Conditional-path Monte Carlo for rare stochastic dynamics on networks: Details and derivations

Abstract

The simulation of rare macroscopic events in stochastic network dynamics, such as widespread epidemic outbreaks, cascading failures in communication networks, or the escape from metastable states in many-body systems, is severely hindered by methodological challenges like catastrophic rejection rates, weight degeneracy, genealogical correlations, and critical slowing down inherent to standard forward-time algorithms, splitting methods, and transition-path sampling. Conditional-path Monte Carlo (CPMC) overcomes these limitations by employing non-local Swendsen-Wang-like cluster updates that operate directly on full-system trajectories. Serving as the technical companion to [Sun, Moody, and Barthel, arXiv:2608.16171], this paper provides the rigorous mathematical foundations and algorithmic details underlying the CPMC framework. We formally define the joint path-graph probability weights and derive the transition and uniformization sum rules that guarantee detailed balance. Applying the framework to susceptible-infectious-susceptible (SIS) models, we systematically construct and optimize single-node and edge graph vertex sets specifically designed to prevent lock avalanches and maintain the structural mobility of the epidemic trunk. Furthermore, we detail a dynamic programming scheme to exactly implement complex boundary conditions - including patient-zero and macroscopic outbreak-size constraints - enabling the rejection-free generation of valid trajectories. Finally, we assess the computational complexity of the algorithm, describe parallelization strategies, and validate CPMC against exact solutions for dynamics on small networks.

16+2 pages, 5 figures