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The notion of program sensitivity (aka Lipschitz continuity) specifies that changes in the program input result in proportional changes to the program output. For probabilistic programs the notion is naturally extended to expected sensitivity. A previous approach develops a nice relational program logic framework for proving expected sensitivity of probabilistic while loops, where the number of iterations is fixed and bounded. In this work, we consider probabilistic while loops where the number of iterations is not fixed, but randomized and depends on the initial input values. We present a sound approach for proving expected sensitivity of such programs. Our sound approach is martingale-based and can be automated through existing martingale-synthesis algorithms. Furthermore, our approach is compositional for sequential composition of while loops under a mild side condition. We demonstrate the effectiveness of our approach on several classical examples from Gambler’s Ruin, stochastic hybrid systems and stochastic gradient descent. We also present experimental results showing that our automated approach can handle various probabilistic programs in the literature.

Fri 24 Jan

Displayed time zone: Saskatchewan, Central America change

11:45 - 12:30
Probabilistic Reasoning and VerificationResearch Papers at Ile de France III (IDF III)
Chair(s): Arthur Azevedo de Amorim Carnegie Mellon University, USA
11:45
22m
Talk
Proving Expected Sensitivity of Probabilistic Programs with Randomized Variable-Dependent Termination Time
Research Papers
Peixin Wang Shanghai Jiao Tong University, Hongfei Fu Shanghai Jiao Tong University, Krishnendu Chatterjee IST Austria, Yuxin Deng East China Normal University, Ming Xu East China Normal University
Link to publication DOI Media Attached
12:07
22m
Talk
Aiming Low Is Harder: Induction for Lower Bounds in Probabilistic Program Verification
Research Papers
Marcel Hark RWTH Aachen University, Germany, Benjamin Lucien Kaminski RWTH Aachen University, Germany, Jürgen Giesl RWTH Aachen University, Joost-Pieter Katoen RWTH Aachen University
Link to publication DOI Media Attached File Attached