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Autonomous systems with machine learning-based perception can exhibit unpredictable behaviors that are difficult to quantify, let alone verify. Such behaviors are convenient to capture in probabilistic models, but probabilistic model…

Logic in Computer Science · Computer Science 2022-03-17 Matthew Cleaveland , Ivan Ruchkin , Oleg Sokolsky , Insup Lee

Design and control of autonomous systems that operate in uncertain or adversarial environments can be facilitated by formal modelling and analysis. Probabilistic model checking is a technique to automatically verify, for a given temporal…

Logic in Computer Science · Computer Science 2021-11-23 Marta Kwiatkowska , Gethin Norman , David Parker

Bayesian hierarchical modeling is a popular approach to capturing unobserved heterogeneity across individual units. However, standard estimation methods such as Markov chain Monte Carlo (MCMC) can be impracticable for modeling outcomes from…

Methodology · Statistics 2014-11-04 Michael Braun , Paul Damien

Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm,…

Computation · Statistics 2016-04-20 Francois Septier , Gareth W. Peters

Monte Carlo (MC) generators are crucial for analyzing data in particle collider experiments. However, often even a small mismatch between the MC simulations and the measurements can undermine the interpretation of the results. This is…

High Energy Physics - Phenomenology · Physics 2022-05-18 Ezequiel Alvarez , Barry M. Dillon , Darius A. Faroughy , Jernej F. Kamenik , Federico Lamagna , Manuel Szewc

Bayesian inference in the presence of an intractable likelihood function is computationally challenging. When following a Markov chain Monte Carlo (MCMC) approach to approximate the posterior distribution in this context, one typically…

Methodology · Statistics 2019-10-03 Johan Alenlöv , Arnaud Doucet , Fredrik Lindsten

Inference for continuous-time Markov chains (CTMCs) becomes challenging when the process is only observed at discrete time points. The exact likelihood is intractable, and existing methods often struggle even in medium-dimensional…

Methodology · Statistics 2025-07-23 Tao Tang , Lachlan Astfalck , David Dunson

Agent-based models (ABMs) are increasingly used in macroeconomics, but their analysis still often relies on ad hoc Monte Carlo campaigns with heterogeneous statistical effort across parameter settings. We show how statistical model checking…

Multiagent Systems · Computer Science 2026-05-12 Stefano Blando , Giorgio Fagiolo , Mauro Napoletano , Tania Treibich , Andrea Vandin

We develop model checking algorithms for Temporal Stream Logic (TSL) and Hyper Temporal Stream Logic (HyperTSL) modulo theories. TSL extends Linear Temporal Logic (LTL) with memory cells, functions and predicates, making it a convenient and…

Logic in Computer Science · Computer Science 2023-03-28 Bernd Finkbeiner , Hadar Frenkel , Jana Hofmann , Janine Lohse

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

Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…

Methodology · Statistics 2018-08-13 Daniel W. Heck , Antony M. Overstall , Quentin F. Gronau , Eric-Jan Wagenmakers

Quantitative properties of stochastic systems are usually specified in logics that allow one to compare the measure of executions satisfying certain temporal properties with thresholds. The model checking problem for stochastic systems with…

Logic in Computer Science · Computer Science 2010-05-11 Axel Legay , Benoit Delahaye

Prominent features of simulated moving bed (SMB) chromatography processes in the downstream processing is based on the determination of operating conditions. However, effects of different types of uncertainties have to be studied and…

Computational Engineering, Finance, and Science · Computer Science 2021-07-16 Qiao-Le He , Liming Zhao

Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…

Computation · Statistics 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf

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…

Logic in Computer Science · Computer Science 2011-11-14 Margherita Napoli , Mimmo Parente

Reasoning about strategic abilities is key to AI systems comprising multiple agents, which provide a unified framework for formalizing various problems in game theory, social choice theory, etc. In this work, we propose a probabilistic…

Logic in Computer Science · Computer Science 2024-12-13 Yedi Zhang , Fu Song , Taolue Chen , Xuzhi Wu

We introduce a method to verify stochastic reinforcement learning (RL) policies. This approach is compatible with any RL algorithm as long as the algorithm and its corresponding environment collectively adhere to the Markov property. In…

Artificial Intelligence · Computer Science 2024-03-28 Dennis Gross , Helge Spieker

Uncertainty of decisions in safety-critical engineering applications can be estimated on the basis of the Bayesian Markov Chain Monte Carlo (MCMC) technique of averaging over decision models. The use of decision tree (DT) models assists…

Artificial Intelligence · Computer Science 2010-12-03 Vitaly Schetinin , Jonathan Fieldsend , Derek Partridge , Wojtek Krzanowski , Richard Everson , Trevor Bailey , Adolfo Hernandez

Estimation of small failure probabilities is one of the most important and challenging computational problems in reliability engineering. The failure probability is usually given by an integral over a high-dimensional uncertain parameter…

Computation · Statistics 2011-10-18 Konstantin M. Zuev , James L. Beck , Siu-Kui Au , Lambros S. Katafygiotis

Hyperproperties are system properties that relate multiple computation paths in a system and are commonly used to, e.g., define information-flow policies. In this paper, we study a novel class of hyperproperties that allow reasoning about…

Logic in Computer Science · Computer Science 2024-02-14 Raven Beutner , Bernd Finkbeiner