3,372 research outputs found
Distributed Verification of Rare Properties using Importance Splitting Observers
Rare properties remain a challenge for statistical model checking (SMC) due
to the quadratic scaling of variance with rarity. We address this with a
variance reduction framework based on lightweight importance splitting
observers. These expose the model-property automaton to allow the construction
of score functions for high performance algorithms.
The confidence intervals defined for importance splitting make it appealing
for SMC, but optimising its performance in the standard way makes distribution
inefficient. We show how it is possible to achieve equivalently good results in
less time by distributing simpler algorithms. We first explore the challenges
posed by importance splitting and present an algorithm optimised for
distribution. We then define a specific bounded time logic that is compiled
into memory-efficient observers to monitor executions. Finally, we demonstrate
our framework on a number of challenging case studies
MNP: R Package for Fitting the Multinomial Probit Model
MNP is a publicly available R package that fits the Bayesian multinomial probit model via Markov chain Monte Carlo. The multinomial probit model is often used to analyze the discrete choices made by individuals recorded in survey data. Examples where the multinomial probit model may be useful include the analysis of product choice by consumers in market research and the analysis of candidate or party choice by voters in electoral studies. The MNP software can also fit the model with different choice sets for each individual, and complete or partial individual choice orderings of the available alternatives from the choice set. The estimation is based on the efficient marginal data augmentation algorithm that is developed by Imai and van Dyk (2005).
Bayesian inference and prediction for the GI/M/1 queueing system
This article undertake Bayesian inference and prediction for GI/M/1 queueing systems. A semiparametric model based on mixtures of Erlang distributions is considered to model the general interarrival time distribution. Given arrival and service data, a Bayesian procedure based on birth-death Markov Chain Monte Carlo methods is proposed. An estimation of the system parameters and predictive distributions of measures such as the stationary system size and waiting time is give
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