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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 propose a simple technique for verifying probabilistic models whose transition probabilities are parametric. The key is to replace parametric transitions by nondeterministic choices of extremal values. Analysing the resulting…

Logic in Computer Science · Computer Science 2016-05-27 Tim Quatmann , Christian Dehnert , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen

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 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

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

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

Parametric Markov chains (pMC) are used to model probabilistic systems with unknown or partially known probabilities. Although (universal) pMC verification for reachability properties is known to be coETR-complete, there have been efforts…

Logic in Computer Science · Computer Science 2025-04-29 Kasper Engelen , Guillermo A. Pérez , Shrisha Rao

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

Verification of infinite-state Markov chains is still a challenge despite several fruitful numerical or statistical approaches. For decisive Markov chains, there is a simple numerical algorithm that frames the reachability probability as…

Logic in Computer Science · Computer Science 2024-09-30 Benoît Barbot , Patricia Bouyer , Serge Haddad

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

The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…

Applications · Statistics 2007-08-14 K. Balaji Rao

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

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

In recent years probabilistic model checking has become an important area of research because of the diffusion of computational systems of stochastic nature. Despite its great success, standard probabilistic model checking suffers the…

Logic in Computer Science · Computer Science 2021-05-19 Alberto Termine , Alessandro Antonucci , Alessandro Facchini , Giuseppe Primiero

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

Parametric Markov chains have been introduced as a model for families of stochastic systems that rely on the same graph structure, but differ in the concrete transition probabilities. The latter are specified by polynomial constraints for…

Logic in Computer Science · Computer Science 2017-09-08 Lisa Hutschenreiter , Christel Baier , Joachim Klein

This study addresses the predictive limitation of probabilistic circuits and introduces transformations as a remedy to overcome it. We demonstrate this limitation in robotic scenarios. We motivate that independent component analysis is a…

Machine Learning · Statistics 2023-10-09 Tom Schierenbeck , Vladimir Vutov , Thorsten Dickhaus , Michael Beetz

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Probability · Mathematics 2021-04-13 Suryadeepto Nag

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…

Logic in Computer Science · Computer Science 2019-09-20 Elizabeth Polgreen , Martin Brain , Martin Fraenzle , Alessandro Abate

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
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