IITK CS659: Autonomous Cyber-Physical Systems:

Probabilistic Models

Winter 2021
Instructors: Indranil Saha & Jyo Deshmukh

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School of Engineering
Department of Computer Science
 Probabilistic Models
 Models for components that we studied so far were either deterministic or
nondeterministic.
 The goal of such models is to represent computation or time-evolution of a
physical phenomenon.
 These models do not do a great job of capturing uncertainty.
 We can usually model uncertainty using probabilities, so probabilistic
models allow us to account for likelihood of environment behaviors
 Machine learning/AI algorithms also require probabilistic modelling!

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 Stochastic Process
 Collection of finite or infinite random variables, indexed by time
 Discrete: 𝑋 𝑘 , 𝑘 ∈ ℕ ∪ {0}
 Continuous: 𝑋(𝑡), 𝑡 ∈ ℝ
 Joint distribution of a (discrete-time) stochastic process
𝐹𝑋 𝑑1 , … , 𝑑𝑛 ; 𝑡1 , … , 𝑡𝑛 = 𝑃 𝑋 𝑡1 < 𝑑1 , … , 𝑋 𝑡𝑛 < 𝑑𝑛

 Many kinds of stochastic processes: Markov process, Martingales, Levy

Process, AutoRegressive process, Moving Average process, ….

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 Markov chains
 Markov process: special case of a stochastic process
 Markov property:
𝑃 𝑋 𝑡𝑛+1 = 𝑑𝑛+1 |𝑋 𝑡0 = 𝑑0 , 𝑋 𝑡1 = 𝑑1 , … , 𝑋 𝑡𝑛 = 𝑑𝑛 =

𝑃 𝑋 𝑡𝑛+1 = 𝑑𝑛+1 | 𝑋 𝑡𝑛 = 𝑑𝑛

 Distribution of 𝑋 𝑡𝑛+1 given 𝑋 𝑡0 . . 𝑋 𝑡𝑛 only depends on the current

state of 𝑋 𝑡𝑛

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 Discrete-time Markov chain (DTMC)
 DTMC is a time-homogeneous Markov process
 Each step in the process takes the same time
 Time-steps are discrete
 State-space 𝑄 is usually discrete (values taken by the time-indexed random
variables)

 Transition probability to go from 𝑞 to 𝑞 ′ :

 𝑃 𝑞, 𝑞 ′ = 𝑃 𝑋𝑛+1 = 𝑞 ′ 𝑋𝑛 = 𝑞 = 𝑃(𝑋1 = 𝑞 ′ |𝑋0 = 𝑞)

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 Formal definition: DTMC as a transition system

 Discrete-Time Markov chain (DTMC), described as a tuple (𝑄, 𝑃, 𝐼, 𝐴𝑃, 𝐿):

𝑄 is a finite set of states
𝑃: 𝑄 × 𝑄 → [0,1] is a transition probability function
𝐼: 𝑄 → [0,1] is the initial distribution such that σ𝑞∈𝑄 𝐼 𝑞 = 1
𝐴𝑃
𝐴𝑃 is a set of Boolean propositions, and 𝐿: 𝑆 → 2 is a function that
assigns some subset of Boolean propositions to each state

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 Markov chain example: Driver modeling
0 0
0.3
𝑝, 𝑞
0.1 0.4
¬𝑝, ¬𝑞 Constant
Accelerate
0.2 Speed
0 0.5 𝑞: Checking cellphone
0.8 0.5
0.4 0.05 𝑝: Feeling sleepy

𝑝, 𝑞 Idling Brake
0.5
¬𝑝, 𝑞 0.05
0.2 1

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 Markov chain: Transition probability matrix
0 0
0.3
𝑝, 𝑞
0.1 0.4 A C B I
¬𝑝, ¬𝑞 Constant A 0.3 0.2 0.4 0
Accelerate
0.2 Speed
C 0.1 0.4 0.5 0
0 0.5 0.5 B 0.4 0.05 0.05 0.5
0.8 0.4 0.05
I 0.8 0 0 0.8
𝑝, 𝑞 Idling Brake
0.5
¬𝑝, 𝑞 0.05
0.2 1

