Finite horizon analysis of Markov Chains with the Murϕ verifier

In this paper we present an explicit disk-based verification algorithm for Probabilistic Systems defining discrete time/finite state Markov Chains. Given a Markov Chain and an integer k (horizon), our algorithm checks whether the probability of reaching an error state in at most k steps is below a given threshold. We present an implementation of our algorithm within a suitable extension of the Murϕ verifier. We call the resulting probabilistic model checker FHP-Murϕ (Finite Horizon ProbabilisticMurϕ). We present experimental results comparing FHP-Murϕ with (a finite horizon subset of) PRISM, a state-of-the-art symbolic model checker for Markov Chains. Our experimental results show that FHP-Murϕ can handle systems that are out of reach for PRISM, namely those involving arithmetic operations on the state variables (e.g. hybrid systems). This research has been partially supported by MURST projects MEFISTO and SAHARA. This paper is a journal version of the conference paper [16].     

基于概率模型检测的Web服务组合验证

Web服务组合验证对提高软件开发效率、实现服务增值具有重要意义。为了验证服务组合的有效性,提出了一种基于概率模型检测的Web服务组合验证方法。首先采用扩展的有限自动机模型建立Web服务组合模型,并将该模型转换为Markov模型,然后采用概率模型检测器PRISM验证服务组合的可靠性,最后通过实例进一步说明该方法的可行性。     

Learning Probabilistic Automata and Markov Chains via Queries

We investigate the problem of learning probabilistic automata and Markov chains via queries in the teacher-student learning model. Probabilistic automata and Markov chains are probabilistic extensions of finite state automata and have similar structures. We discuss some natural oracles associated with probabilistic automata and Markov chains. We present polynomial-time algorithms for learning probabilistic automata and Markov Chains using these oracles.     

使用模型检测解决概率布尔网络优化控制

系统生物学期望对复杂生物系统建立一个真实的、可计算的模型,以便于以系统的角度去理解生物系统的演变过程。在系统生物学中,一个重要的主题是通过外部的干预控制发展关于基因调控网络的控制理论,以作为未来基因治疗技术。目前,布尔网络及其扩展的概率布尔网络已经被广泛用于对基因调控网络进行建模。在控制问题的研究中,概率布尔控制网络的状态迁移本质上构成一条有限状态空间的离散时间马尔科夫决策过程。依据马尔科夫决策过程的理论,通过概率模型检测方法解决网络中有限范围优化控制问题和无限范围优化控制问题。针对带有随机干扰且上下文相关的概率布尔控制网络,使用概率模型检测器PRISM对其进行形式化建模,然后将两类优化控制问题描述为相应的时序逻辑公式,最后通过模型检测寻找出最优解。实验结果表明,提出的方法可以有效地用于生物网络的分析和优化控制。     

Time-bounded reachability in tree-structured QBDs by abstraction

This paper studies quantitative model checking of infinite tree-like (continuous-time) Markov chains. These tree-structured quasi-birth death processes are equivalent to probabilistic pushdown automata and recursive Markov chains and are widely used in the field of performance evaluation. We determine time-bounded reachability probabilities in these processes-which with direct methods, i.e., uniformization, result in an exponential blow-up-by applying abstraction. We contrast abstraction based on Markov decision processes (MDPs) and interval-based abstraction; study various schemes to partition the state space, and empirically show their influence on the accuracy of the obtained reachability probabilities. Results show that grid-like schemes, in contrast to chain- and tree-like ones, yield extremely precise approximations for rather coarse abstractions.     

On Probabilistic Techniques for Data Flow Analysis

We present a semantics-based technique for analysing probabilistic properties of imperative programs. This consists in a probabilistic version of classical data flow analysis. We apply this technique to pWhile programs, i.e programs written in a probabilistic version of a simple While language. As a first step we introduce a syntax based definition of a linear operator semantics (LOS) which is equivalent to the standard structural operational semantics of While. The LOS of a pWhile program can be seen as the generator of a Discrete Time Markov Chain and plays a similar role as a collecting or trace semantics for classical While. Probabilistic Abstract Interpretation techniques are then employed in order to define data flow analyses for properties like Parity and Live Variables.     

Automatic verification of the IEEE 1394 root contention protocol with KRONOS and PRISM

We report on the automatic verification of timed probabilistic properties of the IEEE 1394 root contention protocol combining two existing tools: the real-time model checker Kronos and the probabilistic model checker Prism. The system is modelled as a probabilistic timed automaton. We first use Kronos to perform a symbolic forwards reachability analysis to generate the set of states that are reachable with non-zero probability from the initial state and before the deadline expires. We then encode this information as a Markov decision process to be analyzed with Prism. We apply this technique to compute the minimal probability of a leader being elected before a deadline, for different deadlines, and study how this minimal probability is influenced by using a biased coin and considering different wire lengths.     

