English

Property-driven State-Space Coarsening for Continuous Time Markov Chains

Systems and Control 2016-11-01 v2 Machine Learning

Abstract

Dynamical systems with large state-spaces are often expensive to thoroughly explore experimentally. Coarse-graining methods aim to define simpler systems which are more amenable to analysis and exploration; most current methods, however, focus on a priori state aggregation based on similarities in transition rates, which is not necessarily reflected in similar behaviours at the level of trajectories. We propose a way to coarsen the state-space of a system which optimally preserves the satisfaction of a set of logical specifications about the system's trajectories. Our approach is based on Gaussian Process emulation and Multi-Dimensional Scaling, a dimensionality reduction technique which optimally preserves distances in non-Euclidean spaces. We show how to obtain low-dimensional visualisations of the system's state-space from the perspective of properties' satisfaction, and how to define macro-states which behave coherently with respect to the specifications. Our approach is illustrated on a non-trivial running example, showing promising performance and high computational efficiency.

Keywords

Cite

@article{arxiv.1606.01111,
  title  = {Property-driven State-Space Coarsening for Continuous Time Markov Chains},
  author = {Michalis Michaelides and Dimitrios Milios and Jane Hillston and Guido Sanguinetti},
  journal= {arXiv preprint arXiv:1606.01111},
  year   = {2016}
}

Comments

16 pages, 6 figures, 1 table

R2 v1 2026-06-22T14:17:00.099Z