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 Probability of moving 𝑛 steps
 Transition probabilities matrix 𝑀, where 𝑀 𝑞, 𝑞 ′ = 𝑃 𝑞, 𝑞 ′
 𝑃𝑛 (𝑞, 𝑞 ′ ) : probability of going from state 𝑞 to 𝑞′ in 𝑛 steps
 Chapman-Kolmogorov Equation:
 𝑃𝑚+𝑛 𝑞, 𝑞 ′ = σ𝑞′′ 𝑃𝑚 𝑞, 𝑞 ′′ 𝑃𝑛 𝑞′′, 𝑞 ′

 Corollary: 𝑃𝑘 𝑞, 𝑞 ′ = 𝑀𝑘 𝑞, 𝑞 ′

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 Geometric distribution for discrete random variables

 Given 𝑘 ∈ ℕ, and 0 < 𝑝 ≤ 1, the prob. mass function of a geometric

distribution is:
𝑃 𝑋 = 𝑘 = 1 − 𝑝 𝑘−1 𝑝
1
 𝐸𝑋 =
𝑝
1−𝑝
 𝑉𝑎𝑟 𝑋 =
𝑝2
𝑘
 𝑃 𝑋 ≤𝑘 =1− 1−𝑝

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 Residence times
 Residence time 𝜏 in a state 𝑠 of a Markov chain is an r.v. with geometric
distribution
 𝑃 𝜏 = 1 = 1 − 𝑃 𝑠, 𝑠 ,
 𝑃 𝜏 = 2 = 𝑃 𝑠, 𝑠 1 − 𝑃 𝑠, 𝑠
 …
 𝑃 𝜏 = 𝑛 = 𝑃 𝑠, 𝑠 𝑛−1 1 − 𝑃 𝑠, 𝑠

 What is the expected time you stay in a state? What is the variance?
 Hint: Residence time is a r.v. with geometric distribution

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 Types of states in Markov chains

 Absorbing: once you enter this state, you cannot leave

 Recurrent/Persistent: returning to this state at some future time is certain
 Transient: returning some time in the future is uncertain
 Periodic: States which can be visited at only certain time epochs

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 First passage probability
 First passage : reaching state 𝑞𝑗 from state 𝑞𝑖 for the first time
 𝑓𝑖𝑗 𝑛 = 𝑃 𝑋1 ≠ 𝑞𝑖 , 𝑋2 ≠ 𝑞𝑖 , … 𝑋𝑛−1 ≠ 𝑞𝑖 , 𝑋𝑛 = 𝑞𝑗 |𝑋0 = 𝑞𝑖
 Probability of ever reaching 𝑞𝑗 from 𝑞𝑖 : σ∞
𝑛=1 𝑓𝑖𝑗 (𝑛)
 𝑓𝑖𝑗 (𝑛) each constitutes a probability distribution, but we cannot say
anything about the infinite sum in general
 Persistent if: σ∞𝑛=1 𝑓𝑖𝑖 (𝑛) = 1
 Transient if: σ∞𝑛=1 𝑓𝑖𝑖 (𝑛) < 1

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 Stationary distributions
 Probability distribution that remains unchanged in the Markov chain as time
progresses
 Given as a row vector 𝜋 whose entries sum to 1
 Satisfies 𝜋 = 𝜋𝑀
 Gives information about the “limiting” behavior of the Markov chain or
stability of the random process

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 Stationary distributions
 How to find stationary distribution?
 𝜋 = 𝜋𝑀
 𝑀 𝑇 𝜋 𝑇 = 1. 𝜋 𝑇 [ Same form as 𝐴𝑣 = 𝜆𝑣 ]
 transposed 𝑀 has eigenvectors 𝑣 corresponding to eigenvalue 1
 such a 𝑣 is a column vector containing the stationary distribution
 Stationary distribution: left eigenvector of 𝑀
 Related to limiting distribution of Markov chain: over very long time
horizons, how does the MC behave?

