On the sequential massart algorithm for statistical model checking

Several schemes have been provided in Statistical Model Checking (SMC) for the estimation of property occurrence based on predefined confidence and absolute or relative error. Simulations might be however costly if many samples are required and the usual algorithms implemented in statistical model checkers tend to be conservative. Bayesian and rare event techniques can be used to reduce the sample size but they can not be applied without prerequisite or knowledge about the system under scrutiny. Recently, sequential algorithms based on Monte Carlo estimations and Massart bounds have been proposed to reduce the sample size while providing guarantees on error bounds which has been shown to outperform alternative frequentist approaches [15]. In this work, we discuss some features regarding the distribution and the optimisation of these algorithms.No Full Tex

Sequential schemes for frequentist estimation of properties in statistical model checking

National Research Foundation (NRF) Singapor

Statistical Guarantees for the Robustness of Bayesian Neural Networks

We introduce a probabilistic robustness measure for Bayesian Neural Networks (BNNs), defined as the probability that, given a test point, there exists a point within a bounded set such that the BNN prediction differs between the two. Such a measure can be used, for instance, to quantify the probability of the existence of adversarial examples. Building on statistical verification techniques for probabilistic models, we develop a framework that allows us to estimate probabilistic robustness for a BNN with statistical guarantees, i.e., with a priori error and confidence bounds. We provide experimental comparison for several approximate BNN inference techniques on image classification tasks associated to MNIST and a two-class subset of the GTSRB dataset. Our results enable quantification of uncertainty of BNN predictions in adversarial settings.Comment: 9 pages, 6 figure

Joint segmentation of wind speed and direction using a hierarchical model

The problem of detecting changes in wind speed and direction is considered. Bayesian priors, with various degrees of certainty, are used to represent relationships between the two time series. Segmentation is then conducted using a hierarchical Bayesian model that accounts for correlations between the wind speed and direction. A Gibbs sampling strategy overcomes the computational complexity of the hierarchical model and is used to estimate the unknown parameters and hyperparameters. Extensions to other statistical models are also discussed. These models allow us to study other joint segmentation problems including segmentation of wave amplitude and direction. The performance of the proposed algorithms is illustrated with results obtained with synthetic and real data

About adaptive coding on countable alphabets

This paper sheds light on universal coding with respect to classes of memoryless sources over a countable alphabet defined by an envelope function with finite and non-decreasing hazard rate. We prove that the auto-censuring AC code introduced by Bontemps (2011) is adaptive with respect to the collection of such classes. The analysis builds on the tight characterization of universal redundancy rate in terms of metric entropy % of small source classes by Opper and Haussler (1997) and on a careful analysis of the performance of the AC-coding algorithm. The latter relies on non-asymptotic bounds for maxima of samples from discrete distributions with finite and non-decreasing hazard rate

The Classification of Workforce Requirement Planning for Service Oriented Operations

In today’s world of competitive international economy sectors, service industry orservice sector oriented businesses, the key point is to maximize the efficiency and sustainability of the business directly related with optimal planning of the workload and distributing them among the employees. Helpdesks and operation centers are one of the fastest developing service area of this sector. This paper compares the machine learning algorithms that can be used for the classification of workforce requirements for a bank operation center which provides support to reduce operational workload of bank branches. Classification of the workload based on the quantity of Money Order and EFT operations within time zones aids in the management of workforce teams and distribution of jobs between team members