集合代数是经典命题演算形式系统的语义解释

经典命题演算形式系统(CPC)中的公式只是一些形式符号,其意义是由具体的解释给出的.逻辑代数和集合代数都是布尔代数,都是CPC的解释.集合代数是CPC的集合语义,其中对联结词的解释就是集合运算;对形式公式的解释就是集合函数;对逻辑蕴涵.逻辑等价的解释就是集合包含和集合相等=.标准概率逻辑是在标准概率空间上建立的逻辑体系,命题表示随机事件,随机事件是集合,概率空间中的事件域是集合代数,概率逻辑就是CPC集合语义的实际应用.CPC完全适用于概率命题演算.     

Probabilistic symbolic model checking with PRISM: a hybrid approach

In this paper we present efficient symbolic techniques for probabilistic model checking. These have been implemented in PRISM, a tool for the analysis of probabilistic models such as discrete-time Markov chains, continuous-time Markov chains and Markov decision processes using specifications in the probabilistic temporal logics PCTL and CSL. Motivated by the success of model checkers such as SMV which use BDDs (binary decision diagrams), we have developed an implementation of PCTL and CSL model checking based on MTBDDs (multi-terminal BDDs) and BDDs. Existing work in this direction has been hindered by the generally poor performance of MTBDD-based numerical computation, which is often substantially slower than explicit methods using sparse matrices. The focus of this paper is a novel hybrid technique which combines aspects of symbolic and explicit approaches to overcome these performance problems. For typical examples, we achieve a dramatic improvement over the purely symbolic approach. In addition, thanks to the compact model representation using MTBDDs, we can verify systems an order of magnitude larger than with sparse matrices, while almost matching or even beating them for speed.     

True-concurrency probabilistic models: Branching cells and distributed probabilities for event structures

This paper is devoted to probabilistic models for concurrent systems under their true-concurrency semantics. Here we address probabilistic event structures. We consider a new class of event structures, called locally finite, that extend confusion-free event structure. In locally finite event structures, maximal configurations can be tiled with branching cells: branching cells are minimal and finite sub-structures capturing the choices performed while scanning a maximal configuration. The probabilistic event structures that we introduce have the property that “concurrent processes are independent in the probabilistic sense.”     

BIO‐MOLECULAR EVENT EXTRACTION WITH MARKOV LOGIC

This article presents a novel approach to event extraction from biological text using Markov Logic. It can be described by three design decisions: (1) instead of building a pipeline using local classifiers, we design and learn a joint probabilistic model over events in a sentence; (2) instead of developing specific inference and learning algorithms for our joint model, we apply Markov Logic, a general purpose Statistical Relation Learning language, for this task; (3) we represent events as relations over the token indices of a sentence, as opposed to structures that relate event entities to gene or protein mentions. In this article, we extend our original work by providing an error analysis for binding events. Moreover, we investigate the impact of different loss functions to precision, recall and F‐measure. Finally, we show how to extract events of different types that share the same event clue. This extension allowed us to improve our performance our performance even further, leading to the third best scores for task 1 (in close range to the second place) and the best results for task 2 with a 14% point margin.     

Modeling term proximity for probabilistic information retrieval models

Proximity among query terms has been found to be useful for improving retrieval performance. However, its application to classical probabilistic information retrieval models, such as Okapi’s BM25, remains a challenging research problem. In this paper, we propose to improve the classical BM25 model by utilizing the term proximity evidence. Four novel methods, namely a window-based N-gram Counting method, Survival Analysis over different statistics, including the Poisson process, an exponential distribution and an empirical function, are proposed to model the proximity between query terms. Through extensive experiments on standard TREC collections, our proposed proximity-based BM25 model, called BM25P, is compared to strong state-of-the-art evaluation baselines, including the original unigram BM25 model, the Markov Random Field model, and the positional language model. According to the experimental results, the window-based N-gram Counting method, and Survival Analysis over an exponential distribution are the most effective among all four proposed methods, which lead to marked improvement over the baselines. This shows that the use of term proximity considerably enhances the retrieval effectiveness of the classical probabilistic models. It is therefore recommended to deploy a term proximity component in retrieval systems that employ probabilistic models.     

State estimation and detectability of probabilistic discrete event systems

A probabilistic discrete event system (PDES) is a nondeterministic discrete event system where the probabilities of nondeterministic transitions are specified. State estimation problems of PDES are more difficult than those of non-probabilistic discrete event systems. In our previous papers, we investigated state estimation problems for non-probabilistic discrete event systems. We defined four types of detectabilities and derived necessary and sufficient conditions for checking these detectabilities. In this paper, we extend our study to state estimation problems for PDES by considering the probabilities. The first step in our approach is to convert a given PDES into a nondeterministic discrete event system and find sufficient conditions for checking probabilistic detectabilities. Next, to find necessary and sufficient conditions for checking probabilistic detectabilities, we investigate the “convergence” of event sequences in PDES. An event sequence is convergent if along this sequence, it is more and more certain that the system is in a particular state. We derive conditions for convergence and hence for detectabilities. We focus on systems with complete event observation and no state observation. For better presentation, the theoretical development is illustrated by a simplified example of nephritis diagnosis.     