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 Robot trying to reach moving target example
 What is the expected time before robot reaches
target?
3 G
 What’s the probability that robot reaches target
2 within the next 2 steps?
1 R
 What’s the probability that the robot hits a wall
1 2 3 4 5 6 7
before getting to the target
Rules of the Game
 Each timestep the target and robot move randomly
to an adjacent cell or stay in the same cell (with
some probability, possibly different for each cell)
 When the robot and target occupy the same cell,
robot declares victory

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 Robot trying to reach moving target example
 If robot knows the cell in which the target is (fully
3 G observable), then this is simply a Markov chain
2
 Each state is a pair (𝑖, 𝑗), where 𝑖 is the cell
1 R
occupied by R, and 𝑗 is the cell occupied by G
1 2 3 4 5 6 7  Movement of robot and target is independent, so
𝑃2 𝑅 = (1,1), 𝐺 = (3,3) , 𝑅 = (2,2), 𝐺 = (2,2) P 𝑖, 𝑗 , 𝑖 ′ , 𝑗 ′ = 𝑃𝑅 𝑖, 𝑖 ′ 𝑃𝐺 (𝑗, 𝑗 ′ )
= 𝑀2 1,1 , (3,3) , 2,2 , (2,2)  Compute new transition probability matrix
 For any initial configuration, you can find answers
by using the Chapman-Kolmogorov equations

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 What if robot cannot see all the state?
 Robot with noisy proximity sensors:
W W W W W W
R R
G G G
True state Observed noisy state

 Target state is hidden : if it is not proximal, robot does not know where the target is, and if it is proximal,
robot only has noisy estimates
 We can assume robot knows how the target moves (left, right, top, down), and the uncertainty (as
captured by the transition probability matrix): this is like the process model in KF
 The robot’s sensors are noisy, this is like the measurement model in KF
 Question: Given a series of (noisy) observations, can the robot estimate where the target is?
 Can model this problem using Hidden Markov Models (HMMs). Algorithms are very similar to Kalman Filter
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 Hidden Markov Models
 Full system state is never observable, so HMMs only make observations or
outputs available
 HMM is a tuple: 𝑄, 𝑃, 𝑍, 𝑂, 𝐼, 𝐴𝑃, 𝐿
 𝑄, 𝑃, 𝐼, 𝐴𝑃, 𝐿 as before
 𝑍: set of observations
 𝑂: Conditional probability of observing 𝑧 when in state 𝑞 ∈ 𝑄

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 Interesting Problems for HMMs
 [Decoding] Given a sequence of observations, can you estimate the hidden
state sequence? [Solution with the Viterbi Algorithm]
 [Likelihood] Given an HMM and an observation sequence, what is the
likelihood of that observation sequence [Dynamic Programming based
Forward Algorithm]
 [Learning] Given an observation sequence (or sequences), learn the HMM
that maximizes the likelihood of that sequence [Baum-Welch or forward-
backward algorithm]

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 Viterbi Algorithm
 Generate path 𝑋 = 𝑥1 , 𝑥2 , … , 𝑥𝑛 : a sequence of (hidden) states, that
generate observations 𝑌 = 𝑦1 , 𝑦2 , … , 𝑦𝑛
 Two 2-dimensional tables of size 𝑄 × 𝑛 ∶ 𝑇1 , 𝑇2
 𝑇1 𝑖, 𝑗 ∶ probability of most likely path that reaches state 𝑞𝑖 in step 𝑗
 𝑇2 𝑖, 𝑗 ∶ state 𝑞𝑗−1 of the most likely path ∀𝑗: 2 ≤ 𝑗 ≤ 𝑛
 Table entries filled recursively (dynamic programming approach):
 𝑇1 𝑖, 𝑗 = max 𝑇1 𝑘, 𝑗 − 1 . 𝑀 𝑘, 𝑗 . 𝑂(𝑖, 𝑦𝑗 )
𝑘
 𝑇2 𝑖, 𝑗 = argmax𝑘 𝑇1 𝑘, 𝑗 − 1 . 𝑀 𝑘, 𝑗 . 𝑂 𝑖, 𝑦𝑖

