Download or read book Introduction to Rare Event Simulation written by James Bucklew and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling from the point of view of the probabilistic theory of large deviations. It allows us to view a vast assortment of simulation problems from a unified single perspective.

Download or read book Rare Event Simulation using Monte Carlo Methods written by Gerardo Rubino and published by John Wiley & Sons. This book was released on 2009-03-18 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events is therefore a critical issue. Monte Carlo Methods, the simulation of corresponding models, are used to analyze rare events. This book sets out to present the mathematical tools available for the efficient simulation of rare events. Importance sampling and splitting are presented along with an exposition of how to apply these tools to a variety of fields ranging from performance and dependability evaluation of complex systems, typically in computer science or in telecommunications, to chemical reaction analysis in biology or particle transport in physics. Graduate students, researchers and practitioners who wish to learn and apply rare event simulation techniques will find this book beneficial.

Download or read book Model Checking Software written by Georgiana Caltais and published by Springer Nature. This book was released on 2023-05-01 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 29th International Symposium on Model Checking Software, SPIN 2023, held in Paris, France, during April 26–27, 2023. The 9 full papers and 2 short papers included in this book were carefully reviewed and selected from 21 submissions. They were organized in topical sections as follows: binary decision diagrams, concurrency, testing, synthesis, explicit-state model checking.

Download or read book Runtime Verification written by Howard Barringer and published by Springer Science & Business Media. This book was released on 2010-10-19 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed conference proceedings of the First International Conference on Runtime Verification, RV 2010, held in St. Julians, Malta, in November 2010. The 23 revised full papers presented together with 6 invited papers, 6 tutorials and 4 tool demonstrations were carefully reviewed and selected from 74 submissions. The papers address a wide range of topics such as runtime monitoring, analysis and verification, statically and dynamical, runtime simulations, together with applications in malware analysis and failure recovery, as well as execution tracing in embedded systems.

Download or read book Statistical Inference as Severe Testing written by Deborah G. Mayo and published by Cambridge University Press. This book was released on 2018-09-20 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mounting failures of replication in social and biological sciences give a new urgency to critically appraising proposed reforms. This book pulls back the cover on disagreements between experts charged with restoring integrity to science. It denies two pervasive views of the role of probability in inference: to assign degrees of belief, and to control error rates in a long run. If statistical consumers are unaware of assumptions behind rival evidence reforms, they can't scrutinize the consequences that affect them (in personalized medicine, psychology, etc.). The book sets sail with a simple tool: if little has been done to rule out flaws in inferring a claim, then it has not passed a severe test. Many methods advocated by data experts do not stand up to severe scrutiny and are in tension with successful strategies for blocking or accounting for cherry picking and selective reporting. Through a series of excursions and exhibits, the philosophy and history of inductive inference come alive. Philosophical tools are put to work to solve problems about science and pseudoscience, induction and falsification.

Download or read book Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems written by Jerome Morio and published by Woodhead Publishing. This book was released on 2015-11-16 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rare event probability (10-4 and less) estimation has become a large area of research in the reliability engineering and system safety domains. A significant number of methods have been proposed to reduce the computation burden for the estimation of rare events from advanced sampling approaches to extreme value theory. However, it is often difficult in practice to determine which algorithm is the most adapted to a given problem.Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A Practical Approach provides a broad up-to-date view of the current available techniques to estimate rare event probabilities described with a unified notation, a mathematical pseudocode to ease their potential implementation and finally a large spectrum of simulation results on academic and realistic use cases. Provides a broad overview of the practical approach of rare event methods. Includes algorithms that are applied to aerospace benchmark test cases Offers insight into practical tuning issues

Download or read book Tools and Algorithms for the Construction and Analysis of Systems written by Dirk Beyer and published by Springer. This book was released on 2018-04-13 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is Open Access under a CC BY licence. The LNCS 10805 and 10806 proceedings set constitutes the proceedings of the 24th International Conference on Tools and Algorithms for the Construction and Analysis of Systems, TACAS 2018, which took place in Thessaloniki, Greece, in April 2018, held as part of the European Joint Conference on Theory and Practice of Software, ETAPS 2018. The total of 43 full and 11 short papers presented in these volumes was carefully reviewed and selected from 154submissions. The papers are organized in topical sections as follows: Part I: theorem proving; SAT and SMT I; deductive verification; software verification and optimization; model checking; and machine learning. Part II: concurrent and distributed systems; SAT and SMT II; security and reactive systems; static and dynamic program analysis; hybrid and stochastic systems; temporal logic and mu-calculus; 7th Competition on Software Verification – SV-COMP.

