"""Sequential test: stopping boundaries and path simulator. beta_theory(n, alpha) = 1 + log(2(1+n)/alpha) eq. (7) beta_practical(n, alpha) = log(1/alpha) eq. (8) tau = inf{ n >= 1 : n * KL_inf(q_hat_n, m_o) >= beta(n, alpha) } eq. (3) """ import math import numpy as np from core.klinf import ell, klinf_emp _HT_TOL = 1e-9 _SANDWICH_TOL = 1e-6 def beta_theory(n, alpha): return 1.0 + math.log(2.0 * (1.0 + n) / alpha) def beta_practical(n, alpha): return math.log(1.0 / alpha) def _beta_fn(beta_kind): if beta_kind == "theory": return beta_theory if beta_kind == "practical": return beta_practical raise ValueError(f"unknown beta_kind {beta_kind!r}") def run_path(rng, sampler, m_o, alphas, beta_kind, n_max, n_chunk=256): """Simulate one path, recording the first crossing n for every alpha in `alphas` on a single shared stream. Returns a dict keyed by alpha with tau, klinf/lam_star/sigma2 at tau and tau-1, and a censored flag.""" beta_fn = _beta_fn(beta_kind) # eq (11) bounds the '+' branch (m_o >= mean) by 1/(1-m_o); by the # mirrored argument the '-' branch (m_o < mean) is bounded by 1/m_o. ht_bound_plus = 1.0 / (1.0 - m_o) ht_bound_minus = 1.0 / m_o x = np.empty(n_max, dtype=float) n = 0 lam_prev = None prev_snapshot = None # (val, lam, sigma2) at n-1 pending = set(alphas) out = {} while n < n_max and pending: take = min(n_chunk, n_max - n) x[n:n + take] = sampler(rng, take) for i in range(take): n += 1 xk = x[:n] val, lam, case = klinf_emp(xk, m_o, lam_hint=lam_prev) lam_prev = lam if case == "interior" else None running_mean = float(np.mean(xk)) ht_bound = ht_bound_plus if m_o >= running_mean else ht_bound_minus assert val <= ht_bound + _HT_TOL, f"HT bound violated at n={n}: {val} > {ht_bound}" resid = ell(lam, xk, m_o) - val sigma2_hat = float(np.mean(resid ** 2)) snapshot = dict(n=n, klinf=val, lam_star=lam, sigma2=sigma2_hat) stat = n * val crossed_now = [] for a in list(pending): b = beta_fn(n, a) if stat >= b: crossed_now.append(a) for a in crossed_now: b_tau = beta_fn(n, a) if n >= 2 and prev_snapshot is not None: b_tau_m1 = beta_fn(n - 1, a) lower = b_tau / val if val > 0 else float("inf") upper = 1.0 + (b_tau_m1 / prev_snapshot["klinf"] if prev_snapshot["klinf"] > 0 else float("inf")) assert lower - _SANDWICH_TOL <= n < upper + _SANDWICH_TOL, \ f"eq(17) sandwich violated at tau={n}, alpha={a}: {lower} <= {n} < {upper}" out[a] = dict( tau=n, censored=False, klinf_tau=snapshot["klinf"], lam_star_tau=snapshot["lam_star"], sigma2_tau=snapshot["sigma2"], klinf_tau_m1=(prev_snapshot["klinf"] if prev_snapshot else None), lam_star_tau_m1=(prev_snapshot["lam_star"] if prev_snapshot else None), sigma2_tau_m1=(prev_snapshot["sigma2"] if prev_snapshot else None), ) pending.discard(a) prev_snapshot = snapshot if not pending: break for a in pending: out[a] = dict(tau=n, censored=True, klinf_tau=None, lam_star_tau=None, sigma2_tau=None, klinf_tau_m1=None, lam_star_tau_m1=None, sigma2_tau_m1=None) for a in out: if "censored" not in out[a]: out[a]["censored"] = False return out