Models can help software engineers to reason about design-time decisions before implementing a system. This paper focuses on models that deal with non-functional properties, such as reliability and performance. To build such models, one must rely on numerical estimates of various parameters provided by domain experts or extracted by other similar systems. Unfortunately, estimates are seldom correct. In addition, in dynamic environments, the value of parameters may change over time. We discuss an approach that addresses these issues by keeping models alive at run time and feeding a Bayesian estimator with data collected from the running system, which produces updated parameters. The updated model provides an increasingly better representation of the system. By analyzing the updated model at run time, it is possible to detect or predict if a desired property is, or will be, violated by the running implementation. Requirement violations may trigger automatic reconfigurations or recovery actions aimed at guaranteeing the desired goals. We illustrate a working framework supporting our methodology and apply it to an example in which a Web service orchestrated composition is modeled through a discrete time Markov chain. Numerical simulations show the effectiveness of the approach

good results, a leading Italian bank deployed a version of BankSealer in their environment to analyze frauds.

Case-deleted analysis is a popular method for evaluating the influence of a subset of cases on inference. The use of Monte Carlo estimation strategies in complicated Bayesian settings leads naturally to the use of importance sampling techniques to assess the divergence between full-data and case-deleted posteriors and to provide estimates under the case-deleted posteriors. However, the dependability of the importance sampling estimators depends critically on the variability of the case-deleted weights. We provide theoretical results concerning the assessment of the dependability of case-deleted importance sampling estimators in several Bayesian models. In particular, these results allow us to establish whether or not the estimators satisfy a central limit theorem. Because the conditions we derive are of a simple analytical nature, the assessment of the dependability of the estimators can be verified routinely before estimation is performed. We illustrate the use of the results in several examples.

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We propose a semi-supervised online banking fraud analysis and decision support approach. During a training phase, it builds a profile for each customer based on past transactions. At runtime, it supports the analyst by ranking unforeseen transactions that deviate from the learned profiles. It uses methods whose output has a immediate statistical meaning that provide the analyst with an easy-to-understand model of each customer's spending habits. First, we quantify the anomaly of each transaction with respect to the customer historical profile. Second, we find global clusters of customers with similar spending habits. Third, we use a temporal threshold system that measures the anomaly of the current spending pattern of each customer, with respect to his or her past spending behavior. As a result, we mitigate the undertraining due to the lack of historical data for building of well-trained profiles (of fresh users), and the users that change their (spending) habits over time. Our evaluation on real-world data shows that our approach correctly ranks complex frauds as "top priority".