Probabilistic Bisimulations for PCTL Model Checking of Interval MDPs

Verification of PCTL properties of MDPs with convex uncertainties has been investigated recently by Puggelli et al. However, model checking algorithms typically suffer from state space explosion. In this paper, we address probabilistic bisimulation to reduce the size of such an MDPs while preserving PCTL properties it satisfies. We discuss different interpretations of uncertainty in the models which are studied in the literature and that result in two different definitions of bisimulations. We give algorithms to compute the quotients of these bisimulations in time polynomial in the size of the model and exponential in the uncertain branching. Finally, we show by a case study that large models in practice can have small branching and that a substantial state space reduction can be achieved by our approach.Comment: In Proceedings SynCoP 2014, arXiv:1403.784

Multi-objective Robust Strategy Synthesis for Interval Markov Decision Processes

Interval Markov decision processes (IMDPs) generalise classical MDPs by having interval-valued transition probabilities. They provide a powerful modelling tool for probabilistic systems with an additional variation or uncertainty that prevents the knowledge of the exact transition probabilities. In this paper, we consider the problem of multi-objective robust strategy synthesis for interval MDPs, where the aim is to find a robust strategy that guarantees the satisfaction of multiple properties at the same time in face of the transition probability uncertainty. We first show that this problem is PSPACE-hard. Then, we provide a value iteration-based decision algorithm to approximate the Pareto set of achievable points. We finally demonstrate the practical effectiveness of our proposed approaches by applying them on several case studies using a prototypical tool.Comment: This article is a full version of a paper accepted to the Conference on Quantitative Evaluation of SysTems (QEST) 201

Taming Uncertainty in the Assurance Process of Self-Adaptive Systems: a Goal-Oriented Approach

Goals are first-class entities in a self-adaptive system (SAS) as they guide the self-adaptation. A SAS often operates in dynamic and partially unknown environments, which cause uncertainty that the SAS has to address to achieve its goals. Moreover, besides the environment, other classes of uncertainty have been identified. However, these various classes and their sources are not systematically addressed by current approaches throughout the life cycle of the SAS. In general, uncertainty typically makes the assurance provision of SAS goals exclusively at design time not viable. This calls for an assurance process that spans the whole life cycle of the SAS. In this work, we propose a goal-oriented assurance process that supports taming different sources (within different classes) of uncertainty from defining the goals at design time to performing self-adaptation at runtime. Based on a goal model augmented with uncertainty annotations, we automatically generate parametric symbolic formulae with parameterized uncertainties at design time using symbolic model checking. These formulae and the goal model guide the synthesis of adaptation policies by engineers. At runtime, the generated formulae are evaluated to resolve the uncertainty and to steer the self-adaptation using the policies. In this paper, we focus on reliability and cost properties, for which we evaluate our approach on the Body Sensor Network (BSN) implemented in OpenDaVINCI. The results of the validation are promising and show that our approach is able to systematically tame multiple classes of uncertainty, and that it is effective and efficient in providing assurances for the goals of self-adaptive systems

Qualitative Reachability for Open Interval Markov Chains

Interval Markov chains extend classical Markov chains with the possibility to describe transition probabilities using intervals, rather than exact values. While the standard formulation of interval Markov chains features closed intervals, previous work has considered also open interval Markov chains, in which the intervals can also be open or half-open. In this paper we focus on qualitative reachability problems for open interval Markov chains, which consider whether the optimal (maximum or minimum) probability with which a certain set of states can be reached is equal to 0 or 1. We present polynomial-time algorithms for these problems for both of the standard semantics of interval Markov chains. Our methods do not rely on the closure of open intervals, in contrast to previous approaches for open interval Markov chains, and can characterise situations in which probability 0 or 1 can be attained not exactly but arbitrarily closely.Comment: Full version of a paper published at RP 201

Scalable Approach to Uncertainty Quantification and Robust Design of Interconnected Dynamical Systems