Download or read book Tools and Algorithms for the Construction and Analysis of Systems written by Armin Biere and published by Springer Nature. This book was released on 2020-04-17 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access two-volume set constitutes the proceedings of the 26th International Conference on Tools and Algorithms for the Construction and Analysis of Systems, TACAS 2020, which took place in Dublin, Ireland, in April 2020, and was held as Part of the European Joint Conferences on Theory and Practice of Software, ETAPS 2020. The total of 60 regular papers presented in these volumes was carefully reviewed and selected from 155 submissions. The papers are organized in topical sections as follows: Part I: Program verification; SAT and SMT; Timed and Dynamical Systems; Verifying Concurrent Systems; Probabilistic Systems; Model Checking and Reachability; and Timed and Probabilistic Systems. Part II: Bisimulation; Verification and Efficiency; Logic and Proof; Tools and Case Studies; Games and Automata; and SV-COMP 2020.

Download or read book Tools and Algorithms for the Construction and Analysis of Systems written by Jan Friso Groote and published by Springer Nature. This book was released on 2021-03-22 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access two-volume set constitutes the proceedings of the 27th International Conference on Tools and Algorithms for the Construction and Analysis of Systems, TACAS 2021, which was held during March 27 – April 1, 2021, as part of the European Joint Conferences on Theory and Practice of Software, ETAPS 2021. The conference was planned to take place in Luxembourg and changed to an online format due to the COVID-19 pandemic. The total of 41 full papers presented in the proceedings was carefully reviewed and selected from 141 submissions. The volume also contains 7 tool papers; 6 Tool Demo papers, 9 SV-Comp Competition Papers. The papers are organized in topical sections as follows: Part I: Game Theory; SMT Verification; Probabilities; Timed Systems; Neural Networks; Analysis of Network Communication. Part II: Verification Techniques (not SMT); Case Studies; Proof Generation/Validation; Tool Papers; Tool Demo Papers; SV-Comp Tool Competition Papers.

Download or read book Formal Modeling and Analysis of Timed Systems written by Marcin Jurdzinski and published by Springer. This book was released on 2012-08-31 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 10th International Conference on Formal Modeling and Analysis of Timed Systems, FORMATS 2012, held in London, UK in September 2012. The 16 revised full papers presented together with 2 invited talks were carefully reviewed and selected from 34 submissions. The book covers topics of foundations and semantics, methods and tools, techniques, algorithms, hybrid automata, appilcations, real-time software and hardware circuits.

Download or read book ModelEd TestEd TrustEd written by Joost-Pieter Katoen and published by Springer. This book was released on 2017-10-16 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift volume has been published in honor of Ed Brinksma, on the occasion of his 60th birthday. The contributions in this Festschrift are written by a number of Ed's former Ph.D. students and collaborators. The papers are a reflection on his research contributions and interests and all fall into the area of formal methods, or in Ed's terminology applied mathematics in computer science. The papers address modeling languages and semantics, model-based testing, verification and performance analysis, probabilistic computation, system dynamics, and applications of formal methods.

Download or read book Discrete Choice Methods with Simulation written by Kenneth Train and published by Cambridge University Press. This book was released on 2009-07-06 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.

