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Markov chain analysis is a key technique in formal verification. A practical obstacle is that all probabilities in Markov models need to be known. However, system quantities such as failure rates or packet loss ratios, etc. are often not --…

Logic in Computer Science · Computer Science 2023-11-08 Sebastian Junges , Erika Ábrahám , Christian Hensel , Nils Jansen , Joost-Pieter Katoen , Tim Quatmann , Matthias Volk

This paper surveys the analysis of parametric Markov models whose transitions are labelled with functions over a finite set of parameters. These models are symbolic representations of uncountable many concrete probabilistic models, each…

Logic in Computer Science · Computer Science 2022-07-15 Nils Jansen , Sebastian Junges , Joost-Pieter Katoen

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

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…

Logic in Computer Science · Computer Science 2018-11-05 Paul Gainer , Ernst Moritz Hahn , Sven Schewe

We present a new method for statistical verification of quantitative properties over a partially unknown system with actions, utilising a parameterised model (in this work, a parametric Markov decision process) and data collected from…

Machine Learning · Computer Science 2017-07-06 Elizabeth Polgreen , Viraj Wijesuriya , Sofie Haesaert , Alessandro Abate

This paper considers parametric Markov decision processes (pMDPs) whose transitions are equipped with affine functions over a finite set of parameters. The synthesis problem is to find a parameter valuation such that the instantiated pMDP…

Artificial Intelligence · Computer Science 2018-08-01 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for…

Statistics Theory · Mathematics 2013-02-04 Song X. Chen , Liang Peng , Cindy L. Yu

The analysis of parametrised systems is a growing field in verification, but the analysis of parametrised probabilistic systems is still in its infancy. This is partly because it is much harder: while there are beautiful cut-off results for…

Logic in Computer Science · Computer Science 2018-04-06 Paul Gainer , Ernst Moritz Hahn , Sven Schewe

In this paper we study possibilities of using hierarchical reasoning, symbol elimination and model generation for the verification of parametric systems, where the parameters can be constants or functions. Our goal is to automatically…

Logic in Computer Science · Computer Science 2019-10-14 Viorica Sofronie-Stokkermans

This paper presents a simple algorithm to check whether reachability probabilities in parametric Markov chains are monotonic in (some of) the parameters. The idea is to construct - only using the graph structure of the Markov chain and…

Logic in Computer Science · Computer Science 2019-07-22 Jip Spel , Sebastian Junges , Joost-Pieter Katoen

We present a new algorithm for the statistical model checking of Markov chains with respect to unbounded temporal properties, such as reachability and full linear temporal logic. The main idea is that we monitor each simulation run on the…

Logic in Computer Science · Computer Science 2016-03-04 Przemysław Daca , Thomas A. Henzinger , Jan Křetínský , Tatjana Petrov

We consider parametric Markov decision processes (pMDPs) that are augmented with unknown probability distributions over parameter values. The problem is to compute the probability to satisfy a temporal logic specification with any concrete…

Logic in Computer Science · Computer Science 2022-12-08 Thom Badings , Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

In this paper we investigate the applicability of standard model checking approaches to verifying properties in probabilistic programming. As the operational model for a standard probabilistic program is a potentially infinite parametric…

Programming Languages · Computer Science 2016-07-28 Nils Jansen , Christian Dehnert , Benjamin Lucien Kaminski , Joost-Pieter Katoen , Lukas Westhofen

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…

Logic in Computer Science · Computer Science 2018-06-14 Sebastian Arming , Ezio Bartocci , Krishnendu Chatterjee , Joost-Pieter Katoen , Ana Sokolova

Parametric Markov chains (pMCs) are Markov chains (MCs) with symbolic probabilities. A pMC encodes a family of MCs, where each member is obtained by replacing parameters with constants. The parameters allow encoding dependencies between…

Logic in Computer Science · Computer Science 2025-08-05 Linus Heck , Tim Quatmann , Jip Spel , Joost-Pieter Katoen , Sebastian Junges

Probabilistic model checking aims to prove whether a Markov decision process (MDP) satisfies a temporal logic specification. The underlying methods rely on an often unrealistic assumption that the MDP is precisely known. Consequently,…

Optimization and Control · Mathematics 2021-07-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

We provide a novel method for sensitivity analysis of parametric robust Markov chains. These models incorporate parameters and sets of probability distributions to alleviate the often unrealistic assumption that precise probabilities are…

Machine Learning · Computer Science 2023-05-03 Thom Badings , Sebastian Junges , Ahmadreza Marandi , Ufuk Topcu , Nils Jansen

Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…

Machine Learning · Statistics 2019-06-10 Maria I. Gorinova , Dave Moore , Matthew D. Hoffman

Parameter estimation is one of the most important tasks in statistics, and is key to helping people understand the distribution behind a sample of observations. Traditionally parameter estimation is done either by closed-form solutions…

Machine Learning · Computer Science 2024-03-04 Xiaoxin Yin , David S. Yin

We consider parametric version of fixed-delay continuous-time Markov chains (or equivalently deterministic and stochastic Petri nets, DSPN) where fixed-delay transitions are specified by parameters, rather than concrete values. Our goal is…

Performance · Computer Science 2016-04-18 Tomáš Brázdil , Ľuboš Korenčiak , Jan Krčál , Petr Novotný , Vojtěch Řehák
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