pyregg 0.2.12

Rare-event simulation for random geometric graphs via importance sampling

pyregg

Rare-event simulation for random geometric graphs.

pyregg estimates the probability of rare events in Gilbert random geometric graphs using three estimators: Naïve Monte Carlo (NMC), Conditional Monte Carlo (CMC), and Importance Sampling (IS).

Installation

pip install pyregg

Rare Events

Module	Rare Event
pyregg.ec	Edge count ≤ ℓ
pyregg.md	Maximum degree ≤ ℓ
pyregg.mcc	Maximum connected component size ≤ ℓ
pyregg.ntg	Number of triangles ≤ ℓ
pyregg.mcs	Maximum clique size ≤ ℓ
pyregg.planar	Graph is planar
pyregg.forest	Graph is a forest (acyclic)

Quick Start

Each module is directly callable with an optional method argument ('ismc' by default). All calls return (probability, rel_variance, n_samples).

import pyregg.ec as ec

# Estimate P(EC(G(X)) ≤ 15) on [0,10]² with κ=0.3, r=1
Z, RV, n = ec(wind_len=10, kappa=0.3, int_range=1.0, level=15)
print(f"P ≈ {Z:.4e}  (relative variance {RV:.2f},  {n} samples)")

import pyregg.planar as planar

# Estimate P(G(X) is planar) on [0,10]² with κ=1.2, r=1
Z, RV, n = planar(wind_len=10, kappa=1.2, int_range=1.0)
print(f"P ≈ {Z:.4e}  (relative variance {RV:.2f},  {n} samples)")

import pyregg.forest as forest

# Estimate P(G(X) is a forest) on [0,10]² with κ=0.3, r=1
Z, RV, n = forest(wind_len=10, kappa=0.3, int_range=1.0)
print(f"P ≈ {Z:.4e}  (relative variance {RV:.2f},  {n} samples)")

API

Calling a module

module(wind_len, kappa, int_range, [level,] method='ismc', **kwargs)

method selects the estimator: 'ismc' (Importance Sampling, default), 'cmc' (Conditional Monte Carlo), or 'nmc' (Naïve Monte Carlo). **kwargs are forwarded to the chosen estimator (e.g. grid_res, tol).

The three estimators are also available as named functions: module.naive_mc(...), module.conditional_mc(...), module.importance_sampling(...).

Common parameters

Parameter	Description
wind_len	Side length of the square window [0, wind_len]²
kappa	Intensity of the Poisson point process (points per unit area)
int_range	Connection radius — two points are connected if their distance ≤ int_range
level	Threshold ℓ (not used for planar or forest)
method	Estimator: 'ismc' (default), 'cmc', or 'nmc'
grid_res	IS grid cells per interaction-range interval; total cells = (wind_len / int_range × grid_res)² (IS only, default 10)
max_iter	Maximum number of samples (default 10⁸)
warm_up	Minimum samples before checking convergence
tol	Stop when relative variance / n < tol (default 0.001)

Estimators

'ismc' (default) — Sequential point addition with cells that would violate the rare event blocked; likelihood-ratio correction ensures unbiasedness.

'cmc' — Sequential point addition with analytic conditioning at each step.

'nmc' — Independent realisations; fraction satisfying the rare event.

Dependencies

Python  >= 3.10
NumPy   >= 1.24
SciPy   >= 1.10
Numba   >= 0.57
NetworkX >= 3.0

References

• S. Moka, C. Hirsch, V. Schmidt & D. P. Kroese (2025). Efficient Rare-Event Simulation for Random Geometric Graphs via Importance Sampling. arXiv:2504.10530. https://arxiv.org/abs/2504.10530

• C. Hirsch, S. B. Moka, T. Taimre & D. P. Kroese (2022). Rare Events in Random Geometric Graphs. Methodology and Computing in Applied Probability, 24, 1367–1383. https://link.springer.com/article/10.1007/s11009-021-09857-7