2013
DOI: 10.1007/978-3-642-39799-8_38
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Importance Splitting for Statistical Model Checking Rare Properties

Abstract: Statistical model checking avoids the intractable growth of states associated with probabilistic model checking by estimating the probability of a property from simulations. Rare properties are often important, but pose a challenge for simulation-based approaches: the relative error of the estimate is unbounded. A key objective for statistical model checking rare events is thus to reduce the variance of the estimator. Importance splitting achieves this by estimating a sequence of conditional probabilities, who… Show more

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Cited by 74 publications
(84 citation statements)
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“…Importance splitting [11,15] is an alternative variance reduction technique with potential advantages for SMC [10]. We therefore intend to compare our current framework with an implementation of importance splitting for stochastic timed automata, applying both to substantial case studies.…”
Section: Resultsmentioning
confidence: 99%
“…Importance splitting [11,15] is an alternative variance reduction technique with potential advantages for SMC [10]. We therefore intend to compare our current framework with an implementation of importance splitting for stochastic timed automata, applying both to substantial case studies.…”
Section: Resultsmentioning
confidence: 99%
“…However, these contracts are 17 Future Work Our objective is to improve our solution by exploiting rare-event techniques [45] that would allow us to detect rare emergent behaviors with a minimal amount of simulations. Our second future work is to automatize the relationship between the outcome of SMC and the reconfiguration process, in order to automatically find an architecture satisfying sufficiently the GCSL contracts.…”
Section: Conclusion Future Work and Related Workmentioning
confidence: 99%
“…Plasma Lab addresses this with the standard variance reduction techniques of importance sampling [11] and importance splitting [12,13,14].…”
Section: Rare Event Simulationmentioning
confidence: 99%