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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

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Methodology · Statistics 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

Recent works in Learning-Based Model Predictive Control of dynamical systems show impressive sample complexity performances using criteria from Information Theory to accelerate the learning procedure. However, the sequential exploration…

Machine Learning · Computer Science 2026-02-25 Rémy Hosseinkhan-Boucher , Onofrio Semeraro , Lionel Mathelin

This paper deals with the question of how to most effectively conduct experiments in Partially Observed Markov Decision Processes so as to provide data that is most informative about a parameter of interest. Methods from Markov decision…

Other Statistics · Statistics 2018-01-31 Leifur Thorbergsson , Giles Hooker

Given its ability to analyse stochastic models ranging from discrete and continuous-time Markov chains to Markov decision processes and stochastic games, probabilistic model checking (PMC) is widely used to verify system dependability and…

Logic in Computer Science · Computer Science 2025-03-26 Radu Calinescu , Sinem Getir Yaman , Simos Gerasimou , Gricel Vázquez , Micah Bassett

We consider the problem of computing the satisfaction probability of a formula for stochastic models with parametric uncertainty. We show that this satisfaction probability is a smooth function of the model parameters. This enables us to…

Logic in Computer Science · Computer Science 2014-10-23 Luca Bortolussi , Dimitrios Milios , Guido Sanguinetti

This paper presents a fully distributed resource discovery and reservation system. Verification of such a system is important to ensure the execution of distributed applications on a set of resources in appropriate conditions. A semi-formal…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-08-03 Camille Coti

We consider Markov decision processes (MDPs) which are a standard model for probabilistic systems. We focus on qualitative properties for MDPs that can express that desired behaviors of the system arise almost-surely (with probability 1) or…

Logic in Computer Science · Computer Science 2014-05-06 Krishnendu Chatterjee , Martin Chmelik , Przemyslaw Daca

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 propose a new abstract formalism for probabilistic timed systems, Parametric Interval Probabilistic Timed Automata, based on an extension of Parametric Timed Automata and Interval Markov Chains. In this context, we consider the…

Formal Languages and Automata Theory · Computer Science 2019-06-13 Étienne André , Benoît Delahaye , Paulin Fournier

We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…

Statistics Theory · Mathematics 2012-08-20 Ting Zhang , Wei Biao Wu

A key problem in verification of multi-agent systems by model checking concerns the fact that the state-space of the system grows exponentially with the number of agents present. This makes practical model checking unfeasible whenever the…

Multiagent Systems · Computer Science 2014-05-26 Panagiotis Kouvaros , Alessio Lomuscio

This paper presents a Bayesian method for identification of jump Markov linear system parameters. A primary motivation is to provide accurate quantification of parameter uncertainty without relying on asymptotic in data-length arguments. To…

Methodology · Statistics 2021-02-11 Mark P. Balenzuela , Adrian G. Wills , Christopher Renton , Brett Ninness

Experience in the physical sciences suggests that the only realistic means of understanding complex systems is through the use of mathematical models. Typically, this has come to mean the identification of quantitative models expressed as…

Artificial Intelligence · Computer Science 2011-11-02 George M. Coghill , Ross D. King , Ashwin Srinivasan

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

This paper describes a step-by-step procedure that converts a physical model of a building into a Markov Process that characterizes energy consumption of this and other similar buildings. Relative to existing thermo-physics-based building…

Systems and Control · Computer Science 2019-02-20 Roman Pop , Ali Hassan , Kenneth Bruninx , Michael Chertkov , Yury Dvorkin

We derive a finite-sample probabilistic bound on the parameter estimation error of a system identification algorithm for Linear Switched Systems. The algorithm estimates Markov parameters from a single trajectory and applies a variant of…

Machine Learning · Computer Science 2025-05-19 Daniel Racz , Mihaly Petreczky , Balint Daroczy

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

Algorithmic assurances from advanced autonomous systems assist human users in understanding, trusting, and using such systems appropriately. Designing these systems with the capacity of assessing their own capabilities is one approach to…

Machine Learning · Computer Science 2019-01-10 Brett W Israelsen , Nisar R Ahmed , Eric Frew , Dale Lawrence , Brian Argrow

System modeling is a classical approach to ensure their reliability since it is suitable both for a formal verification and for software testing techniques. In the context of model-based testing an approach combining random testing and…

Software Engineering · Computer Science 2018-06-14 Julien Bernard , Pierre-Cyrille Héam , Olga Kouchnarenko