mlsanityData to 7 Oct 2026

What Are the Odds? Improving the foundations of Statistical Model Checking

arXiv 2404.05424 ↗First posted 8 Apr 2024cs.AI cs.LG cs.SYcited by 5

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Abstract (arXiv)

Markov decision processes (MDPs) are a fundamental model for decision making under uncertainty. They exhibit non-deterministic choice as well as probabilistic uncertainty. Traditionally, verification algorithms assume exact knowledge of the probabilities that govern the behaviour of an MDP. As this assumption is often unrealistic in practice, statistical model checking (SMC) was developed in the past two decades. It allows to analyse MDPs with unknown transition probabilities and provide probably approximately correct (PAC) guarantees on the result. Model-based SMC algorithms sample the MDP and build a model of it by estimating all transition probabilities, essentially for every transition answering the question: ``What are the odds?'' However, so far the statistical methods employed by the state of the art SMC algorithms are quite naive. Our contribution are several fundamental improvements to those methods: On the one hand, we survey statistics literature for better concentration inequalities; on the other hand, we propose specialised approaches that exploit our knowledge of the MDP. Our improvements are generally applicable to many kinds of problem statements because they are largely independent of the setting. Moreover, our experimental evaluation shows that they lead to significant gains, reducing the number of samples that the SMC algorithm has to collect by up to two orders of magnitude.

Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). Builds on 29 of its 108 references that are in the map. First posted on arXiv 8 Apr 2024.

Builds on

29 of 108 references.

References · 29

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17 more
  1. 2023Robust Control for Dynamical Systems With Non-Gaussian Noise via Formal Abstractionscited by 16
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  16. 2023Strategy Synthesis in Markov Decision Processes Under Limited Sampling Accesscited by 1
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Citing papers per year: 2024: 2; 2025: 3.

5 papers.