一种基于混合概率模型的视频分割方法

该文提出一种新的基于混合概率模型视频分割方法。这个方法主要利用两个概率模型：隐马尔可夫模型和概率图模型建立一个混合的贝叶斯网概率模型,对视频输入中背景变化的时间和空间局部相关性（同现性）进行学习。在建立正确模型参数的基础上,贝叶斯信念传播算法根据图像输入预测当前背景状态的后验分布。并根据预测得到的背景状态对输入图像进行分割,实验结果显示方法的有效性和在复杂背景变化下的鲁棒性。     

Distributed disk-based algorithms for model checking very large Markov chains

In this paper we present data structures and distributed algorithms for CSL model checking-based performance and dependability evaluation. We show that all the necessary computations are composed of series or sums of matrix-vector products. We discuss sparse storage structures for the required matrices and present efficient sequential and distributed disk-based algorithms for performing these matrix-vector products. We illustrate the effectivity of our approach in a number of case studies in which continuous-time Markov chains (generated in a distributed way from stochastic Petri net specifications) with several hundreds of millions of states are solved on a workstation cluster with 26 dual-processor nodes. We show details about the memory consumption, the solution times, and the speedup. The distributed message-passing algorithms have been implemented in a tool called PARSECS, that also takes care of the distributed Markov chain generation and that can also be used for distributed CTL model checking of Petri nets.     

Probabilistic model checking for the quantification of DoS security threats

Secure authentication features of communication and electronic commerce protocols involve computationally expensive and memory intensive cryptographic operations that have the potential to be turned into denial-of-service (DoS) exploits. Recent proposals attempt to improve DoS resistance by implementing a trade-off between the resources required for the potential victim(s) with the resources used by a prospective attacker. Such improvements have been proposed for the Internet Key Exchange (IKE), the Just Fast Keying (JFK) key agreement protocol and the Secure Sockets Layer (SSL/TLS) protocol. In present article, we introduce probabilistic model checking as an efficient tool-assisted approach for systematically quantifying DoS security threats. We model a security protocol with a fixed network topology using probabilistic specifications for the protocol participants. We attach into the protocol model, a probabilistic attacker model which performs DoS related actions with assigned cost values. The costs for the protocol participants and the attacker reflect the level of some resource expenditure (memory, processing capacity or communication bandwidth) for the associated actions. From the developed model we obtain a Discrete Time Markov Chain (DTMC) via property preserving discrete-time semantics. The DTMC model is verified using the PRISM model checker that produces probabilistic estimates for the analyzed DoS threat. In this way, it is possible to evaluate the level of resource expenditure for the attacker, beyond which the likelihood of widespread attack is reduced and subsequently to compare alternative design considerations for optimal resistance to the analyzed DoS threat. Our approach is validated through the analysis of the Host Identity Protocol (HIP). The HIP base-exchange is seen as a cryptographic key-exchange protocol with special features related to DoS protection. We analyze a serious DoS threat, for which we provide probabilistic estimates, as well as results for the associated attacker and participants' costs.     

A glimpse of symbolic-statistical modeling by PRISM

We give a brief overview of a logic-based symbolic modeling language PRISM which provides a unified approach to generative probabilistic models including Bayesian networks, hidden Markov models and probabilistic context free grammars. We include some experimental result with a probabilistic context free grammar extracted from the Penn Treebank. We also show EM learning of a probabilistic context free graph grammar as an example of exploring a new area.

Model-based sonar localisation for mobile robots

We describe a sonar localisation system for autonomous mobile robot navigation in a known environment, which tries to extract as much information as possible from the sensors by building a detailed probabilistic model of each sonar event. It takes account of multiple hypotheses about the source of each signal and uses a probabilistic sensor fusion technique to merge the results into a single location update. The system is designed to run under our decentralised, highly parallel vehicle architecture, and we discuss some of the implementation techniques required to achieve this. The results of some initial simulations are presented.     

Unprovability of the logical characterization of bisimulation

We quickly review labelled Markov processes (LMP) and provide a counterexample showing that in general measurable spaces, event bisimilarity and state bisimilarity differ in LMP. This shows that the Hennessy-Milner logic proposed by Desharnais does not characterize state bisimulation in non-analytic measurable spaces. Furthermore we show that, under current foundations of Mathematics, such logical characterization is unprovable for spaces that are projections of a coanalytic set. Underlying this construction there is a proof that stationary Markov processes over general measurable spaces do not have semi-pullbacks.     

Context-aware environments: from specification to implementation

Abstract: This paper deals with the problem of implementing a context model for a smart environment. The problem has already been addressed several times using many different data- or problem-driven methods. In order to separate the modelling phase from implementation, we first represent the context model by a network of situations. Then, different implementations can be automatically generated from this context model depending on user needs and underlying perceptual components. Two different implementations are proposed in this paper: a deterministic one based on Petri nets and a probabilistic one based on hidden Markov models. Both implementations are illustrated and applied to real-world problems.