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Register a new userOn the Identifiability of the Influence Model for Stochastic Spatiotemporal Spread Processes
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Chenyuan He
Publication date
2018
fields
Informatics Engineering
and research's language is
English
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The influence model is a discrete-time stochastic model that succinctly captures the interactions of a network of Markov chains. The model produces a reduced-order representation of the stochastic network, and can be used to describe and tractably analyze probabilistic spatiotemporal spread dynamics, and hence has found broad usage in network applications such as social networks, traffic management, and failure cascades in power systems. This paper provides sufficient and necessary conditions for the identifiability of the influence model, and also develops estimators for the model structure through exploiting the models special properties. In addition, we analyze conditions for the identifiability of the partially observed influence model (POIM), for which not all of the sites can be measured.
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We consider the emergent behavior of viral spread when agents in a large population interact with each other over a contact network. When the number of agents is large and the contact network is a complete graph, it is well known that the population behavior -- that is, the fraction of susceptible, infected and recovered agents -- converges to the solution of an ordinary differential equation (ODE) known as the classical SIR model as the population size approaches infinity. In contrast, we study interactions over contact networks with generic topologies and derive conditions under which the population behavior concentrates around either the classic SIR model or other deterministic models. Specifically, we show that when most vertex degrees in the contact network are sufficiently large, the population behavior concentrates around an ODE known as the network SIR model. We then study the short and intermediate-term evolution of the network SIR model and show that if the contact network has an expander-type property or the initial set of infections is well-mixed in the population, the network SIR model reduces to the classical SIR model. To complement these results, we illustrate through simulations that the two models can yield drastically different predictions, hence use of the classical SIR model can be misleading in certain cases.
We introduce the concept of a V-formation game between a controller and an attacker, where controllers goal is to maneuver the plant (a simple model of flocking dynamics) into a V-formation, and the goal of the attacker is to prevent the controller from doing so. Controllers in V-formation games utilize a new formulation of model-predictive control we call Adaptive-Horizon MPC (AMPC), giving them extraordinary power: we prove that under certain controllability assumptions, an AMPC controller is able to attain V-formation with probability 1. We define several classes of attackers, including those that in one move can remove R birds from the flock, or introduce random displacement into flock dynamics. We consider both naive attackers, whose strategies are purely probabilistic, and AMPC-enabled attackers, putting them on par strategically with the controllers. While an AMPC-enabled controller is expected to win every game with probability 1, in practice, it is resource-constrained: its maximum prediction horizon and the maximum number of game execution steps are fixed. Under these conditions, an attacker has a much better chance of winning a V-formation game. Our extensive performance evaluation of V-formation games uses statistical model checking to estimate the probability an attacker can thwart the controller. Our results show that for the bird-removal game with R = 1, the controller almost always wins (restores the flock to a V-formation). For R = 2, the game outcome critically depends on which two birds are removed. For the displacement game, our results again demonstrate that an intelligent attacker, i.e. one that uses AMPC in this case, significantly outperforms its naive counterpart that randomly executes its attack.
This paper presents a stochastic, model predictive control (MPC) algorithm that leverages short-term probabilistic forecasts for dispatching and rebalancing Autonomous Mobility-on-Demand systems (AMoD, i.e. fleets of self-driving vehicles). We first present the core stochastic optimization problem in terms of a time-expanded network flow model. Then, to ameliorate its tractability, we present two key relaxations. First, we replace the original stochastic problem with a Sample Average Approximation (SAA), and characterize the performance guarantees. Second, we separate the controller into two separate parts to address the task of assigning vehicles to the outstanding customers separate from that of rebalancing. This enables the problem to be solved as two totally unimodular linear programs, and thus easily scalable to large problem sizes. Finally, we test the proposed algorithm in two scenarios based on real data and show that it outperforms prior state-of-the-art algorithms. In particular, in a simulation using customer data from DiDi Chuxing, the algorithm presented here exhibits a 62.3 percent reduction in customer waiting time compared to state of the art non-stochastic algorithms.
In this work, we present an analysis of the Burst failure effect in the $H_infty$ norm. We present a procedure to perform an analysis between different Markov Chain models and a numerical example. In the numerical example the results obtained pointed out that the burst failure effect in the performance does not exceed 6.3%. However, this work is an introduction for a wider and more extensive analysis in this subject.
FAUST$^2$ is a software tool that generates formal abstractions of (possibly non-deterministic) discrete-time Markov processes (dtMP) defined over uncountable (continuous) state spaces. A dtMP model is specified in MATLAB and abstracted as a finite-state Markov chain or Markov decision processes. The abstraction procedure runs in MATLAB and employs parallel computations and fast manipulations based on vector calculus. The abstract model is formally put in relationship with the concrete dtMP via a user-defined maximum threshold on the approximation error introduced by the abstraction procedure. FAUST$^2$ allows exporting the abstract model to well-known probabilistic model checkers, such as PRISM or MRMC. Alternatively, it can handle internally the computation of PCTL properties (e.g. safety or reach-avoid) over the abstract model, and refine the outcomes over the concrete dtMP via a quantified error that depends on the abstraction procedure and the given formula. The toolbox is available at http://sourceforge.net/projects/faust2/
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