Probabilistic Reachability Analysis for Large Scale Stochastic Hybrid Systems

This paper studies probabilistic reachability analysis for large scale stochastic hybrid systems (SHS) as a problem of rare event estimation. In literature, advanced rare event estimation theory has recently been embedded within a stochastic analysis framework, and this has led to significant novel results in rare event estimation for a diffusion process using sequential MC simulation. This paper presents this rare event estimation theory directly in terms of probabilistic reachability analysis of an SHS, and develops novel theory which allows to extend the novel results for application to a large scale SHS where a very huge number of rare discrete modes may contribute significantly to the reach probability. Essentially, the approach taken is to introduce an aggregation of the discrete modes, and to develop importance sampling relative to the rare switching between the aggregation modes. The practical working of this approach is demonstrated for the safety verification of an advanced air traffic control example

Explicit Model Checking of Very Large MDP using Partitioning and Secondary Storage

The applicability of model checking is hindered by the state space explosion problem in combination with limited amounts of main memory. To extend its reach, the large available capacities of secondary storage such as hard disks can be exploited. Due to the specific performance characteristics of secondary storage technologies, specialised algorithms are required. In this paper, we present a technique to use secondary storage for probabilistic model checking of Markov decision processes. It combines state space exploration based on partitioning with a block-iterative variant of value iteration over the same partitions for the analysis of probabilistic reachability and expected-reward properties. A sparse matrix-like representation is used to store partitions on secondary storage in a compact format. All file accesses are sequential, and compression can be used without affecting runtime. The technique has been implemented within the Modest Toolset. We evaluate its performance on several benchmark models of up to 3.5 billion states. In the analysis of time-bounded properties on real-time models, our method neutralises the state space explosion induced by the time bound in its entirety.Comment: The final publication is available at Springer via http://dx.doi.org/10.1007/978-3-319-24953-7_1

Predictive Analysis for Social Processes II: Predictability and Warning Analysis

This two-part paper presents a new approach to predictive analysis for social processes. Part I identifies a class of social processes, called positive externality processes, which are both important and difficult to predict, and introduces a multi-scale, stochastic hybrid system modeling framework for these systems. In Part II of the paper we develop a systems theory-based, computationally tractable approach to predictive analysis for these systems. Among other capabilities, this analytic methodology enables assessment of process predictability, identification of measurables which have predictive power, discovery of reliable early indicators for events of interest, and robust, scalable prediction. The potential of the proposed approach is illustrated through case studies involving online markets, social movements, and protest behavior

Early Warning Analysis for Social Diffusion Events

There is considerable interest in developing predictive capabilities for social diffusion processes, for instance to permit early identification of emerging contentious situations, rapid detection of disease outbreaks, or accurate forecasting of the ultimate reach of potentially viral ideas or behaviors. This paper proposes a new approach to this predictive analytics problem, in which analysis of meso-scale network dynamics is leveraged to generate useful predictions for complex social phenomena. We begin by deriving a stochastic hybrid dynamical systems (S-HDS) model for diffusion processes taking place over social networks with realistic topologies; this modeling approach is inspired by recent work in biology demonstrating that S-HDS offer a useful mathematical formalism with which to represent complex, multi-scale biological network dynamics. We then perform formal stochastic reachability analysis with this S-HDS model and conclude that the outcomes of social diffusion processes may depend crucially upon the way the early dynamics of the process interacts with the underlying network's community structure and core-periphery structure. This theoretical finding provides the foundations for developing a machine learning algorithm that enables accurate early warning analysis for social diffusion events. The utility of the warning algorithm, and the power of network-based predictive metrics, are demonstrated through an empirical investigation of the propagation of political memes over social media networks. Additionally, we illustrate the potential of the approach for security informatics applications through case studies involving early warning analysis of large-scale protests events and politically-motivated cyber attacks

Petri nets for systems and synthetic biology

We give a description of a Petri net-based framework for modelling and analysing biochemical pathways, which uni¯es the qualita- tive, stochastic and continuous paradigms. Each perspective adds its con- tribution to the understanding of the system, thus the three approaches do not compete, but complement each other. We illustrate our approach by applying it to an extended model of the three stage cascade, which forms the core of the ERK signal transduction pathway. Consequently our focus is on transient behaviour analysis. We demonstrate how quali- tative descriptions are abstractions over stochastic or continuous descrip- tions, and show that the stochastic and continuous models approximate each other. Although our framework is based on Petri nets, it can be applied more widely to other formalisms which are used to model and analyse biochemical networks