Importance Sampling for Stochastic Timed Automata

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6 Citationer (Scopus)
198 Downloads (Pure)

Abstrakt

We present an importance sampling framework that combines symbolic analysis and simulation to estimate the probability of rare reachability properties in stochastic timed automata. By means of symbolic exploration, our framework first identifies states that cannot reach the goal. A state-wise change of measure is then applied on-the-fly during simulations, ensuring that dead ends are never reached. The change of measure is guaranteed by construction to reduce the variance of the estimator with respect to crude Monte Carlo, while experimental results demonstrate that we can achieve substantial computational gains.
OriginalsprogEngelsk
TitelDependable Software Engineering : Theories, Tools, and Applications
RedaktørerMartin Fränzle, Deepak Kapur, Naijin Zhan
Antal sider16
ForlagSpringer
Publikationsdato2016
Sider163-178
ISBN (Trykt)978-3-319-47676-6
ISBN (Elektronisk)978-3-319-47677-3
DOI
StatusUdgivet - 2016
BegivenhedSymposium on Dependable Software Engineering Theories, Tools and Applications - Beijing, China, Beijing, Kina
Varighed: 9 nov. 201610 nov. 2016
http://lcs.ios.ac.cn/setta/

Konference

KonferenceSymposium on Dependable Software Engineering Theories, Tools and Applications
LokationBeijing, China
LandKina
ByBeijing
Periode09/11/201610/11/2016
Internetadresse
NavnLecture Notes in Computer Science
Vol/bind9984
ISSN0302-9743

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