Learning and Designing Stochastic Processes from Logical Constraints

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics must be known exactly. As this is seldom the case, many methods have been devised over the last decade to infer (learn) such parameters from observations of the state of the system. In this paper, we depart from this approach by assuming that our observations are {\it qualitative} properties encoded as satisfaction of linear temporal logic formulae, as opposed to quantitative observations of the state of the system. An important feature of this approach is that it unifies naturally the system identification and the system design problems, where the properties, instead of observations, represent requirements to be satisfied. We develop a principled statistical estimation procedure based on maximising the likelihood of the system's parameters, using recent ideas from statistical machine learning. We demonstrate the efficacy and broad applicability of our method on a range of simple but non-trivial examples, including rumour spreading in social networks and hybrid models of gene regulation

Bayesian Verification under Model Uncertainty

Machine learning enables systems to build and update domain models based on runtime observations. In this paper, we study statistical model checking and runtime verification for systems with this ability. Two challenges arise: (1) Models built from limited runtime data yield uncertainty to be dealt with. (2) There is no definition of satisfaction w.r.t. uncertain hypotheses. We propose such a definition of subjective satisfaction based on recently introduced satisfaction functions. We also propose the BV algorithm as a Bayesian solution to runtime verification of subjective satisfaction under model uncertainty. BV provides user-definable stochastic bounds for type I and II errors. We discuss empirical results from an example application to illustrate our ideas.Comment: Accepted at SEsCPS @ ICSE 201

Non-parametric Bayesian modeling of complex networks

Modeling structure in complex networks using Bayesian non-parametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This paper provides a gentle introduction to non-parametric Bayesian modeling of complex networks: Using an infinite mixture model as running example we go through the steps of deriving the model as an infinite limit of a finite parametric model, inferring the model parameters by Markov chain Monte Carlo, and checking the model's fit and predictive performance. We explain how advanced non-parametric models for complex networks can be derived and point out relevant literature

Data-driven and Model-based Verification: a Bayesian Identification Approach

This work develops a measurement-driven and model-based formal verification approach, applicable to systems with partly unknown dynamics. We provide a principled method, grounded on reachability analysis and on Bayesian inference, to compute the confidence that a physical system driven by external inputs and accessed under noisy measurements, verifies a temporal logic property. A case study is discussed, where we investigate the bounded- and unbounded-time safety of a partly unknown linear time invariant system

Techniques for automated parameter estimation in computational models of probabilistic systems

The main contribution of this dissertation is the design of two new algorithms for automatically synthesizing values of numerical parameters of computational models of complex stochastic systems such that the resultant model meets user-specified behavioral specifications. These algorithms are designed to operate on probabilistic systems – systems that, in general, behave differently under identical conditions. The algorithms work using an approach that combines formal verification and mathematical optimization to explore a model\u27s parameter space. The problem of determining whether a model instantiated with a given set of parameter values satisfies the desired specification is first defined using formal verification terminology, and then reformulated in terms of statistical hypothesis testing. Parameter space exploration involves determining the outcome of the hypothesis testing query for each parameter point and is guided using simulated annealing. The first algorithm uses the sequential probability ratio test (SPRT) to solve the hypothesis testing problems, whereas the second algorithm uses an approach based on Bayesian statistical model checking (BSMC). The SPRT-based parameter synthesis algorithm was used to validate that a given model of glucose-insulin metabolism has the capability of representing diabetic behavior by synthesizing values of three parameters that ensure that the glucose-insulin subsystem spends at least 20 minutes in a diabetic scenario. The BSMC-based algorithm was used to discover the values of parameters in a physiological model of the acute inflammatory response that guarantee a set of desired clinical outcomes. These two applications demonstrate how our algorithms use formal verification, statistical hypothesis testing and mathematical optimization to automatically synthesize parameters of complex probabilistic models in order to meet user-specified behavioral propertie

Statistical Model Checking for Stochastic Hybrid Systems

This paper presents novel extensions and applications of the UPPAAL-SMC model checker. The extensions allow for statistical model checking of stochastic hybrid systems. We show how our race-based stochastic semantics extends to networks of hybrid systems, and indicate the integration technique applied for implementing this semantics in the UPPAAL-SMC simulation engine. We report on two applications of the resulting tool-set coming from systems biology and energy aware buildings.Comment: In Proceedings HSB 2012, arXiv:1208.315