Use this URL to cite or link to this record in EThOS:
Title: Formal language for statistical inference of uncertain stochastic systems
Author: Georgoulas, Anastasios-Andreas
ISNI:       0000 0004 6420 941X
Awarding Body: University of Edinburgh
Current Institution: University of Edinburgh
Date of Award: 2016
Availability of Full Text:
Access from EThOS:
Full text unavailable from EThOS. Please try the link below.
Access from Institution:
Stochastic models, in particular Continuous Time Markov Chains, are a commonly employed mathematical abstraction for describing natural or engineered dynamical systems. While the theory behind them is well-studied, their specification can be problematic in a number of ways. Firstly, the size and complexity of the model can make its description difficult without using a high-level language. Secondly, knowledge of the system is usually incomplete, leaving one or more parameters with unknown values, thus impeding further analysis. Sophisticated machine learning algorithms have been proposed for the statistically rigorous estimation and handling of this uncertainty; however, their applicability is often limited to systems with finite state-space, and there has not been any consideration for their use on high-level descriptions. Similarly, high-level formal languages have been long used for describing and reasoning about stochastic systems, but require a full specification; efforts to estimate parameters for such formal models have been limited to simple inference algorithms. This thesis explores how these two approaches can be brought together, drawing ideas from the probabilistic programming paradigm. We introduce ProPPA, a process algebra for the specification of stochastic systems with uncertain parameters. The language is equipped with a semantics, allowing a formal interpretation of models written in it. This is the first time that uncertainty has been incorporated into the syntax and semantics of a formal language, and we describe a new mathematical object capable of capturing this information. We provide a series of algorithms for inference which can be automatically applied to ProPPA models without the need to write extra code. As part of these, we develop a novel inference scheme for infinite-state systems, based on random truncations of the state-space. The expressive power and inference capabilities of the framework are demonstrated in a series of small examples as well as a larger-scale case study. We also present a review of the state-of-the-art in both machine learning and formal modelling with respect to stochastic systems. We close with a discussion of potential extensions of this work, and thoughts about different ways in which the fields of statistical machine learning and formal modelling can be further integrated.
Supervisor: Hillston, Jane ; Sanguinetti, Guido Sponsor: Engineering and Physical Sciences Research Council (EPSRC)
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: probabilistic programming paradigm ; ProPPA ; infinite-state systems ; stochastic systems ; statistical machine learning ; formal modelling