Markovian Testing Equivalence and Exponentially Timed Internal Actions

In the theory of testing for Markovian processes developed so far, exponentially timed internal actions are not admitted within processes. When present, these actions cannot be abstracted away, because their execution takes a nonzero amount of time and hence can be observed. On the other hand, they must be carefully taken into account, in order not to equate processes that are distinguishable from a timing viewpoint. In this paper, we recast the definition of Markovian testing equivalence in the framework of a Markovian process calculus including exponentially timed internal actions. Then, we show that the resulting behavioral equivalence is a congruence, has a sound and complete axiomatization, has a modal logic characterization, and can be decided in polynomial time

The Spectra of Lamplighter Groups and Cayley Machines

We calculate the spectra and spectral measures associated to random walks on restricted wreath products of finite groups with the infinite cyclic group, by calculating the Kesten-von Neumann-Serre spectral measures for the random walks on Schreier graphs of certain groups generated by automata. This generalises the work of Grigorchuk and Zuk on the lamplighter group. In the process we characterise when the usual spectral measure for a group generated by automata coincides with the Kesten-von Neumann-Serre spectral measure.Comment: 36 pages, improved exposition, main results slightly strengthene

CHARDA: Causal Hybrid Automata Recovery via Dynamic Analysis

We propose and evaluate a new technique for learning hybrid automata automatically by observing the runtime behavior of a dynamical system. Working from a sequence of continuous state values and predicates about the environment, CHARDA recovers the distinct dynamic modes, learns a model for each mode from a given set of templates, and postulates causal guard conditions which trigger transitions between modes. Our main contribution is the use of information-theoretic measures (1)~as a cost function for data segmentation and model selection to penalize over-fitting and (2)~to determine the likely causes of each transition. CHARDA is easily extended with different classes of model templates, fitting methods, or predicates. In our experiments on a complex videogame character, CHARDA successfully discovers a reasonable over-approximation of the character's true behaviors. Our results also compare favorably against recent work in automatically learning probabilistic timed automata in an aircraft domain: CHARDA exactly learns the modes of these simpler automata.Comment: 7 pages, 2 figures. Accepted for IJCAI 201

Application of a Bayesian Inference Method to Reconstruct Short-Range Atmospheric Dispersion Events

In the event of an accidental or intentional release of chemical or biological (CB) agents into the atmosphere, first responders and decision makers need to rapidly locate and characterize the source of dispersion events using limited information from sensor networks. In this study the stochastic event reconstruction tool (SERT) is applied to a subset of the Fusing Sensor Information from Observing Networks (FUSION) Field Trial 2007 (FFT 07) database. The inference in SERT is based on Bayesian inference with Markov chain Monte Carlo (MCMC) sampling. SERT adopts a probability model that takes into account both positive and zero-reading sensors. In addition to the location and strength of the dispersion event, empirical parameters in the forward model are also estimated to establish a data-driven plume model. Results demonstrate the effectiveness of the Bayesian inference approach to characterize the source of a short range atmospheric release with uncertainty quantification

Bayesian Structural Inference for Hidden Processes

We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian Structural Inference (BSI) relies on a set of candidate unifilar HMM (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of topological epsilon-machines. (A sequel then removes the topological restriction.) This subset of the uHMM topologies has the added benefit that inferred models are guaranteed to be epsilon-machines, irrespective of estimated transition probabilities. Properties of epsilon-machines and uHMMs allow for the derivation of analytic expressions for estimating transition probabilities, inferring start states, and comparing the posterior probability of candidate model topologies, despite process internal structure being only indirectly present in data. We demonstrate BSI's effectiveness in estimating a process's randomness, as reflected by the Shannon entropy rate, and its structure, as quantified by the statistical complexity. We also compare using the posterior distribution over candidate models and the single, maximum a posteriori model for point estimation and show that the former more accurately reflects uncertainty in estimated values. We apply BSI to in-class examples of finite- and infinite-order Markov processes, as well to an out-of-class, infinite-state hidden process.Comment: 20 pages, 11 figures, 1 table; supplementary materials, 15 pages, 11 figures, 6 tables; http://csc.ucdavis.edu/~cmg/compmech/pubs/bsihp.ht

Faster quantum mixing for slowly evolving sequences of Markov chains

Markov chain methods are remarkably successful in computational physics, machine learning, and combinatorial optimization. The cost of such methods often reduces to the mixing time, i.e., the time required to reach the steady state of the Markov chain, which scales as $\delta^{-1}$, the inverse of the spectral gap. It has long been conjectured that quantum computers offer nearly generic quadratic improvements for mixing problems. However, except in special cases, quantum algorithms achieve a run-time of $\mathcal{O}(\sqrt{\delta^{-1}} \sqrt{N})$, which introduces a costly dependence on the Markov chain size $N,$ not present in the classical case. Here, we re-address the problem of mixing of Markov chains when these form a slowly evolving sequence. This setting is akin to the simulated annealing setting and is commonly encountered in physics, material sciences and machine learning. We provide a quantum memory-efficient algorithm with a run-time of $\mathcal{O}(\sqrt{\delta^{-1}} \sqrt[4]{N})$, neglecting logarithmic terms, which is an important improvement for large state spaces. Moreover, our algorithms output quantum encodings of distributions, which has advantages over classical outputs. Finally, we discuss the run-time bounds of mixing algorithms and show that, under certain assumptions, our algorithms are optimal.Comment: 20 pages, 2 figure