Development of robust dynamical systems and networks such as autonomous aircraft systems capable of accomplishing complex missions faces challenges due to the dynamically evolving uncertainties coming from model uncertainties, necessity to operate in a hostile cluttered urban environment, and the distributed and dynamic nature of the communication and computation resources. Model-based robust design is difficult because of the complexity of the hybrid dynamic models including continuous vehicle dynamics, the discrete models of computations and communications, and the size of the problem. We will overview recent advances in methodology and tools to model, analyze, and design robust autonomous aerospace systems operating in uncertain environment, with stress on efficient uncertainty quantification and robust design using the case studies of the mission including model-based target tracking and search, and trajectory planning in uncertain urban environment. To show that the methodology is generally applicable to uncertain dynamical systems, we will also show examples of application of the new methods to efficient uncertainty quantification of energy usage in buildings, and stability assessment of interconnected power networks

CIGALEMC: Galaxy Parameter Estimation using a Markov Chain Monte Carlo Approach with Cigale

We introduce a fast Markov Chain Monte Carlo (MCMC) exploration of the astrophysical parameter space using a modified version of the publicly available code CIGALE (Code Investigating GALaxy emission). The original CIGALE builds a grid of theoretical Spectral Energy Distribution (SED) models and fits to photometric fluxes from Ultraviolet (UV) to Infrared (IR) to put contraints on parameters related to both formation and evolution of galaxies. Such a grid-based method can lead to a long and challenging parameter extraction since the computation time increases exponentially with the number of parameters considered and results can be dependent on the density of sampling points, which must be chosen in advance for each parameter. Markov Chain Monte Carlo methods, on the other hand, scale approximately linearly with the number of parameters, allowing a faster and more accurate exploration of the parameter space by using a smaller number of efficiently chosen samples. We test our MCMC version of the code CIGALE (called CIGALEMC) with simulated data. After checking the ability of the code to retrieve the input parameters used to build the mock sample, we fit theoretical SEDs to real data from the well known and studied SINGS sample. We discuss constraints on the parameters and show the advantages of our MCMC sampling method in terms of accuracy of the results and optimization of CPU time.Comment: 12 pages, 8 figures, 4 tables, updated to match the version accepted for publication in ApJ; code available at http://www.oamp.fr/cigale

Recovering stellar population parameters via two full-spectrum fitting algorithms in the absence of model uncertainties

Using mock spectra based on Vazdekis/MILES library fitted within the wavelength region 3600-7350\AA, we analyze the bias and scatter on the resulting physical parameters induced by the choice of fitting algorithms and observational uncertainties, but avoid effects of those model uncertainties. We consider two full-spectrum fitting codes: pPXF and STARLIGHT, in fitting for stellar population age, metallicity, mass-to-light ratio, and dust extinction. With pPXF we find that both the bias in the population parameters and the scatter in the recovered logarithmic values follows the expected trend. The bias increases for younger ages and systematically makes recovered ages older, $M_*/L_r$ larger and metallicities lower than the true values. For reference, at S/N=30, and for the worst case ($t=10^8$yr), the bias is 0.06 dex in $M_*/L_r$, 0.03 dex in both age and [M/H]. There is no significant dependence on either E(B-V) or the shape of the error spectrum. Moreover, the results are consistent for both our 1-SSP and 2-SSP tests. With the STARLIGHT algorithm, we find trends similar to pPXF, when the input E(B-V)<0.2 mag. However, with larger input E(B-V), the biases of the output parameter do not converge to zero even at the highest S/N and are strongly affected by the shape of the error spectra. This effect is particularly dramatic for youngest age, for which all population parameters can be strongly different from the input values, with significantly underestimated dust extinction and [M/H], and larger ages and $M_*/L_r$. Results degrade when moving from our 1-SSP to the 2-SSP tests. The STARLIGHT convergence to the true values can be improved by increasing Markov Chains and annealing loops to the "slow mode". For the same input spectrum, pPXF is about two order of magnitudes faster than STARLIGHT's "default mode" and about three order of magnitude faster than STARLIGHT's "slow mode".Comment: Accepted for publication in MNRAS. 17 pages, 17 figure