Download or read book Leveraging Applications of Formal Methods Verification and Validation Foundational Techniques written by Tiziana Margaria and published by Springer. This book was released on 2016-10-05 with total page 985 pages. Available in PDF, EPUB and Kindle. Book excerpt: The two-volume set LNCS 9952 and LNCS 9953 constitutes the refereed proceedings of the 7th International Symposium on Leveraging Applications of Formal Methods, Verification and Validation, ISoLA 2016, held in Imperial, Corfu, Greece, in October 2016. The papers presented in this volume were carefully reviewed and selected for inclusion in the proceedings. Featuring a track introduction to each section, the papers are organized in topical sections named: statistical model checking; evaluation and reproducibility of program analysis and verification; ModSyn-PP: modular synthesis of programs and processes; semantic heterogeneity in the formal development of complex systems; static and runtime verification: competitors or friends?; rigorous engineering of collective adaptive systems; correctness-by-construction and post-hoc verification: friends or foes?; privacy and security issues in information systems; towards a unified view of modeling and programming; formal methods and safety certification: challenges in the railways domain; RVE: runtime verification and enforcement, the (industrial) application perspective; variability modeling for scalable software evolution; detecting and understanding software doping; learning systems: machine-learning in software products and learning-based analysis of software systems; testing the internet of things; doctoral symposium; industrial track; RERS challenge; and STRESS.

Download or read book PROCEEDINGS OF THE 23RD CONFERENCE ON FORMAL METHODS IN COMPUTER AIDED DESIGN FMCAD 2023 written by Alexander Nadel and published by TU Wien Academic Press. This book was released on 2023-10-13 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Conference on Formal Methods in Computer-Aided Design (FMCAD) is an annual conference on the theory and applications of formal methods in hardware and system in academia and industry for presenting and discussing groundbreaking methods, technologies, theoretical results, and tools for reasoning formally about computing systems. FMCAD covers formal aspects of computer-aided system testing.

Download or read book Discrete Event Simulation written by George S. Fishman and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 554 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This is an excellent and well-written text on discrete event simulation with a focus on applications in Operations Research. There is substantial attention to programming, output analysis, pseudo-random number generation and modelling and these sections are quite thorough. Methods are provided for generating pseudo-random numbers (including combining such streams) and for generating random numbers from most standard statistical distributions." --ISI Short Book Reviews, 22:2, August 2002

Download or read book Tools and Algorithms for the Construction and Analysis of Systems written by Cormac Flanagan and published by Springer. This book was released on 2012-03-22 with total page 578 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the 18th International Conference on Tools and Algorithms for the Construction and Analysis of Systems, TACAS 2012, held as part of the joint European Conference on Theory and Practice of Software, ETAPS 2012, which took place in Tallinn, Estonia, in March/April 2012. The 25 research papers, 2 case study papers, 3 regular tool papers, and 6 tool demonstrations papers presented in this book were carefully reviewed and selected from a total of 147 submissions. The papers are organized in topical sections named: SAT and SMT based methods; automata; model checking; case studies; memory models and termination; internet protocol verification; stochastic model checking; synthesis; provers and analysis techniques; tool demonstrations; and competition on software verification.

Download or read book Bayesian Data Analysis Third Edition written by Andrew Gelman and published by CRC Press. This book was released on 2013-11-01 with total page 677 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now in its third edition, this classic book is widely considered the leading text on Bayesian methods, lauded for its accessible, practical approach to analyzing data and solving research problems. Bayesian Data Analysis, Third Edition continues to take an applied approach to analysis using up-to-date Bayesian methods. The authors—all leaders in the statistics community—introduce basic concepts from a data-analytic perspective before presenting advanced methods. Throughout the text, numerous worked examples drawn from real applications and research emphasize the use of Bayesian inference in practice. New to the Third Edition Four new chapters on nonparametric modeling Coverage of weakly informative priors and boundary-avoiding priors Updated discussion of cross-validation and predictive information criteria Improved convergence monitoring and effective sample size calculations for iterative simulation Presentations of Hamiltonian Monte Carlo, variational Bayes, and expectation propagation New and revised software code The book can be used in three different ways. For undergraduate students, it introduces Bayesian inference starting from first principles. For graduate students, the text presents effective current approaches to Bayesian modeling and computation in statistics and related fields. For researchers, it provides an assortment of Bayesian methods in applied statistics. Additional materials, including data sets used in the examples, solutions to selected exercises, and software instructions, are available on the book’s web page.