Related papers: DTMC Model Checking by Path Abstraction Revisited …
We discuss a Monte Carlo Markov Chain (MCMC) procedure for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. We show that an approach inspired by optimal transport allows us to bound…
Markov chain Monte Carlo (MCMC) algorithms are indispensable when sampling from a complex, high-dimensional distribution by a conventional method is intractable. Even though MCMC is a powerful tool, it is also hard to control and tune in…
Abstraction is one of the most important strategies for dealing with the state space explosion problem in model checking. In the abstract model, although the state space is largely reduced, however, a counterexample found in such a model…
Parametric model checking (PMC) computes algebraic formulae that express key non-functional properties of a system (reliability, performance, etc.) as rational functions of the system and environment parameters. In software engineering, PMC…
We propose an automated procedure to prove polyhedral abstractions (also known as polyhedral reductions) for Petri nets. Polyhedral abstraction is a new type of state space equivalence, between Petri nets, based on the use of linear integer…
The formal verification and controller synthesis for Markov decision processes that evolve over uncountable state spaces are computationally hard and thus generally rely on the use of approximations. In this work, we consider the…
We introduce a set of techniques that allow for efficiently generating many independent random walks in the Massive Parallel Computation (MPC) model with space per machine strongly sublinear in the number of vertices. In this…
The space of connected graph partitions underlies statistical models used as evidence in court cases and reform efforts that analyze political districting plans. In response to the demands of redistricting applications, researchers have…
In this paper, we propose a compositional approach for the construction of finite abstractions (a.k.a. finite Markov decision processes (MDPs)) for networks of discrete-time stochastic control subsystems that are not necessarily…
Analysing stationary point databases to extract phenomenological rate constants can become time-consuming for systems with large potential energy barriers. In the present contribution we analyse several different approaches to this problem.…
The aim of this note is to construct a probability measure on the space of trajectories in a continuous time Markov chain having a finite state diagram, or more generally which admits a global bound on its degree and rates. Our approach is…
The core challenge in designing an effective static program analysis is to find a good program abstraction -- one that retains only details relevant to a given query. In this paper, we present a new approach for automatically finding such…
Motivated by applications in telecommunications, computer scienceand physics, we consider a discrete-time Markov process withrestart. At each step the process eitherwith a positive probability restarts from a given distribution, orwith the…
Bayesian inference for Continuous-Time Markov Chains (CTMCs) on countably infinite spaces is notoriously difficult because evaluating the likelihood exactly is intractable. One way to address this challenge is to first build a non-negative…
We revisit the classical problem of approximating a stochastic differential equation by a discrete-time and discrete-space Markov chain. Our construction iterates Caratheodory's theorem over time to match the moments of the increments…
Markov jump processes (or continuous-time Markov chains) are a simple and important class of continuous-time dynamical systems. In this paper, we tackle the problem of simulating from the posterior distribution over paths in these models,…
In the present paper, we investigate the relationship between hitting times and hitting probabilities in discrete-time imprecise Markov chains (IMCs). We define lower and upper hitting times and probabilities for IMCs whose set of…
The Bayes-Adaptive Markov Decision Process (BAMDP) formalism pursues the Bayes-optimal solution to the exploration-exploitation trade-off in reinforcement learning. As the computation of exact solutions to Bayesian reinforcement-learning…
Probabilistic Cell Decomposition (PCD) is a probabilistic path planning method combining the concepts of approximate cell decomposition with probabilistic sampling. It has been shown that the use of lazy evaluation techniques and supervised…
We develop exact Markov chain Monte Carlo methods for discretely-sampled, directly and indirectly observed diffusions. The qualification "exact" refers to the fact that the invariant and limiting distribution of the Markov chains is the…