Probabilistic Programming Concepts

A multitude of different probabilistic programming languages exists today, all extending a traditional programming language with primitives to support modeling of complex, structured probability distributions. Each of these languages employs its own probabilistic primitives, and comes with a particular syntax, semantics and inference procedure. This makes it hard to understand the underlying programming concepts and appreciate the differences between the different languages. To obtain a better understanding of probabilistic programming, we identify a number of core programming concepts underlying the primitives used by various probabilistic languages, discuss the execution mechanisms that they require and use these to position state-of-the-art probabilistic languages and their implementation. While doing so, we focus on probabilistic extensions of logic programming languages such as Prolog, which have been developed since more than 20 years

Quantitative Verification: Formal Guarantees for Timeliness, Reliability and Performance

Computerised systems appear in almost all aspects of our daily lives, often in safety-critical scenarios such as embedded control systems in cars and aircraft or medical devices such as pacemakers and sensors. We are thus increasingly reliant on these systems working correctly, despite often operating in unpredictable or unreliable environments. Designers of such devices need ways to guarantee that they will operate in a reliable and efficient manner. Quantitative verification is a technique for analysing quantitative aspects of a system's design, such as timeliness, reliability or performance. It applies formal methods, based on a rigorous analysis of a mathematical model of the system, to automatically prove certain precisely specified properties, e.g. ``the airbag will always deploy within 20 milliseconds after a crash'' or ``the probability of both sensors failing simultaneously is less than 0.001''. The ability to formally guarantee quantitative properties of this kind is beneficial across a wide range of application domains. For example, in safety-critical systems, it may be essential to establish credible bounds on the probability with which certain failures or combinations of failures can occur. In embedded control systems, it is often important to comply with strict constraints on timing or resources. More generally, being able to derive guarantees on precisely specified levels of performance or efficiency is a valuable tool in the design of, for example, wireless networking protocols, robotic systems or power management algorithms, to name but a few. This report gives a short introduction to quantitative verification, focusing in particular on a widely used technique called model checking, and its generalisation to the analysis of quantitative aspects of a system such as timing, probabilistic behaviour or resource usage. The intended audience is industrial designers and developers of systems such as those highlighted above who could benefit from the application of quantitative verification,but lack expertise in formal verification or modelling

Bayesian Logic Programs

Bayesian networks provide an elegant formalism for representing and reasoning about uncertainty using probability theory. Theyare a probabilistic extension of propositional logic and, hence, inherit some of the limitations of propositional logic, such as the difficulties to represent objects and relations. We introduce a generalization of Bayesian networks, called Bayesian logic programs, to overcome these limitations. In order to represent objects and relations it combines Bayesian networks with definite clause logic by establishing a one-to-one mapping between ground atoms and random variables. We show that Bayesian logic programs combine the advantages of both definite clause logic and Bayesian networks. This includes the separation of quantitative and qualitative aspects of the model. Furthermore, Bayesian logic programs generalize both Bayesian networks as well as logic programs. So, many ideas developedComment: 52 page

Efficient Parallel Statistical Model Checking of Biochemical Networks

We consider the problem of verifying stochastic models of biochemical networks against behavioral properties expressed in temporal logic terms. Exact probabilistic verification approaches such as, for example, CSL/PCTL model checking, are undermined by a huge computational demand which rule them out for most real case studies. Less demanding approaches, such as statistical model checking, estimate the likelihood that a property is satisfied by sampling executions out of the stochastic model. We propose a methodology for efficiently estimating the likelihood that a LTL property P holds of a stochastic model of a biochemical network. As with other statistical verification techniques, the methodology we propose uses a stochastic simulation algorithm for generating execution samples, however there are three key aspects that improve the efficiency: first, the sample generation is driven by on-the-fly verification of P which results in optimal overall simulation time. Second, the confidence interval estimation for the probability of P to hold is based on an efficient variant of the Wilson method which ensures a faster convergence. Third, the whole methodology is designed according to a parallel fashion and a prototype software tool has been implemented that performs the sampling/verification process in parallel over an HPC architecture

Statistical Model Checking : An Overview

Quantitative properties of stochastic systems are usually specified in logics that allow one to compare the measure of executions satisfying certain temporal properties with thresholds. The model checking problem for stochastic systems with respect to such logics is typically solved by a numerical approach that iteratively computes (or approximates) the exact measure of paths satisfying relevant subformulas; the algorithms themselves depend on the class of systems being analyzed as well as the logic used for specifying the properties. Another approach to solve the model checking problem is to \emph{simulate} the system for finitely many runs, and use \emph{hypothesis testing} to infer whether the samples provide a \emph{statistical} evidence for the satisfaction or violation of the specification. In this short paper, we survey the statistical approach, and outline its main advantages in terms of efficiency, uniformity, and simplicity.Comment: non

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