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 Probabilistic CTL
 LTL
 Can be interpreted over individual executions
 Can be interpreted over a state machine: do all paths satisfy property
 CTL
 Is interpreted over a computation tree
 PCTL
 Is interpreted over a discrete-time Markov chain
 Encodes uncertainties in computation due to environment etc.

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 Probabilistic CTL
Syntax of PCTL
𝜑 ∷= 𝑝 ¬𝜑 𝜑 ∧ 𝜑 | Prop. in 𝐴𝑃, negation, conjunction
(State) 𝑃∼𝜆 𝜓 | ∼∈ {<, ≤, >, ≥}, 𝜆 ∈ [0,1] : Probability of 𝜓 being true

𝜓 ∷= 𝐗𝜑 | NeXt Time
(Path) 𝜑 𝐔 ≤𝑘 𝜑 | Bounded Until (upto 𝑘 steps)
𝜑𝐔𝜑 Until (Recall 𝐅𝜑 = 𝑡𝑟𝑢𝑒 𝐔 𝜑, and 𝐆𝜑 = ¬𝐅¬𝜑
PCTL formulas are state formulas, path formulas used to define how to build a PCTL formula

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 Semantics
 Semantics of path formulas is straightforward (similar to LTL/CTL)
 Semantics of state formula with Probabilistic operator:
 𝑃𝑟𝑜𝑏 𝑞, 𝐗𝜑 : σ𝑞′⊨𝜑 𝑃 𝑞, 𝑞 ′ 𝑞0 0.4
𝑝 ¬𝑝
0.2 0.1
 Does𝑃≥0.5 𝐗 𝑝 hold in state q0 ? 𝑞2 𝑞3
 No, because 𝑃 𝑞0 , 𝐗 𝑝 = 0.1 + 0.2 = 0.3
𝑞1 𝑝
 Semantics of state formula with Until 𝑃𝑟𝑜𝑏 𝑞, 𝛼𝐔 ≤𝒌 𝛽 :
 1 if 𝑞 ⊨ 𝛽, otherwise
 0 if 𝑞⊭𝛼, otherwise
′ ′ 𝑘−1
 σ 𝑃 𝑞, 𝑞 . 𝑃𝑟𝑜𝑏(𝑞 , 𝛼 𝐔 𝛽) for 𝑘 ≥ 0

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 PCTL 𝑟: Checking cellphone
 Does this formula 𝑃≥0.5 𝐗𝑝 hold in 𝑝: Feeling sleepy
state Brake?
 Yes 0 0.3 0
 What value of 𝜖 will make the 𝑝, 𝑟
¬𝑝, 0.1 0.4
formula 𝑃≥𝜖 (𝐅 ≤1 𝑟) true in state 𝐴: Constant
¬𝑟 Accelerate
 Zero steps: 0 0.2 Speed
 One step: 𝑃 𝐴, 𝐵 + 𝑃 𝐴, 𝐶 0 0.5
 0.5 + 0.2 = 0.7 0.8 0.5
0.4 0.05
 𝜖 = 0.7
 I.e. with probability ≥ 0.7, driver 𝑝, 𝑟 Idling Brake
checks cell phone within 1 step of 0.5
accelerating ¬𝑝, 𝑟 0.05
0.2 1

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 Quantitative in PCTL vs. Qualitative in CTL
 Toss a coin repeatedly until “tails” is thrown
1
 Is “tails” eventually thrown along all paths? 𝑞1 ℎ𝑒𝑎𝑑𝑠
 CTL: 𝐴𝐹 tails
 Result: false 0.5
 Why? 𝑞0 𝑞1 𝑞0 𝑞1 … 𝑞0
0.5 1
 Is the probability of eventually thrown “tails”
equal to 1?
 PCTL: 𝑃≥1 ( 𝐅 𝑡𝑎𝑖𝑙𝑠 ) 𝑞2 𝑡𝑎𝑖𝑙𝑠
 Result: true
 Probability of path 𝑞0 𝑞1 𝑞0 𝑞1 … is zero!

