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Bisimulation, Logic and Reachability Analysis for Markovian Systems
In the recent years, there have been a large amount of investigations on safety verification of uncertain continuous systems. In engineering and applied mathematics, this verification is called stochastic reachability analysis, while in computer science this is called probabilistic model checking
(PMC). In the context of this work, we consider the two terms interchangeable. It is worthy to note that PMC has been mostly considered for discrete systems. Therefore, there is an issue of improving the application of computer science techniques in the formal verification of continuous stochastic systems.
We present a new probabilistic logic of model theoretic nature. The terms of this logic express reachability properties and the logic formulas express statistical properties of terms.
Moreover, we show that this logic characterizes a bisimulation relation for continuous time continuous space Markov processes. For this logic we define a new semantics using state space symmetries. This is a recent concept that was successfully used in model checking. Using this semantics, we prove a full abstraction result. Furthermore, we prove a result that can be used in model checking, namely that the bisimulation preserves the probabilities of the reachable sets
A generalized risk approach to path inference based on hidden Markov models
Motivated by the unceasing interest in hidden Markov models (HMMs), this
paper re-examines hidden path inference in these models, using primarily a
risk-based framework. While the most common maximum a posteriori (MAP), or
Viterbi, path estimator and the minimum error, or Posterior Decoder (PD), have
long been around, other path estimators, or decoders, have been either only
hinted at or applied more recently and in dedicated applications generally
unfamiliar to the statistical learning community. Over a decade ago, however, a
family of algorithmically defined decoders aiming to hybridize the two standard
ones was proposed (Brushe et al., 1998). The present paper gives a careful
analysis of this hybridization approach, identifies several problems and issues
with it and other previously proposed approaches, and proposes practical
resolutions of those. Furthermore, simple modifications of the classical
criteria for hidden path recognition are shown to lead to a new class of
decoders. Dynamic programming algorithms to compute these decoders in the usual
forward-backward manner are presented. A particularly interesting subclass of
such estimators can be also viewed as hybrids of the MAP and PD estimators.
Similar to previously proposed MAP-PD hybrids, the new class is parameterized
by a small number of tunable parameters. Unlike their algorithmic predecessors,
the new risk-based decoders are more clearly interpretable, and, most
importantly, work "out of the box" in practice, which is demonstrated on some
real bioinformatics tasks and data. Some further generalizations and
applications are discussed in conclusion.Comment: Section 5: corrected denominators of the scaled beta variables (pp.
27-30), => corrections in claims 1, 3, Prop. 12, bottom of Table 1. Decoder
(49), Corol. 14 are generalized to handle 0 probabilities. Notation is more
closely aligned with (Bishop, 2006). Details are inserted in eqn-s (43); the
positivity assumption in Prop. 11 is explicit. Fixed typing errors in
equation (41), Example
On the connections between PCTL and Dynamic Programming
Probabilistic Computation Tree Logic (PCTL) is a well-known modal logic which
has become a standard for expressing temporal properties of finite-state Markov
chains in the context of automated model checking. In this paper, we give a
definition of PCTL for noncountable-space Markov chains, and we show that there
is a substantial affinity between certain of its operators and problems of
Dynamic Programming. After proving some uniqueness properties of the solutions
to the latter, we conclude the paper with two examples to show that some
recovery strategies in practical applications, which are naturally stated as
reach-avoid problems, can be actually viewed as particular cases of PCTL
formulas.Comment: Submitte
Hybrid Behaviour of Markov Population Models
We investigate the behaviour of population models written in Stochastic
Concurrent Constraint Programming (sCCP), a stochastic extension of Concurrent
Constraint Programming. In particular, we focus on models from which we can
define a semantics of sCCP both in terms of Continuous Time Markov Chains
(CTMC) and in terms of Stochastic Hybrid Systems, in which some populations are
approximated continuously, while others are kept discrete. We will prove the
correctness of the hybrid semantics from the point of view of the limiting
behaviour of a sequence of models for increasing population size. More
specifically, we prove that, under suitable regularity conditions, the sequence
of CTMC constructed from sCCP programs for increasing population size converges
to the hybrid system constructed by means of the hybrid semantics. We
investigate in particular what happens for sCCP models in which some
transitions are guarded by boolean predicates or in the presence of
instantaneous transitions
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