# Stochastic Simulations¶

The whole generalized algorithm is based on the following paper by St-Onge et al.:

"Efficient sampling of spreading processes on complex networks using a composition and rejection algorithm", G.St-Onge, J.-G. Young, L. Hébert-Dufresne, and L. J. Dubé, Comput. Phys. Commun. 240, 30-37 (2019), http://arxiv.org/abs/1808.05859.

St-Onge et al. developed a simple and fast method called the rejection sampling algorithm. It's based on Gillespie's stochastic simulation algorithm, but instead of tediously keeping track of every possible event, their method introduces a maximal super set of events that contains processes that may not actually happen. When such an event is sampled, it is rejected but time is advanced anyway. This is a valid procedure because the method's underlying process is a Poisson process. Not constructing an entire correct event set saves time in bookkeeping.

Furthermore, St-Onge et al. introduced a tree-based data structure that allows fast sampling from the event super set. In fact, the simulations are tremendously sped up if you install their samplable set that epipack will use automatically if it succeeds at importing it (by default, if SamplableSet is not installed, epipack will fall back on a numpy-based internal MockSamplableSet that mimicks SamplableSet's behavior).

In the following, we describe how event set construction methods work in epipack.

## Node-Based Events¶

For StochasticEpiModels, processes are converted to node-based events. Here, the algorithm needs to know which events a node can take part in leading the active (transmitting) role or a transitioning role.

In this particular simulation framework, events are entirely node-based, in the sense that events can only happen based on compartments that nodes carry. This is not an approximation: link-based infection events are simply grouped together and associated with the infecting nodes.

Hence, node-based event tuples are only connected to single compartments. Two class attributes

• link_transmission_events, and

• node_transition_events

carry event tuples that classify transition descriptors. Each of these lists has $$N_c$$ entries (one for each compartment) and each entry has two elements. The first element is a $$N_\mathrm{events,C} \times 3$$ matrix where each row contains all three changes associated with one of $$N_\mathrm{events,C}$$ events. The second element is a single-row array that contains a rate value for each of the elements encoded in the first matrix.

This must be very confusing to read. Here is an example. Let's say we have diseases A and B and one type of susceptible compartment S such that

$\begin{split}A + S &\stackrel{\eta}{\longrightarrow} A + A\\ B + S &\stackrel{\eta}{\longrightarrow} B + B.\end{split}$

Also, A and B recover with different rates

$\begin{split}A &\stackrel{\rho_A}{\longrightarrow} S\\ B &\stackrel{\rho_B}{\longrightarrow} S.\end{split}$

Suppose we've set up a model like

model = StochasticEpiModel(['S', 'A', 'B'],N=1000)


Let's define the link transmission events first

model.set_link_transmission_processes([
("A", "S", eta, "A", "A"),
("B", "S", eta, "B", "B"),
])


Now, we assume that eta = 1.0. Consequently, model.link_transmission_events looks like this:

model.link_transmission_events = [
(),
(
array([ [1, 0, 1] ]),
array([ 1.0 ]),
),
(
array([ [2, 0, 2] ]),
array([ 1.0 ]),
),
]


The first entry of this list is an empty tuple. This is because susceptible nodes cannot infect anybody.

The second entry (second compartment is A) of this list is a 2-tuple. Its first element contains a matrix with a single row and three columns. The single row represents the single infection event a node of compartment A can cause. [1,0,1] represents the following infection event: A node of compartment 1 (represents A) coupled with a node of compartment 0 (represents S) lets S transition to A (compartment 0 to compartment 1, respectively). The array array([ 1.0 ]) contains the single rate with which this single event can take place.

Similarly, the third entry (associated with nodes of compartment B), contains the B + S event and concurrent infection rate.

Now, let's say $$\rho_A=1/2$$ and $$\rho_B=1/4$$ and we set the transition events:

model.set_node_transition_processes([
("A", rho_A, "S"),
("B", rho_B, "S"),
])


And we find model.node_transition_events to take the following shape:

[
(),
(
array([ [-1, 1, 0] ]),
array([ 0.5 ]),
),
(
array([ [-1, 2, 0] ]),
array([ 0.25 ]),
),
]


Again, susceptibles do not transition spontaneously. I.e. the first entry of this list is an empty tuple.