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 Continuous Time Markov Chains

 Time in DTMC is discrete

 CTMCs:
 dense model of time
 transitions can occur at any time
 “dwell time” in a state is (negative) exponentially distributed

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 Exponential distribution
 Continuous random variable : probabilisty density function 𝑓 𝑥 (≥ 0 ∀𝑥)
𝑑
 𝑃 𝑋≤𝑑 = ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥
 A negative exponentially distributed random variable X with rate 𝜆 > 0, has
probability density function (pdf) 𝑓𝑋 𝑥 defined as follows:
−𝜆𝑥
 𝑓𝑋 𝑥 = ቊ
𝜆𝑒 if x > 0
0 if x ≤ 0
1
 𝐸𝑋 =
𝜆
1
 𝑉𝑎𝑟 𝑋 =
𝜆2

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 Exponential distribution properties
 Cumulative distribution function (CDF) of 𝑋 is then:
𝑑 𝑑 𝑑
 𝐹𝑋 𝑑 =𝑃 𝑋≤𝑑 = ‫׬‬−∞ 𝑓𝑋 𝑥 𝑑𝑥 = ‫׬‬0 𝜆𝑒 −𝜆𝑥 𝑑𝑥 = −𝑒 −𝜆𝑥
= (1 − e−𝜆𝑑 )
0
 I.e. zero probability of doing transition out of a state in duration 𝑑 = 0, but probability
becomes 1 as 𝑑 → ∞
 Fun exercise: show that above CDF is memoryless, i.e. 𝑃 𝑋 > 𝑡 + 𝑑 𝑋 > 𝑡) = 𝑃(𝑋 > 𝑑)
 Fun exercise 2: If 𝑋 and 𝑌 are r.v.s negatively exponentially distributed with rates 𝜆 and 𝜇,
𝜆
then 𝑃 𝑋 ≤ 𝑌 = 𝜆+𝜇
 Fun exercise 3: If 𝑋1 , … , 𝑋𝑛 are negative exponentially distributed with rates 𝜆1 , … , 𝜆𝑛 :
𝜆𝑖
𝑃 𝑋𝑖 = min 𝑋1 , … , 𝑋𝑛 = 𝑛
σ𝑗=1 𝜆𝑗

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 CTMC example
 Tuple (𝑄, 𝑃, 𝐼, 𝑟, 𝐴𝑃, 𝐿)
0.1 0.6  𝑄 is a finite set of states
0.1 0.4  𝑃: 𝑄 × 𝑄 → [0,1] is a transition probability function
𝑙𝑎𝑛𝑒𝑖 𝑙𝑎𝑛𝑒𝑖+1  𝐼: 𝑄 → [0,1] is the init. dist. σ𝑞∈𝑄 𝐼 𝑞 = 1
0.3
5  𝐴𝑃 is a set of Boolean propositions, and 𝐿: 𝑆 → 2𝐴𝑃 is a
0.6 function that assigns some subset of Boolean propositions to
0.8 each state
𝑙𝑎𝑛𝑒𝑖−1 0.2  𝑟 𝑞 : Q → ℝ>0 is the exit-rate function
 Residence time in state 𝑞 negative exponentially distributed with
0.5
rate 𝑟 𝑞
1
 Average residence time in state 𝑞 =
𝑟 𝑞
 Bigger the exit-rate, shorter the average residence time

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 CTMC transition probability
 Transition rate 𝑅 𝑞, 𝑞′ = 𝑟 𝑞 𝑃 𝑞, 𝑞′
Rate of exiting 𝑞 Probability of going to 𝑞’

