Efficiently simulating discrete-state models with binary decision trees
Lester C., Baker RE., Yates CA.
Stochastic simulation algorithms (SSAs) are widely used to numerically investigate the properties of stochastic, discrete-state models. The Gillespie Direct Method is the pre-eminent SSA, and is widely used to generate sample paths of so-called agent-based or individual-based models. However, the simplicity of the Gillespie Direct Method often renders it impractical where large-scale models are to be analysed in detail. In this work, we carefully modify the Gillespie Direct Method so that it uses a customised binary decision tree to trace out sample paths of the model of interest. We show that a decision tree can be constructed to exploit the specific features of the chosen model. Specifically, the events that underpin the model are placed in carefully-chosen leaves of the decision tree in order to minimise the work required to keep the tree up-to-date. The computational efficencies that we realise can provide the apparatus necessary for the investigation of large-scale, discrete-state models that would otherwise be intractable. Two case studies are presented to demonstrate the efficiency of the method.