21,545 research outputs found
Approximate probabilistic verification of hybrid systems
Hybrid systems whose mode dynamics are governed by non-linear ordinary
differential equations (ODEs) are often a natural model for biological
processes. However such models are difficult to analyze. To address this, we
develop a probabilistic analysis method by approximating the mode transitions
as stochastic events. We assume that the probability of making a mode
transition is proportional to the measure of the set of pairs of time points
and value states at which the mode transition is enabled. To ensure a sound
mathematical basis, we impose a natural continuity property on the non-linear
ODEs. We also assume that the states of the system are observed at discrete
time points but that the mode transitions may take place at any time between
two successive discrete time points. This leads to a discrete time Markov chain
as a probabilistic approximation of the hybrid system. We then show that for
BLTL (bounded linear time temporal logic) specifications the hybrid system
meets a specification iff its Markov chain approximation meets the same
specification with probability . Based on this, we formulate a sequential
hypothesis testing procedure for verifying -approximately- that the Markov
chain meets a BLTL specification with high probability. Our case studies on
cardiac cell dynamics and the circadian rhythm indicate that our scheme can be
applied in a number of realistic settings
Exact and Approximate Abstraction for Classes of Stochastic Hybrid Systems
A stochastic hybrid system contains a collection of interacting discrete and continuous components, subject to random behaviour. The formal verification of a stochastic hybrid system often comprises a method for the generation of a finite-state probabilistic system which either represents exactly the behaviour of the stochastic hybrid system, or which approximates conservatively its behaviour. We extend such abstraction-based formal verification of stochastic hybrid systems in two ways. Firstly, we generalise previous results by showing how bisimulation-based abstractions of non-probabilistic hybrid automata can be lifted to the setting of probabilistic hybrid automata, a subclass of stochastic hybrid systems in which probabilistic choices can be made with respect to finite, discrete alternatives only. Secondly, we consider the problem of obtaining approximate abstractions for discrete-time stochastic systems in which there are continuous probabilistic choices with regard to the slopes of certain system variables. We restrict our attention to the subclass of such systems in which the approximate abstraction of such a system, obtained using the previously developed techniques of Fraenzle et al., results in a probabilistic rectangular hybrid automaton, from which in turn a finite-state probabilistic system can be obtained. We illustrate this technique with an example, using the probabilistic model checking tool PRISM
Verifying Performance Properties of Probabilistic Inference
In this extended abstract, we discuss the opportunity to formally verify that
inference systems for probabilistic programming guarantee good performance. In
particular, we focus on hybrid inference systems that combine exact and
approximate inference to try to exploit the advantages of each. Their
performance depends critically on a) the division between exact and approximate
inference, and b) the computational resources consumed by exact inference.
We describe several projects in this direction. Semi-symbolic Inference (SSI)
is a type of hybrid inference system that provides limited guarantees by
construction on the exact/approximate division. In addition to these limited
guarantees, we also describe ongoing work to extend guarantees to a more
complex class of programs, requiring a program analysis to ensure the
guarantees. Finally, we also describe work on verifying that inference systems
using delayed sampling -- another type of hybrid inference -- execute in
bounded memory. Together, these projects show that verification can deliver the
performance guarantees that probabilistic programming languages need
Quantitative Approximation of the Probability Distribution of a Markov Process by Formal Abstractions
The goal of this work is to formally abstract a Markov process evolving in
discrete time over a general state space as a finite-state Markov chain, with
the objective of precisely approximating its state probability distribution in
time, which allows for its approximate, faster computation by that of the
Markov chain. The approach is based on formal abstractions and employs an
arbitrary finite partition of the state space of the Markov process, and the
computation of average transition probabilities between partition sets. The
abstraction technique is formal, in that it comes with guarantees on the
introduced approximation that depend on the diameters of the partitions: as
such, they can be tuned at will. Further in the case of Markov processes with
unbounded state spaces, a procedure for precisely truncating the state space
within a compact set is provided, together with an error bound that depends on
the asymptotic properties of the transition kernel of the original process. The