The second entry contains (a) a matrix that describes a single event (one row). This event is [-1, 1, 0]. The first -1 represents a non-existing infection compartment: the compartment 1 (represents A) transitions spontaneously to compartment 0 (represents S). Also, this second entry contains (b) an array with a single element: the recovery rate associated with this single transition event.

The third entry codifies the B -> S event in a similar manner.

The definitions of conditional transmission events work in a similar way. Instead of rates, the arrays on the second positions contain probabilities.

## Compartment-Based Events¶

After both node and link processes have been defined, they are zipped together to build model.node_and_link_events (in the internal method model._zip_events()).

This attribute looks similar to model.node_transition_events and model.link_transmission_events but event matrices are stacked and event rates are concatenated. Also, each compartment-tuple contains an additional entry where the range of all link events is encoded by means of two indices.

In our example, model.node_and_link_events looks like

[
(),
(
array([ [-1, 1, 0],
[ 1, 0, 1] ]),
array([ 0.5, 1.0 ]),
[ 1, 2 ],
),
(
array([ [-1, 2, 0],
[ 2, 0, 2] ]),
array([ 0.25, 1.0 ]),
[ 1, 2 ],
),
]


The algorithm saves the indices in order to scale the rate of these events with a node's out-degree.

Every time a node changes its compartment, the corresponding event set of this compartment is loaded from model.node_and_link_events, and the rate vector's entries in the range of the specified link event range will be scaled by the node's out-degree. The sum of this vector is then passed to the global event set. The vector itself is saved in model.node_event_probabilities. After the global event set has been sampled for an event and a node has been chosen, a specific node-event is sampled. If this event is a node event, it simply happens. If it is a link event, a random neighbor is sampled proportional to the corresponding link weight. If the neighbor has the right compartment, the infection event takes place and time is advanced. If the neighbor does not have the right compartment, the proposed event is rejected and time is advanced nevertheless.

One may wonder whether such a procedure truly reflects the spirit of the rejection algorithm. In the following we present an example that shows that this is indeed the case.

Let's discuss a test case where a single node of compartment A and index 0 can infect S-nodes with rate aS = 2.0 and B with rate aB = 0.5. Links are set up like

[
(0, 1, 10.0)
(0, 2, 1.0)
(0, 3, 1.0)
]


with nodal compartments

{
0: 'A',
1: 'S',
2: 'B',
3: 'B',
}


Now these are the true events that may happen:

[
( 1, '->', 'A', 20.0),
( 2, '->', 'A', 0.5),
( 3, '->', 'A', 0.5),
]


with total event rate 21.0.

However, these are the events epipack's algorithm assumes might happen (as per the rejection sampling algorithm):

[
(1, '->', 'A', 20.0),
(2, '->', 'A', 2.0),
(3, '->', 'A', 2.0),
(1, '->', 'B', 5.0),
(2, '->', 'B', 0.5),
(3, '->', 'B', 0.5),
]


with total rate 30.0.

In principle, the algorithm has to choose one of the events from this list and then reject it if can't happen (i.e. if the neighboring node of the chosen event does not have the correct compartment). Instead, what it does is to sample (i) a general event, i.e. either 'A' with rate 24.0 or 'B' with rate 6.0. Then, it samples (ii) a neighbor according to the link's weight that connects the origin node to this neighbor. If the neighbor has a compartment that fits with the previously sampled event, the event can take place. If not, the event is rejected, time is advanced, and a new event is sampled. This second method can be interpreted as deciding first from which bulk of this event super set we sample from and deciding for an event from this bulk afterwards:

# choose which of these bulks will be sampled from
# bulk A
[
(1, '->', 'A', 20.0),
(2, '->', 'A', 2.0),
(3, '->', 'A', 2.0),
]
# bulk B
[                       # if sampled from bulk B, a neighbor is chosen according to link weight
(1, '->', 'B', 5.0),  # => 1 -> probability = 5/6
(2, '->', 'B', 0.5),  # => 2 -> probability = 1/12
(3, '->', 'B', 0.5),  # => 3 -> probability = 1/12
]


Hence, it doesn't matter whether a single event is sampled from the entire list or whether it's decided first which bulk of this complete list the event will be chosen from. After a bulk has been sampled (i.e. by choosing the target compartment), only the link weight is important in determining which exact event is chosen.