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Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algorithms maximize the likelihood function for partially observed…

Statistics Theory · Mathematics 2012-11-26 Edward L. Ionides , Anindya Bhadra , Yves Atchadé , Aaron King

In recent years, the increasing interest in Stochastic model predictive control (SMPC) schemes has highlighted the limitation arising from their inherent computational demand, which has restricted their applicability to slow-dynamics and…

Systems and Control · Electrical Eng. & Systems 2020-05-22 Martina Mammarella , Teodoro Alamo , Fabrizio Dabbene , Matthias Lorenzen

A labelled Markov decision process (MDP) is a labelled Markov chain with nondeterminism; i.e., together with a strategy a labelled MDP induces a labelled Markov chain. The model is related to interval Markov chains. Motivated by…

Formal Languages and Automata Theory · Computer Science 2024-07-01 Stefan Kiefer , Qiyi Tang

Stochastic simulation approaches perform probabilistic inference in Bayesian networks by estimating the probability of an event based on the frequency that the event occurs in a set of simulation trials. This paper describes the evidence…

Artificial Intelligence · Computer Science 2013-04-08 Robert Fung , Kuo-Chu Chang

This paper proposes various new analysis techniques for Bayes networks in which conditional probability tables (CPTs) may contain symbolic variables. The key idea is to exploit scalable and powerful techniques for synthesis problems in…

Artificial Intelligence · Computer Science 2022-08-17 Bahare Salmani , Joost-Pieter Katoen

Virtual integration techniques focus on building architectural models of systems that can be analyzed early in the design cycle to try to lower cost, reduce risk, and improve quality of complex embedded systems. Given appropriate…

Software Engineering · Computer Science 2015-11-18 Andreas Katis , Andrew Gacek , Michael W. Whalen

Proving programs terminating is a fundamental computer science challenge. Recent research has produced powerful tools that can check a wide range of programs for termination. The analog for probabilistic programs, namely termination with…

Logic in Computer Science · Computer Science 2012-04-16 Javier Esparza , Andreas Gaiser , Stefan Kiefer

This report proposes a novel framework for a rigorous robustness analysis of stochastic biochemical systems. The technique is based on probabilistic model checking. We adapt the general definition of robustness introduced by Kitano to the…

Numerical Analysis · Computer Science 2013-10-18 Lubos Brim , Milan Ceska , Sven Drazan , David Safranek

Unambiguous automata are nondeterministic automata in which every word has at most one accepting run. In this paper we give a polynomial-time algorithm for model checking discrete-time Markov chains against \omega-regular specifications…

Logic in Computer Science · Computer Science 2023-04-10 Christel Baier , Stefan Kiefer , Joachim Klein , David Müller , James Worrell

Probabilistic model checking computes probabilities and expected values related to designated behaviours of interest in Markov models. As a formal verification approach, it is applied to critical systems; thus we trust that probabilistic…

Logic in Computer Science · Computer Science 2021-10-19 Arnd Hartmanns

We present ProbReach, a tool for verifying probabilistic reachability for stochastic hybrid systems, i.e., computing the probability that the system reaches an unsafe region of the state space. In particular, ProbReach will compute an…

Logic in Computer Science · Computer Science 2015-03-06 Fedor Shmarov , Paolo Zuliani

This work introduces a notion of approximate probabilistic trace equivalence for labelled Markov chains, and relates this new concept to the known notion of approximate probabilistic bisimulation. In particular this work shows that the…

Logic in Computer Science · Computer Science 2017-04-28 Gaoang Bian , Alessandro Abate

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Artificial Intelligence · Computer Science 2013-04-08 Ross D. Shachter , Mark Alan Peot

Symbolic event recognition systems have been successfully applied to a variety of application domains, extracting useful information in the form of events, allowing experts or other systems to monitor and respond when significant events are…

Artificial Intelligence · Computer Science 2013-08-16 Anastasios Skarlatidis , Georgios Paliouras , Alexander Artikis , George A. Vouros

Probabilistic integral circuits (PICs) have been recently introduced as probabilistic models enjoying the key ingredient behind expressive generative models: continuous latent variables (LVs). PICs are symbolic computational graphs defining…

Machine Learning · Computer Science 2025-02-06 Gennaro Gala , Cassio de Campos , Antonio Vergari , Erik Quaeghebeur

The majority of existing probabilistic model checking case studies are based on well understood theoretical models and distributions. However, real-life probabilistic systems usually involve distribution parameters whose values are obtained…

Software Engineering · Computer Science 2013-08-29 Guoxin Su , David S. Rosenblum

Numerous process discovery techniques exist for generating process models that describe recorded executions of business processes. The models are meant to generalize executions into human-understandable modeling patterns, notably…

Software Engineering · Computer Science 2021-09-15 Dennis Brons , Roeland Scheepens , Dirk Fahland

Markov decision processes (MDPs) are a fundamental model for decision making under uncertainty. They exhibit non-deterministic choice as well as probabilistic uncertainty. Traditionally, verification algorithms assume exact knowledge of the…

Artificial Intelligence · Computer Science 2025-04-18 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

Despite the advances in probabilistic model checking, the scalability of the verification methods remains limited. In particular, the state space often becomes extremely large when instantiating parameterized Markov decision processes…

In this paper, we prove that finite state space non parametric hidden Markov models are identifiable as soon as the transition matrix of the latent Markov chain has full rank and the emission probability distributions are linearly…

Methodology · Statistics 2013-06-20 Elisabeth Gassiat , Alice Cleynen , Stéphane Robin
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