Related papers: Probabilistic Failure Analysis in Model Validation…
Even competent programmers make mistakes. Automatic verification can detect errors, but leaves the frustrating task of finding the erroneous line of code to the user. This paper presents an automatic approach for identifying potential error…
Markov decision processes model systems subject to nondeterministic and probabilistic uncertainty. A plethora of verification techniques addresses variations of reachability properties, such as: Is there a scheduler resolving the…
The paper investigates the problems of quickest change detection in Markov models and hidden Markov models (HMMs). Sequential observations are taken from a (hidden) Markov model. At some unknown time, an event occurs in the system and…
Estimating the probability of failure is a critical step in developing safety-critical autonomous systems. Direct estimation methods such as Monte Carlo sampling are often impractical due to the rarity of failures in these systems. Existing…
The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series. Numerous studies have explored the improvement…
We present and analyse three online algorithms for learning in discrete Hidden Markov Models (HMMs) and compare them with the Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalisation error we draw…
Model-based safety analysis approaches aim at finding critical failure combinations by analysis of models of the whole system (i.e. software, hardware, failure modes and environment). The advantage of these methods compared to traditional…
It is important to predict any adversarial attacks and their types to enable effective defense systems. Often it is hard to label such activities as malicious ones without adequate analytical reasoning. We propose the use of Hidden Markov…
Fault localization is to identify faulty source code. It could be done on various granularities, e.g., classes, methods, and statements. Most of the automated fault localization (AFL) approaches are coarse-grained because it is challenging…
Hidden Markov Models (HMMs) are fundamental for modeling sequential data, yet learning their parameters from observations remains challenging. Classical methods like the Baum-Welch algorithm are computationally intensive and prone to local…
Despite the proven applicability of the statistical methods in automatic fault localization, these approaches are biased by data collected from different executions of the program. This biasness could result in unstable statistical models…
Model stealing, where a learner tries to recover an unknown model via carefully chosen queries, is a critical problem in machine learning, as it threatens the security of proprietary models and the privacy of data they are trained on. In…
Online auction, shopping, electronic billing etc. all such types of application involves problems of fraudulent transactions. Online fraud occurrence and its detection is one of the challenging fields for web development and online phantom…
Non-homogeneous hidden Markov models (NHHMM) are a subclass of dependent mixture models used for semi-supervised learning, where both transition probabilities between the latent states and mean parameter of the probability distribution of…
This paper presents a method for predicting stock returns using principal component analysis (PCA) and the hidden Markov model (HMM) and tests the results of trading stocks based on this approach. Principal component analysis is applied to…
Multistate Markov models are a canonical parametric approach for data modeling of observed or latent stochastic processes supported on a finite state space. Continuous-time Markov processes describe data that are observed irregularly over…
In recent years, several probabilistic techniques have been applied to various debugging problems. However, most existing probabilistic debugging systems use relatively simple statistical models, and fail to generalize across multiple…
Hidden Markov Models (HMMs) can be accurately approximated using co-occurrence frequencies of pairs and triples of observations by using a fast spectral method in contrast to the usual slow methods like EM or Gibbs sampling. We provide a…
The impact of randomness on model training is poorly understood. How do differences in data order and initialization actually manifest in the model, such that some training runs outperform others or converge faster? Furthermore, how can we…
Hidden Markov Models (HMMs) are one of the most fundamental and widely used statistical tools for modeling discrete time series. In general, learning HMMs from data is computationally hard (under cryptographic assumptions), and…