squiggle.c

Self-contained Monte Carlo estimation in C99
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example.c (4442B)


      1 #include "../../../squiggle.h"
      2 #include <math.h>
      3 #include <stdint.h>
      4 #include <stdio.h>
      5 #include <stdlib.h>
      6 
      7 double sample_fermi_logspace(uint64_t * seed)
      8 {
      9     // Replicate <https://arxiv.org/pdf/1806.02404.pdf>, and in particular the red line in page 11.
     10     // You can see a simple version of this function in naive.c in this same folder
     11     double log_rate_of_star_formation = sample_uniform(log(1), log(100), seed);
     12     double log_fraction_of_stars_with_planets = sample_uniform(log(0.1), log(1), seed);
     13     double log_number_of_habitable_planets_per_star_system = sample_uniform(log(0.1), log(1), seed);
     14 
     15     double log_rate_of_life_formation_in_habitable_planets = sample_normal(1, 50, seed);
     16     double log_fraction_of_habitable_planets_in_which_any_life_appears;
     17     /* 
     18         Consider:
     19         a = underlying normal 
     20         b = rate_of_life_formation_in_habitable_planets = exp(underlying normal) = exp(a)
     21         c = 1 - exp(-b) = fraction_of_habitable_planets_in_which_any_life_appears
     22         d = log(c)
     23 
     24         Looking at the Taylor expansion for c = 1 - exp(-b), it's 
     25         b - b^2/2 + b^3/6 - x^b/24, etc.
     26         <https://www.wolframalpha.com/input?i=1-exp%28-x%29>
     27         When b ~ 0 (as is often the case), this is close to b.
     28 
     29         But now, if b ~ 0, c ~ b
     30         and d = log(c) ~ log(b) = log(exp(a)) = a
     31 
     32         Now, we could play around with estimating errors,
     33         and indeed if we want b^2/2 = exp(a)^2/2 < 10^(-n), i.e., to have n decimal digits of precision,
     34         we could compute this as e.g., a < (nlog(10) + log(2))/2
     35         so for example if we want ten digits of precision, that's a < -11
     36         
     37         Empirically, the two numbers as calculated in C do become really close around 11 or so, 
     38         and at 38 that calculation results in a -inf (so probably a floating point error or similar.)
     39         So we should be using that formula for somewhere between -38 << a < -11
     40 
     41         I chose -16 as a happy medium after playing around with 
     42         double invert(double x){
     43             return log(1-exp(-exp(-x)));
     44         }
     45         for(int i=0; i<64; i++){
     46             double j = i;
     47             printf("for %lf, log(1-exp(-exp(-x))) is calculated as... %lf\n", j, invert(j));
     48         }
     49         and <https://www.wolframalpha.com/input?i=log%281-exp%28-exp%28-16%29%29%29>
     50     */
     51     if (log_rate_of_life_formation_in_habitable_planets < -16) {
     52         log_fraction_of_habitable_planets_in_which_any_life_appears = log_rate_of_life_formation_in_habitable_planets;
     53     } else {
     54         double rate_of_life_formation_in_habitable_planets = exp(log_rate_of_life_formation_in_habitable_planets);
     55         double fraction_of_habitable_planets_in_which_any_life_appears = -expm1(-rate_of_life_formation_in_habitable_planets);
     56         log_fraction_of_habitable_planets_in_which_any_life_appears = log(fraction_of_habitable_planets_in_which_any_life_appears);
     57     }
     58 
     59     double log_fraction_of_planets_with_life_in_which_intelligent_life_appears = sample_uniform(log(0.001), log(1), seed);
     60     double log_fraction_of_intelligent_planets_which_are_detectable_as_such = sample_uniform(log(0.01), log(1), seed);
     61     double log_longevity_of_detectable_civilizations = sample_uniform(log(100), log(10000000000), seed);
     62 
     63     double log_n = 
     64         log_rate_of_star_formation + 
     65         log_fraction_of_stars_with_planets + 
     66         log_number_of_habitable_planets_per_star_system + 
     67         log_fraction_of_habitable_planets_in_which_any_life_appears + 
     68         log_fraction_of_planets_with_life_in_which_intelligent_life_appears + 
     69         log_fraction_of_intelligent_planets_which_are_detectable_as_such + 
     70         log_longevity_of_detectable_civilizations;
     71     return log_n;
     72 }
     73 
     74 double sample_are_we_alone_logspace(uint64_t * seed)
     75 {
     76     double log_n = sample_fermi_logspace(seed);
     77     return ((log_n > 0) ? 1 : 0);
     78     // log_n > 0 => n > 1
     79 }
     80 
     81 
     82 int main()
     83 {
     84 
     85     // set randomness seed
     86     uint64_t* seed = malloc(sizeof(uint64_t));
     87     *seed = 1001; // xorshift can't start with a seed of 0
     88 
     89     double logspace_fermi_proportion = 0;
     90     int n_samples = 1000 * 1000;
     91     for (int i = 0; i < n_samples; i++) {
     92         double result = sample_are_we_alone_logspace(seed);
     93         logspace_fermi_proportion += result;
     94     }
     95     double p_not_alone = logspace_fermi_proportion / n_samples;
     96     printf("Probability that we are not alone: %lf (%.lf%%)\n", p_not_alone, p_not_alone * 100);
     97 
     98     free(seed);
     99 }