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Sequential Schemes for Frequentist Estimation of Properties in Statistical Model Checking
Journal article   Peer reviewed

Sequential Schemes for Frequentist Estimation of Properties in Statistical Model Checking

Cyrille Jegourel, Jun Sun, Jin Song Dong and Cyrille Pierre Joseph Jegourel
ACM transactions on modeling and computer simulation, Vol.29(4), pp.1-22
01/12/2019

Abstract

Applied computing Approximation algorithms analysis Computing methodologies Decision analysis Design and analysis of algorithms Discrete-event simulation Formal methods Logic Logic and verification Mathematics of computing Modeling and simulation Operations research Probabilistic reasoning algorithms Probability and statistics Sequential Monte Carlo methods Simulation types and techniques Software and its engineering Software functional properties Software organization and properties Stochastic approximation Theory of computation
Statistical Model Checking (SMC) is an approximate verification method that overcomes the state space explosion problem for probabilistic systems by Monte Carlo simulations. Simulations might, however, be costly if many samples are required. It is thus necessary to implement efficient algorithms to reduce the sample size while preserving precision and accuracy. In the literature, some sequential schemes have been provided for the estimation of property occurrence based on predefined confidence and absolute or relative error. Nevertheless, these algorithms remain conservative and may result in huge sample sizes if the required precision standards are demanding. In this article, we compare some useful bounds and some sequential methods. We propose outperforming and rigorous alternative schemes based on Massart bounds and robust confidence intervals. Our theoretical and empirical analyses show that our proposal reduces the sample size while providing the required guarantees on error bounds.

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