Statistical Verification of PCTL Using Stratified Samples
Authors: Yu Wang, Nima Roohi, Mahesh Viswanathan, Geir E. Dullerud and Matthew West
Paper Information
Title: | Statistical Verification of PCTL Using Stratified Samples |
Authors: | Yu Wang, Nima Roohi, Mahesh Viswanathan, Geir E. Dullerud and Matthew West |
Proceedings: | ADHS Full papers |
Editor: | Alessandro Abate |
Keywords: | aaa, bbb, ccc |
Abstract: | ABSTRACT. In this work, we propose a stratified sampling method to statistically check Probabilistic Computation Tree Logic (PCTL) formulas on discrete-time Markov chains with sequential probability ratio test. Distinct from previous statistical verification methods using independent Monte Carlo sampling, our algorithm uses stratified samples that are negatively correlated, thus give lower variance. The experiments demonstrate that the new algorithm uses a smaller number of samples for a given confidence level on several benchmark examples. |
Pages: | 6 |
Talk: | Jul 11 14:50 (Session 66C: Stochastic systems 1) |
Paper: |