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Importance Sampling for Stochastic Timed Automata
Conference proceeding   Peer reviewed

Importance Sampling for Stochastic Timed Automata

Cyrille Jegourel, Kim G. Larsen, Axel Legay, Marius Mikucionis, Danny Bogsted Poulsen, Sean Sedwards and Cyrille Pierre Joseph Jegourel
DEPENDABLE SOFTWARE ENGINEERING: THEORIES, TOOLS, AND APPLICATIONS, Vol.9984, pp.163-178
Lecture Notes in Computer Science
01/01/2016

Abstract

Computer Science Computer Science, Software Engineering Science & Technology Technology
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.

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