Property-driven State-Space Coarsening for Continuous Time Markov Chains
Abstract
Dynamical systems with large state-spaces are often expensive to thoroughly explore experimentally. Coarse-graining methods aim to define simpler systems which are more amenable to analysis and exploration; most current methods, however, focus on a priori state aggregation based on similarities in transition rates, which is not necessarily reflected in similar behaviours at the level of trajectories. We propose a way to coarsen the state-space of a system which optimally preserves the satisfaction of a set of logical specifications about the system's trajectories. Our approach is based on Gaussian Process emulation and Multi-Dimensional Scaling, a dimensionality reduction technique which optimally preserves distances in non-Euclidean spaces. We show how to obtain low-dimensional visualisations of the system's state-space from the perspective of properties' satisfaction, and how to define macro-states which behave coherently with respect to the specifications. Our approach is illustrated on a non-trivial running example, showing promising performance and high computational efficiency.
Cite
@article{arxiv.1606.01111,
title = {Property-driven State-Space Coarsening for Continuous Time Markov Chains},
author = {Michalis Michaelides and Dimitrios Milios and Jane Hillston and Guido Sanguinetti},
journal= {arXiv preprint arXiv:1606.01111},
year = {2016}
}
Comments
16 pages, 6 figures, 1 table