Related papers: Central Limit Model Checking
The transition density of a stochastic, logistic population growth model with multiplicative intrinsic noise is analytically intractable. Inferring model parameter values by fitting such stochastic differential equation (SDE) models to data…
Stochastic gradient descent in continuous time (SGDCT) provides a computationally efficient method for the statistical learning of continuous-time models, which are widely used in science, engineering, and finance. The SGDCT algorithm…
Stochastic approximation (SA) is an iterative algorithm for finding the fixed point of an operator using noisy samples and widely used in optimization and Reinforcement Learning (RL). The noise in RL exhibits a Markovian structure, and in…
Establishing central limit theorems (CLTs) for ergodic averages of Markov chains is a fundamental problem in probability and its applications. Since the seminal work~\cite{MR834478}, a vast literature has emerged on the sufficient…
This paper offers a natural stochastic semantics of Networks of Priced Timed Automata (NPTA) based on races between components. The semantics provides the basis for satisfaction of probabilistic Weighted CTL properties (PWCTL),…
Motivated by the recent interest in risk-aware control, we study a continuous-time control synthesis problem to bound the risk that a stochastic linear system violates a given specification. We use risk signal temporal logic as a…
We establish a collection of closed-loop guarantees and propose a scalable optimization algorithm for distributionally robust model predictive control (DRMPC) applied to linear systems, convex constraints, and quadratic costs. Via standard…
Information-theoretic quantities play a crucial role in understanding non-linear relationships between random variables and are widely used across scientific disciplines. However, estimating these quantities remains an open problem,…
It is crucial for accurate model checking that the model be a complete and faithful representation of the system. Unfortunately, this is not always possible, mainly because of two reasons: (i) the model is still under development and (ii)…
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…
We present a localized data assimilation (DA) scheme based on the sequential Markov Chain Monte Carlo (SMCMC) technique [Ruzayqat et al., 2024], a provably convergent method for filtering high-dimensional, nonlinear, and potentially…
In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…
We present a new Monte Carlo Markov Chain algorithm for CMB analysis in the low signal-to-noise regime. This method builds on and complements the previously described CMB Gibbs sampler, and effectively solves the low signal-to-noise…
Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…
Sequential change-point detection in non-Gaussian stochastic processes is challenging because the underlying densities are rarely known in real time. Classical parametric procedures such as CUSUM lose optimality under distributional…
Deep state-space models (DSSMs) have gained popularity in recent years due to their potent modeling capacity for dynamic systems. However, existing DSSM works are limited to single-task modeling, which requires retraining with historical…
We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood, or of numerical models embedded therein. Our approach…
Recently there has been a great attention from the scientific community towards the use of the model-checking technique as a tool for test generation in the simulation field. This paper aims to provide a useful mean to get more insights…
Stochastic reaction network models arise in intracellular chemical reactions, epidemiological models and other population process models, and are a class of continuous time Markov chains which have the nonnegative integer lattice as state…
Many practical applications of control require that constraints on the inputs and states of the system be respected, while optimizing some performance criterion. In the presence of model uncertainties or disturbances, for many control…