Related papers: Model Checking CSL for Markov Population Models
Binary decision diagrams can compactly represent vast sets of states, mitigating the state space explosion problem in model checking. Probabilistic systems, however, require multi-terminal diagrams storing rational numbers. They are…
The simplest, and most common, stochastic model for population processes, including those from biochemistry and cell biology, are continuous time Markov chains. Simulation of such models is often relatively straightforward as there are…
Many problems of practical interest rely on Continuous-time Markov chains~(CTMCs) defined over combinatorial state spaces, rendering the computation of transition probabilities, and hence probabilistic inference, difficult or impossible…
This paper surveys various results about Markov chains on general (non-countable) state spaces. It begins with an introduction to Markov chain Monte Carlo (MCMC) algorithms, which provide the motivation and context for the theory which…
We introduce a continuous-time Markov chain framework for estimating population size from multi-list data, which allows directional interactions to be modelled and can accommodate absorbing lists, such as death records, or more general data…
Many state of the art methods for the thermodynamic and kinetic characterization of large and complex biomolecular systems by simulation rely on ensemble approaches, where data from large numbers of relatively short trajectories are…
We consider qualitative and quantitative verification problems for infinite-state Markov chains. We call a Markov chain decisive w.r.t. a given set of target states F if it almost certainly eventually reaches either F or a state from which…
In a software product line (SPL), a collection of software products is defined by their commonalities in terms of features rather than explicitly specifying all products one-by-one. Several verification techniques were adapted to establish…
Parametric Markov chains occur quite naturally in various applications: they can be used for a conservative analysis of probabilistic systems (no matter how the parameter is chosen, the system works to specification); they can be used to…
Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…
We introduce the problem of formally verifying properties of Markov processes where the parameters are given by the output of machine learning models. For a broad class of machine learning models, including linear models, tree-based models,…
This tutorial paper presents a hands-on perspective on probabilistic model checking with the Storm model checker. Storm is a decade-old model checker that excels in performance and a rich Python-based ecosystem, which makes it easy to…
Nonlinear non-Gaussian state-space models are ubiquitous in statistics, econometrics, information engineering and signal processing. Particle methods, also known as Sequential Monte Carlo (SMC) methods, provide reliable numerical…
State-space models (SSM) with Markov switching offer a powerful framework for detecting multiple regimes in time series, analyzing mutual dependence and dynamics within regimes, and asserting transitions between regimes. These models…
Conditionally Markov (CM) sequences are powerful mathematical tools for modeling problems. One class of CM sequences is the reciprocal sequence. In application, we need not only CM dynamic models, but also know how to design model…
A state-space model is a time-series model that has an unobserved latent process from which we take noisy measurements over time. The observations are conditionally independent given the latent process and the latent process itself is…
We introduce an efficient parametric model checking (ePMC) method for the analysis of reliability, performance and other quality-of-service (QoS) properties of software systems. ePMC speeds up the analysis of parametric Markov chains…
State Space Models (SSMs) and Hidden Markov Models (HMMs) are foundational frameworks for modeling sequential data with latent variables and are widely used in signal processing, control theory, and machine learning. Despite their shared…
We consider conditional tests for non-negative discrete exponential families. We develop two Markov Chain Monte Carlo (MCMC) algorithms which allow us to sample from the conditional space and to perform approximated tests. The first…
We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…