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Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…

Logic in Computer Science · Computer Science 2018-06-12 Dimitrios Milios , Guido Sanguinetti , David Schnoerr

We present an offline, iterated particle filter to facilitate statistical inference in general state space hidden Markov models. Given a model and a sequence of observations, the associated marginal likelihood L is central to…

Computation · Statistics 2016-06-16 Pieralberto Guarniero , Adam M. Johansen , Anthony Lee

The vast majority of work in self-supervised learning, both theoretical and empirical (though mostly the latter), have largely focused on recovering good features for downstream tasks, with the definition of "good" often being intricately…

Machine Learning · Computer Science 2022-02-21 Bingbin Liu , Daniel Hsu , Pradeep Ravikumar , Andrej Risteski

We study the computation of lower and upper probabilities of hitting a target set of states for imprecise Markov chains, where transition uncertainty is modelled by a convex set of transition matrices. In the precise case, hitting…

Probability · Mathematics 2026-03-18 Marco Sangalli , Erik Quaeghebeur , Thomas Krak

Probabilistic Computation Tree Logic (PCTL) is frequently used to formally specify control objectives such as probabilistic reachability and safety. In this work, we focus on model checking PCTL specifications statistically on Markov…

Machine Learning · Computer Science 2020-04-23 Yu Wang , Nima Roohi , Matthew West , Mahesh Viswanathan , Geir E. Dullerud

Inference for continuous-time Markov chains (CTMCs) becomes challenging when the process is only observed at discrete time points. The exact likelihood is intractable, and existing methods often struggle even in medium-dimensional…

Methodology · Statistics 2025-07-23 Tao Tang , Lachlan Astfalck , David Dunson

We study the optimal design of stealthy attacks against partially observed linear control systems. We first propose a novel likelihood-based detection mechanism derived from the innovation process, based on which we quantify stealthiness…

Optimization and Control · Mathematics 2026-05-12 Haosheng Zhou , Ruimeng Hu

Statistical model checking is a class of sequential algorithms that can verify specifications of interest on an ensemble of cyber-physical systems (e.g., whether 99% of cars from a batch meet a requirement on their energy efficiency). These…

Machine Learning · Computer Science 2022-06-29 Yu Wang , Hussein Sibai , Mark Yen , Sayan Mitra , Geir E. Dullerud

We present a novel method for computing reachability probabilities of parametric discrete-time Markov chains whose transition probabilities are fractions of polynomials over a set of parameters. Our algorithm is based on two key…

Software Engineering · Computer Science 2014-03-28 Nils Jansen , Florian Corzilius , Matthias Volk , Ralf Wimmer , Erika Ábrahám , Joost-Pieter Katoen , Bernd Becker

Probabilistic modeling is cyclical: we specify a model, infer its posterior, and evaluate its performance. Evaluation drives the cycle, as we revise our model based on how it performs. This requires a metric. Traditionally, predictive…

Machine Learning · Statistics 2016-05-25 Alp Kucukelbir , David M. Blei

Spectral methods have proven to be a highly effective tool in understanding the intrinsic geometry of a high-dimensional data set $\left\{x_i \right\}_{i=1}^{n} \subset \mathbb{R}^d$. The key ingredient is the construction of a Markov chain…

Discrete Mathematics · Computer Science 2014-11-07 Stefan Steinerberger

We consider probabilistic systems with hidden state and unobservable transitions, an extension of Hidden Markov Models (HMMs) that in particular admits unobservable {\epsilon}-transitions (also called null transitions), allowing state…

Machine Learning · Computer Science 2022-05-30 Rebecca Bernemann , Barbara König , Matthias Schaffeld , Torben Weis

Interpretability is often pointed out as a key requirement for trustworthy machine learning. However, learning and releasing models that are inherently interpretable leaks information regarding the underlying training data. As such…

Artificial Intelligence · Computer Science 2024-04-04 Julien Ferry , Ulrich Aïvodji , Sébastien Gambs , Marie-José Huguet , Mohamed Siala

Timing side-channels are an important threat to cryptography that still needs to be addressed in implementations, and the advent of post-quantum cryptography raises this issue because the lattice-based schemes may produce secret-dependent…

Cryptography and Security · Computer Science 2025-12-30 Aayush Mainali , Sirjan Ghimire

Given two labelled Markov decision processes (MDPs), the trace-refinement problem asks whether for all strategies of the first MDP there exists a strategy of the second MDP such that the induced labelled Markov chains are trace-equivalent.…

Logic in Computer Science · Computer Science 2023-06-22 Nathanaël Fijalkow , Stefan Kiefer , Mahsa Shirmohammadi

Automata expressiveness is an essential feature in understanding which of the formalisms available should be chosen for modelling a particular problem. Probabilistic and stochastic automata are suitable for modelling systems exhibiting…

Logic in Computer Science · Computer Science 2019-03-19 Valentin Bura , Tim French , Mark Reynolds

Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…

Machine Learning · Statistics 2026-04-21 Giosue Migliorini , Padhraic Smyth

Conformal Test Martingales (CTMs) are a standard method within the Conformal Prediction framework for testing the crucial assumption of data exchangeability by monitoring deviations from uniformity in the p-value sequence. Although…

Machine Learning · Statistics 2026-01-23 Johan Hallberg Szabadváry

Timing leaks in timed automata (TA) can occur whenever an attacker is able to deduce a secret by observing some timed behaviour. In execution-time opacity, the attacker aims at deducing whether a private location was visited, by observing…

Cryptography and Security · Computer Science 2025-07-29 Étienne André , Marie Duflot , Laetitia Laversa , Engel Lefaucheux

The Pairwise Markov Chain (PMC) is a probabilistic graphical model extending the well-known Hidden Markov Model. This model, although highly effective for many tasks, has been scarcely utilized for continuous value prediction. This is…

Machine Learning · Statistics 2025-08-12 Elie Azeraf