 Transition 𝑞 → 𝑞′ modeled as a r.v. 𝑋𝑞,𝑞′ that is negative exponentially distributed

with rate 𝑅 𝑞, 𝑞′
 Bigger values of 𝑋𝑞,𝑞′ means lower probability of going from 𝑞 to 𝑞′
 Probability of reaching state 𝑞′ from 𝑞 :
 𝑋𝑞,𝑞′ ≤ min 𝑋𝑞,𝑠
𝑠 ∈ suc𝑐𝑒𝑠𝑜𝑟𝑠 𝑜𝑓 𝑞 −{𝑞′}
𝑅 𝑞,𝑞′
 Probability of moving from 𝑞 to 𝑞′ in time [0, 𝑡]: 1 − 𝑒 −𝑟 𝑞 𝑡
𝑟 𝑞

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 CTMC example  Probability to go from state 𝑙𝑎𝑛𝑒𝑖+1 to 𝑙𝑎𝑛𝑒𝑖−1 is:
 𝑃 𝑋𝑖+1,𝑖 ≤ 𝑋𝑖+1,𝑖+1 ∩ 𝑋𝑖,𝑖−1 ≤ min(𝑋𝑖,𝑖 , 𝑋𝑖,𝑖+1 )
𝑅 𝑖+1,𝑖 𝑅 𝑖,𝑖−1
0.1 0.6 
𝑅 𝑖+1,𝑖+1 +𝑅(𝑖+1,𝑖) 𝑅 𝑖,𝑖+1 +𝑅 𝑖,𝑖 +𝑅(𝑖,𝑖−1)
0.1 0.4
𝑙𝑎𝑛𝑒𝑖 𝑙𝑎𝑛𝑒𝑖+1
0.3
5  What is the probability of changing to some lane from 𝑙𝑎𝑛𝑒𝑖 in
0.6
0.8
0, 𝑡 seconds?
𝑡
𝑙𝑎𝑛𝑒𝑖−1
 ‫׬‬0 𝑟 𝑙𝑎𝑛𝑒𝑖 𝑒 −𝑟 𝑙𝑎𝑛𝑒𝑖 𝑥 𝑑𝑥 = (1 − 𝑒 −𝑟 𝑙𝑎𝑛𝑒𝑖 𝑡 )
0.2

0.5

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 CTMC + PCTL
 𝑃≥0.5 𝑋 𝑝
𝑠1
¬𝑝  Recall that 𝑅 𝑠, 𝑠 ′ = 𝑃 s, s′ 𝑟(s)
0.5 𝑟𝑦
 Also recall that 𝑃 𝑦 < min 𝑥𝑖 =
𝑖 𝑟𝑦 +σ𝑟𝑥𝑖
𝑠0 𝑠2 𝑝  Probability to go from 𝑠0 to 𝑠2 is:
0.3
𝑅 𝑠0 ,𝑠2
𝑟 𝑠0 = 2 𝑃 𝑋𝑠0 ,𝑠2 ≤ min 𝑋𝑠0 ,𝑠1 , 𝑋𝑠0 ,𝑠3 =
𝑟 𝑠0
0.2
𝑠3 ¬𝑝
 𝑃(𝐹 0,0.5 𝑝)?
𝑠,𝑠 ′ 𝑡
 𝑃 𝑠, 𝑠 ′ enabled in 0, 𝑡 is 1 − 𝑒 −𝑅
𝑅 𝑠0 ,𝑠2
𝑃 𝐹 0,0.5 𝑝 = 1 − 𝑒 −𝑅 𝑠0 ,𝑠2 ×0.5
𝑟 𝑠0

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 Bibliography
 Baier, Christel, Joost-Pieter Katoen, and Kim Guldstrand Larsen. Principles of model checking. MIT press, 2008.
 Continuous Time Markov Chains: https://resources.mpi-inf.mpg.de/departments/rg1/conferences/vtsa11/slides/katoen/lec01_handout.pdf

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