overall abstraction algorithm, which practically hinges on piecewise constant
approximations of the density functions of the Markov process, is extended to
higher-order function approximations: these can lead to improved error bounds
and associated lower computational requirements. The approach is practically
tested to compute probabilistic invariance of the Markov process under study,
and is compared to a known alternative approach from the literature.Comment: 29 pages, Journal of Logical Methods in Computer Scienc
Analysis of Non-Linear Probabilistic Hybrid Systems
This paper shows how to compute, for probabilistic hybrid systems, the clock
approximation and linear phase-portrait approximation that have been proposed
for non probabilistic processes by Henzinger et al. The techniques permit to
define a rectangular probabilistic process from a non rectangular one, hence
allowing the model-checking of any class of systems. Clock approximation, which
applies under some restrictions, aims at replacing a non rectangular variable
by a clock variable. Linear phase-approximation applies without restriction and
yields an approximation that simulates the original process. The conditions
that we need for probabilistic processes are the same as those for the classic
case.Comment: In Proceedings QAPL 2011, arXiv:1107.074
Sampling-based Approximations with Quantitative Performance for the Probabilistic Reach-Avoid Problem over General Markov Processes
This article deals with stochastic processes endowed with the Markov
(memoryless) property and evolving over general (uncountable) state spaces. The
models further depend on a non-deterministic quantity in the form of a control
input, which can be selected to affect the probabilistic dynamics. We address
the computation of maximal reach-avoid specifications, together with the
synthesis of the corresponding optimal controllers. The reach-avoid
specification deals with assessing the likelihood that any finite-horizon
trajectory of the model enters a given goal set, while avoiding a given set of
undesired states. This article newly provides an approximate computational
scheme for the reach-avoid specification based on the Fitted Value Iteration
algorithm, which hinges on random sample extractions, and gives a-priori
computable formal probabilistic bounds on the error made by the approximation
algorithm: as such, the output of the numerical scheme is quantitatively
assessed and thus meaningful for safety-critical applications. Furthermore, we
provide tighter probabilistic error bounds that are sample-based. The overall
computational scheme is put in relationship with alternative approximation
algorithms in the literature, and finally its performance is practically
assessed over a benchmark case study
StocHy: automated verification and synthesis of stochastic processes
StocHy is a software tool for the quantitative analysis of discrete-time
stochastic hybrid systems (SHS). StocHy accepts a high-level description of
stochastic models and constructs an equivalent SHS model. The tool allows to
(i) simulate the SHS evolution over a given time horizon; and to automatically
construct formal abstractions of the SHS. Abstractions are then employed for
(ii) formal verification or (iii) control (policy, strategy) synthesis. StocHy
allows for modular modelling, and has separate simulation, verification and
synthesis engines, which are implemented as independent libraries. This allows
for libraries to be easily used and for extensions to be easily built. The tool
is implemented in C++ and employs manipulations based on vector calculus, the
use of sparse matrices, the symbolic construction of probabilistic kernels, and
multi-threading. Experiments show StocHy's markedly improved performance when
compared to existing abstraction-based approaches: in particular, StocHy beats
state-of-the-art tools in terms of precision (abstraction error) and
computational effort, and finally attains scalability to large-sized models (12
continuous dimensions). StocHy is available at www.gitlab.com/natchi92/StocHy
Closed-Loop Statistical Verification of Stochastic Nonlinear Systems Subject to Parametric Uncertainties
This paper proposes a statistical verification framework using Gaussian
processes (GPs) for simulation-based verification of stochastic nonlinear
systems with parametric uncertainties. Given a small number of stochastic
simulations, the proposed framework constructs a GP regression model and
predicts the system's performance over the entire set of possible
uncertainties. Included in the framework is a new metric to estimate the
confidence in those predictions based on the variance of the GP's cumulative
distribution function. This variance-based metric forms the basis of active
sampling algorithms that aim to minimize prediction error through careful
selection of simulations. In three case studies, the new active sampling
algorithms demonstrate up to a 35% improvement in prediction error over other
approaches and are able to correctly identify regions with low prediction
confidence through the variance metric.Comment: 8 pages, submitted to ACC 201
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