Probabilistic sampling using search trees constrained by heuristic bounds

Abstract

Markov Chain Monte Carlo (MCMC) sampling of elements of a domain to be sampled is performed to generate a set of samples. The MCMC sampling is performed over a search tree of decision sequences representing the domain to be sampled and having terminal nodes corresponding to elements of the domain. In some embodiments the MCMC sampling is performed by Metropolis-Hastings (MH) sampling. The MCMC sampling is constrained using a bound on nodes of the search tree. The constraint may entail detecting a node whose bound value ensures that an acceptable element cannot be identified by continuing traversal of the tree past that node, and terminating the traversal in response. The constraint may entail selecting a node to serve as a starting node for a sampling attempt in accordance with a statistical promise distribution indicating likelihood that following a decision sequence rooted at the node will identify an acceptable element.

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