Related papers: Model Checking Markov Chains Against Unambiguous B…
Markov automata combine non-determinism, probabilistic branching, and exponentially distributed delays. This compositional variant of continuous-time Markov decision processes is used in reliability engineering, performance evaluation and…
Verifying traces of systems is a central topic in formal verification. We study model checking of Markov chains (MCs) against temporal properties represented as (finite) automata. For instance, given an MC and a deterministic finite…
The aim of this paper is to propose a methodology for testing general hypothesis in a Markovian setting with random sampling. A discrete Markov chain X is observed at random time intervals $\tau$ k, assumed to be iid with unknown…
We introduce bounds on the finite-time performance of Markov chain Monte Carlo algorithms in approaching the global solution of stochastic optimization problems over continuous domains. A comparison with other state-of-the-art methods…
In the design of probabilistic timed systems, bounded requirements concerning behaviour that occurs within a given time, energy, or more generally cost budget are of central importance. Traditionally, such requirements have been…
A polynomial-time exact algorithm for counting the number of directed acyclic graphs in a Markov equivalence class was recently given by Wien\"obst, Bannach, and Li\'skiewicz (AAAI 2021). In this paper, we consider the more general problem…
We study \emph{multiplicity equivalence} testing of automata over partially commutative monoids (pc monoids) and show efficient algorithms in special cases, exploiting the structure of the underlying non-commutation graph of the monoid.…
A notion of branch-width, which generalizes the one known for graphs, can be defined for matroids. We first give a proof of the polynomial time model-checking of monadic second-order formulas on representable matroids of bounded…
Propositional Projection Temporal Logic (PPTL) is a useful formalism for reasoning about period of time in hardware and software systems and can handle both sequential and parallel compositions. In this paper, based on discrete time Markov…
We study the problem of identity testing of markov chains. In this setting, we are given access to a single trajectory from a markov chain with unknown transition matrix $Q$ and the goal is to determine whether $Q = P$ for some known matrix…
In this paper we present an algorithm for pricing barrier options in one-dimensional Markov models. The approach rests on the construction of an approximating continuous-time Markov chain that closely follows the dynamics of the given…
In this paper, we consider algorithms to decide the existence of strategies in MDPs for Boolean combinations of objectives. These objectives are omega-regular properties that need to be enforced either surely, almost surely, existentially,…
Many applications, including rank aggregation, crowd-labeling, and graphon estimation, can be modeled in terms of a bivariate isotonic matrix with unknown permutations acting on its rows and/or columns. We consider the problem of estimating…
In recent years probabilistic model checking has become an important area of research because of the diffusion of computational systems of stochastic nature. Despite its great success, standard probabilistic model checking suffers the…
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…
Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…
We study a simple Markov chain, the switch chain, on the set of all perfect matchings in a bipartite graph. This Markov chain was proposed by Diaconis, Graham and Holmes as a possible approach to a sampling problem arising in Statistics. We…
In this paper, we study the concentration properties of quadratic forms associated with Markov chains using the martingale decomposition method introduced by Atchad\'e and Cattaneo (2014). In particular, we derive concentration inequalities…
The B\"uchi non-emptiness problem for timed automata refers to deciding if a given automaton has an infinite non-Zeno run satisfying the B\"uchi accepting condition. The standard solution to this problem involves adding an auxiliary clock…
We address the problem of determining if a discrete time switched consensus system converges for any switching sequence and that of determining if it converges for at least one switching sequence. For these two problems, we provide…