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stat.ME2026
A Taxonomy of Distance Metrics for Time-Sensitive Importance Splitting: Timer Bounds, Resampling, and the Global Age
Gabriel Dengler, Carlos E. Budde, Laura Carnevali
Importance splitting (ISPLIT) evaluates the probabilities of rare events in non-Markovian models. It requires a heuristic importance function (IFUN) that estimates the distance to…
stat.ME2025
Statistical Model Checking Beyond Means: Quantiles, CVaR, and the DKW Inequality (extended version)
Carlos E. Budde, Arnd Hartmanns, Tobias Meggendorfer +2
Statistical model checking (SMC) randomly samples probabilistic models to approximate quantities of interest with statistical error guarantees. It is traditionally used to estimate…