Importance sampling for stochastic simulations
Management Science
GreatSPN 1.7: graphical editor and analyzer for timed and stochastic Petri nets
Performance Evaluation - Special issue: performance modeling tools
UPPAAL—a tool suite for automatic verification of real-time systems
Proceedings of the DIMACS/SYCON workshop on Hybrid systems III : verification and control: verification and control
Characterizing Correctness Properties of Parallel Programs Using Fixpoints
Proceedings of the 7th Colloquium on Automata, Languages and Programming
PRISM: Probabilistic Symbolic Model Checker
TOOLS '02 Proceedings of the 12th International Conference on Computer Performance Evaluation, Modelling Techniques and Tools
Model-Checking Algorithms for Continuous-Time Markov Chains
IEEE Transactions on Software Engineering
VESTA: A Statistical Model-checker and Analyzer for Probabilistic Systems
QEST '05 Proceedings of the Second International Conference on the Quantitative Evaluation of Systems
Analysis of state-independent importance-sampling measures for the two-node tandem queue
ACM Transactions on Modeling and Computer Simulation (TOMACS)
LiQuor: A tool for Qualitative and Quantitative Linear Time analysis of Reactive Systems
QEST '06 Proceedings of the 3rd international conference on the Quantitative Evaluation of Systems
Splitting for rare-event simulation
Proceedings of the 38th conference on Winter simulation
Ant-based approach for determining the change of measure in importance sampling
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Rare Event Simulation using Monte Carlo Methods
Rare Event Simulation using Monte Carlo Methods
The Ins and Outs of the Probabilistic Model Checker MRMC
QEST '09 Proceedings of the 2009 Sixth International Conference on the Quantitative Evaluation of Systems
SFM'07 Proceedings of the 7th international conference on Formal methods for performance evaluation
Statistical model checking: an overview
RV'10 Proceedings of the First international conference on Runtime verification
Statistical model checking for cyber-physical systems
ATVA'11 Proceedings of the 9th international conference on Automated technology for verification and analysis
HASL: an expressive language for statistical verification of stochastic models
Proceedings of the 5th International ICST Conference on Performance Evaluation Methodologies and Tools
Ymer: a statistical model checker
CAV'05 Proceedings of the 17th international conference on Computer Aided Verification
Cross-entropy optimisation of importance sampling parameters for statistical model checking
CAV'12 Proceedings of the 24th international conference on Computer Aided Verification
Proceedings of the 2013 ACM SIGSIM conference on Principles of advanced discrete simulation
Importance splitting for statistical model checking rare properties
CAV'13 Proceedings of the 25th international conference on Computer Aided Verification
Hi-index | 0.00 |
Statistical model-checking is an alternative verification technique applied on stochastic systems whose size is beyond numerical analysis ability. Given a model (most often a Markov chain) and a formula, it provides a confidence interval for the probability that the model satisfies the formula. One of the main limitations of the statistical approach is the computation time explosion triggered by the evaluation of very small probabilities. In order to solve this problem we develop a new approach based on importance sampling and coupling. The corresponding algorithms have been implemented in our tool cosmos. We present experimentation on several relevant systems, with estimated time reductions reaching a factor of 10−120.