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Analyses of serially-sampled data often begin with the assumption that the observations represent discrete samples from a latent continuous-time stochastic process. The continuous-time Markov chain (CTMC) is one such generative model whose…

Applications · Statistics 2009-10-12 Asger Hobolth , Eric A. Stone

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Kush Grover , Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

When designing control strategies for differential-drive mobile robots, one standard tool is the consideration of a point at a fixed distance along a line orthogonal to the wheel axis instead of the full pose of the vehicle. This…

Robotics · Computer Science 2018-02-21 Paul Glotfelter , Magnus Egerstedt

Recent research in decision theoretic planning has focussed on making the solution of Markov decision processes (MDPs) more feasible. We develop a family of algorithms for structured reachability analysis of MDPs that are suitable when an…

Artificial Intelligence · Computer Science 2013-04-24 Craig Boutilier , Ronen I. Brafman , Christopher W. Geib

Branching processes are a class of continuous-time Markov chains (CTMCs) prevalent for modeling stochastic population dynamics in ecology, biology, epidemiology, and many other fields. The transient or finite-time behavior of these systems…

Computation · Statistics 2023-02-24 Achal Awasthi , Jason Xu

A common technique to verify complex logic specifications for dynamical systems is the construction of symbolic abstractions: simpler, finite-state models whose behaviour mimics the one of the systems of interest. Typically, abstractions…

Systems and Control · Electrical Eng. & Systems 2023-03-30 Rudi Coppola , Andrea Peruffo , Manuel Mazo

We present algorithms and experiments for the visualization of directed graphs that focus on displaying their reachability information. Our algorithms are based on the concepts of the path and channel decomposition as proposed in the…

Data Structures and Algorithms · Computer Science 2019-07-29 Panagiotis Lionakis , Giacomo Ortali , Ioannis G. Tollis

In this paper, we present a Bayesian method for statistical model checking (SMC) of probabilistic hyperproperties specified in the logic HyperPCTL* on discrete-time Markov chains (DTMCs). While SMC of HyperPCTL* using sequential probability…

Multiagent Systems · Computer Science 2022-09-07 Spandan Das , Pavithra Prabhakar

A standard way of justifying that a certain probabilistic property holds in a system is to provide a witnessing subsystem (also called critical subsystem) for the property. Computing minimal witnessing subsystems is NP-hard already for…

Logic in Computer Science · Computer Science 2021-08-19 Simon Jantsch , Jakob Piribauer , Christel Baier

Decision trees are commonly used predictive models due to their flexibility and interpretability. This paper is directed at quantifying the uncertainty of decision tree predictions by employing a Bayesian inference approach. This is…

Machine Learning · Computer Science 2024-03-28 Jodie A. Cochrane , Adrian Wills , Sarah J. Johnson

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

The shortest-path, commute time, and diffusion distances on undirected graphs have been widely employed in applications such as dimensionality reduction, link prediction, and trip planning. Increasingly, there is interest in using…

Social and Information Networks · Computer Science 2023-07-27 Zachary M. Boyd , Nicolas Fraiman , Jeremy L. Marzuola , Peter J. Mucha , Braxton Osting , Jonathan Weare

A standard way of justifying that a certain probabilistic property holds in a system is to provide a witnessing subsystem (also called critical subsystem) for the property. Computing minimal witnessing subsystems is NP-hard already for…

Logic in Computer Science · Computer Science 2021-09-20 Simon Jantsch , Jakob Piribauer , Christel Baier

Probabilistic model checking is a useful technique for specifying and verifying properties of stochastic systems including randomized protocols and reinforcement learning models. Existing methods rely on the assumed structure and…

Cryptography and Security · Computer Science 2022-08-02 Lisa Oakley , Alina Oprea , Stavros Tripakis

In this paper, we provide a compositional approach for constructing finite abstractions (a.k.a. finite Markov decision processes (MDPs)) of interconnected discrete-time stochastic switched systems. The proposed framework is based on a…

Systems and Control · Electrical Eng. & Systems 2019-12-30 Abolfazl Lavaei , Sadegh Soudjani , Majid Zamani

In this paper we present a novel method for estimating the parameters of a parametric diffusion processes. Our approach is based on a closed-form Maximum Likelihood estimator for an approximating Continuous Time Markov Chain (CTMC) of the…

Methodology · Statistics 2021-08-31 J. L. Kirkby , Dang Nguyen , Duy Nguyen , Nhu Nguyen

Computing optimal conditional reachability probabilities in Markov decision processes (MDPs) is tractable by a reduction to reachability probabilities. Yet, this reduction yields cyclic, challenging MDPs that are often notoriously hard to…

Logic in Computer Science · Computer Science 2026-05-14 Milan Češka , Sebastian Junges , Luko van der Maas , Filip Macák , Tim Quatmann

Multi-robot path planning is difficult due to the combinatorial explosion of the search space with every new robot added. Complete search of the combined state-space soon becomes intractable. In this paper we present a novel form of…

Artificial Intelligence · Computer Science 2011-11-02 Malcolm Ross Kinsella Ryan

Given a probabilistic transition system (PTS) $\cal A$ partially observed by an attacker, and an $\omega$-regular predicate $\varphi$over the traces of $\cal A$, measuring the disclosure of the secret $\varphi$ in $\cal A$ means computing…

Cryptography and Security · Computer Science 2015-10-16 Béatrice Bérard , Olga Kouchnarenko , John Mullins , Mathieu Sassolas

We employ the scenario approach to compute probably approximately correct (PAC) bounds on the average inter-sample time (AIST) generated by an unknown PETC system, based on a finite number of samples. We extend the scenario approach to…

Systems and Control · Electrical Eng. & Systems 2022-03-11 Andrea Peruffo , Manuel Mazo