Related papers: Model Checking Markov Chains Against Unambiguous B…
Markov chain models are used in various fields, such behavioral sciences or econometrics. Although the goodness of fit of the model is usually assessed by large sample approximation, it is desirable to use conditional tests if the sample…
Complementation of nondeterministic B\"uchi automata (BAs) is an important problem in automata theory with numerous applications in formal verification, such as termination analysis of programs, model checking, or in decision procedures of…
Left-right and conjugation actions on matrix tuples have received considerable attention in theoretical computer science due to their connections with polynomial identity testing, group isomorphism, and tensor isomorphism. In this paper, we…
We propose polynomial-time algorithms to minimise labelled Markov chains whose transition probabilities are not known exactly, have been perturbed, or can only be obtained by sampling. Our algorithms are based on a new notion of an…
We provide the first solution for model-free reinforcement learning of {\omega}-regular objectives for Markov decision processes (MDPs). We present a constructive reduction from the almost-sure satisfaction of {\omega}-regular objectives to…
In this paper, we exhibit an irreducible Markov chain $M$ on the edge $k$-colorings of bipartite graphs based on certain properties of the solution space. We show that diameter of this Markov chain grows linearly with the number of edges in…
This paper presents a probabilistic model validation methodology for nonlinear systems in time-domain. The proposed formulation is simple, intuitive, and accounts both deterministic and stochastic nonlinear systems with parametric and…
We present a compositional model checking algorithm for Markov decision processes, in which they are composed in the categorical graphical language of string diagrams. The algorithm computes optimal expected rewards. Our theoretical…
We study one-sided and $\alpha$-correct sequential hypothesis testing for data generated by an ergodic Markov chain. The null hypothesis is that the unknown transition matrix belongs to a prescribed set $P$ of stochastic matrices, and the…
There is a scalability gap between probabilistic and non-probabilistic verification. Probabilistic model checking tools are based either on explicit engines or on (Multi-Terminal) Binary Decision Diagrams. These structures are complemented…
We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…
This paper proposes a quantum algorithm for Markov chain spectral gap estimation that is quasi-optimal (i.e., optimal up to a polylogarithmic factor) in the number of vertices for all parameters, and additionally quasi-optimal in the…
Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…
We study time-inhomogeneous Markov chains to obtain quantitative results on their asymptotic behavior. We use Poincar\'e, Nash, and logarithmic-Sobolev inequalities. We assume that our Markov chain admits a finite invariant measure at each…
Markov chain Monte Carlo (MCMC) sampling is an important and commonly used tool for the analysis of hierarchical models. Nevertheless, practitioners generally have two options for MCMC: utilize existing software that generates a black-box…
Probabilistic model checking mainly concentrates on techniques for reasoning about the probabilities of certain path properties or expected values of certain random variables. For the quantitative system analysis, however, there is also…
This paper presents a multinomial method for option pricing when the underlying asset follows an exponential Variance Gamma process. The continuous time Variance Gamma process is approximated by a discrete time Markov chain with the same…
Finite automata with weights in the max-plus semiring are considered. The main result is: it is decidable in an effective way whether a series that is recognized by a finitely ambiguous max-plus automaton is unambiguous, or is sequential. A…
Timed automata are a widely used formalism for specifying the discrete-state/continuous-time behavior of time-critical reactive systems. For the fundamental verification problem of comparing two timed automata, it has been shown that timed…
We consider Markov decision processes where the state of the chain is only given at chosen observation times and of a cost. Optimal strategies involve the optimisation of observation times as well as the subsequent action values. We…