines bifurcation approach with advanced sampling techniques

Demonstrates effectiveness on complex potential problems

Abstract

The bifurcation method is a way to do rare event sampling -- to estimate the probability of events that are too rare to be found by direct simulation. We describe the bifurcation method and use it to estimate the transition rate of a double well potential problem. We show that the associated constrained path sampling problem can be addressed by a combination of Crooks-Chandler sampling and parallel tempering and marginalization.