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Abstract
One of the main applications of probabilistic model checking is to decide whether the probability of a property of interest is above or below a threshold. Using statistical model checking (SMC), this is done using a combination of stochastic simulation and statistical hypothesis testing. When the probability of interest is very small, one may need to resort to rareevent simulation techniques, in particular importance sampling (IS). However, IS simulation does not yield 0/1outcomes, as assumed by the hypothesis tests commonly used in SMC, but likelihood ratios that are typically close to zero, but which may also take large values.
In this paper we consider two possible ways of combining IS and SMC. One involves a classical ISscheme from the rareevent simulation literature that yields likelihood ratios with bounded support when applied to a certain (nontrivial) class of models. The other involves a particular hypothesis testing scheme that does not require apriori knowledge about the samples, only that their variance is estimated well.
In this paper we consider two possible ways of combining IS and SMC. One involves a classical ISscheme from the rareevent simulation literature that yields likelihood ratios with bounded support when applied to a certain (nontrivial) class of models. The other involves a particular hypothesis testing scheme that does not require apriori knowledge about the samples, only that their variance is estimated well.
Original language  English 

Title of host publication  7th International Symposium on Leveraging Applications of Formal Methods, Verification and Validation (ISoLA 2016) 
Place of Publication  Corfu, Greece 
Publisher  Springer, Cham 
Pages  1626 
Number of pages  11 
ISBN (Electronic)  9783319471662 
ISBN (Print)  9783319471655 
DOIs  
Publication status  Published  5 Oct 2016 
Event  ISoLA 2016  Corfu, Greece Duration: 5 Oct 2016 → 14 Oct 2016 http://www.isolaconference.org/isola2016/ 
Publication series
Name  Lecture Notes in Computer Science 

Publisher  Springer, Cham 
Volume  9952 
ISSN (Print)  03029743 
Conference
Conference  ISoLA 2016 

Abbreviated title  ISoLA 2016 
Country/Territory  Greece 
City  Corfu 
Period  5/10/16 → 14/10/16 
Internet address 
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Dive into the research topics of 'Hypothesis testing for rareevent simulation: limitations and possibilities'. Together they form a unique fingerprint.Projects
 1 Finished

QUANTICOL  A Quantitative Approach to Management and Design of Collective and Adaptive Behaviours (RTD)
1/04/13 → 31/03/17
Project: Research