Time-Sensitive Importance Splitting

Gabriel Dengler; Carlos E. Budde; Laura Carnevali; Arnd Hartmanns

doi:10.1007/978-3-032-05792-1_2

Time-Sensitive Importance Splitting

Gabriel Dengler^*
, Carlos E. Budde
, Laura Carnevali
, Arnd Hartmanns

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

2 Downloads (Pure)

Abstract

State-of-the-art methods for rare event simulation of non-Markovian models face practical or theoretical limits if observing the event of interest requires prior knowledge or information on the timed behavior of the system. In this paper, we attack both limits by extending importance splitting with a time-sensitive importance function. To this end, we perform backwards reachability search from the target states, considering information about the lower and upper bounds of the active timers in order to steer the generation of paths towards the rare event. We have developed a prototype implementation of the approach for input/output stochastic automata within the Modest Toolset . Preliminary experiments show the potential of the approach in estimating rare event probabilities for an example from reliability engineering.

Original language	English
Title of host publication	Quantitative Evaluation of Systems and Formal Modeling and Analysis of Timed Systems
Subtitle of host publication	Second International Joint Conference, QEST+FORMATS 2025, Proceedings
Editors	Pavithra Prabhakar, Andrea Vandin
Publisher	Springer
Pages	21-41
Number of pages	21
Edition	1
ISBN (Electronic)	978-3-032-05792-1
ISBN (Print)	978-3-032-05791-4
DOIs	https://doi.org/10.1007/978-3-032-05792-1_2
Publication status	Published - 2026
Event	2nd International Joint Conference on Quantitative Evaluation of Systems and Formal Modeling and Analysis of Timed Systems, QEST+FORMATS 2025 - Aarhus University, Aarhus, Denmark Duration: 26 Aug 2025 → 28 Aug 2025 Conference number: 2 https://www.qest.org/qest-formats-2025/

Publication series

Name	Lecture Notes in Computer Science
Publisher	Springer
Volume	16143 LNCS
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Conference

Conference	2nd International Joint Conference on Quantitative Evaluation of Systems and Formal Modeling and Analysis of Timed Systems, QEST+FORMATS 2025
Abbreviated title	QEST+FORMATS 2025
Country/Territory	Denmark
City	Aarhus
Period	26/08/25 → 28/08/25
Other	QEST - International Conference on Quantitative Evaluation of SysTems; FORMATS - International Conference on Formal Modeling and Analysis of Timed Systems.
Internet address	https://www.qest.org/qest-formats-2025/

Keywords

This work was part of the MISSION (Models in Space Systems: Integration, Operation, and Networking) project, funded by the European Union’s Horizon 2020 research and innovation programme under Marie Skłodowska-Curie Actions grant number 101008233.
2026 OA procedure

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10.1007/978-3-032-05792-1_2

Conference paperFinal published version, 1.44 MBLicence: Taverne

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Dengler, G., Budde, C. E., Carnevali, L., & Hartmanns, A. (2026). Time-Sensitive Importance Splitting. In P. Prabhakar, & A. Vandin (Eds.), Quantitative Evaluation of Systems and Formal Modeling and Analysis of Timed Systems: Second International Joint Conference, QEST+FORMATS 2025, Proceedings (1 ed., pp. 21-41). (Lecture Notes in Computer Science; Vol. 16143 LNCS). Springer. https://doi.org/10.1007/978-3-032-05792-1_2

Dengler, Gabriel ; Budde, Carlos E. ; Carnevali, Laura et al. / Time-Sensitive Importance Splitting. Quantitative Evaluation of Systems and Formal Modeling and Analysis of Timed Systems: Second International Joint Conference, QEST+FORMATS 2025, Proceedings. editor / Pavithra Prabhakar ; Andrea Vandin. 1. ed. Springer, 2026. pp. 21-41 (Lecture Notes in Computer Science).

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author = "Gabriel Dengler and Budde, \{Carlos E.\} and Laura Carnevali and Arnd Hartmanns",

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Dengler, G, Budde, CE, Carnevali, L & Hartmanns, A 2026, Time-Sensitive Importance Splitting. in P Prabhakar & A Vandin (eds), Quantitative Evaluation of Systems and Formal Modeling and Analysis of Timed Systems: Second International Joint Conference, QEST+FORMATS 2025, Proceedings. 1 edn, Lecture Notes in Computer Science, vol. 16143 LNCS, Springer, pp. 21-41, 2nd International Joint Conference on Quantitative Evaluation of Systems and Formal Modeling and Analysis of Timed Systems, QEST+FORMATS 2025, Aarhus, Denmark, 26/08/25. https://doi.org/10.1007/978-3-032-05792-1_2

Time-Sensitive Importance Splitting. / Dengler, Gabriel; Budde, Carlos E.; Carnevali, Laura et al.
Quantitative Evaluation of Systems and Formal Modeling and Analysis of Timed Systems: Second International Joint Conference, QEST+FORMATS 2025, Proceedings. ed. / Pavithra Prabhakar; Andrea Vandin. 1. ed. Springer, 2026. p. 21-41 (Lecture Notes in Computer Science; Vol. 16143 LNCS).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

TY - GEN

T1 - Time-Sensitive Importance Splitting

AU - Dengler, Gabriel

AU - Budde, Carlos E.

AU - Carnevali, Laura

AU - Hartmanns, Arnd

N1 - Conference code: 2

PY - 2026

Y1 - 2026

N2 - State-of-the-art methods for rare event simulation of non-Markovian models face practical or theoretical limits if observing the event of interest requires prior knowledge or information on the timed behavior of the system. In this paper, we attack both limits by extending importance splitting with a time-sensitive importance function. To this end, we perform backwards reachability search from the target states, considering information about the lower and upper bounds of the active timers in order to steer the generation of paths towards the rare event. We have developed a prototype implementation of the approach for input/output stochastic automata within the Modest Toolset . Preliminary experiments show the potential of the approach in estimating rare event probabilities for an example from reliability engineering.

AB - State-of-the-art methods for rare event simulation of non-Markovian models face practical or theoretical limits if observing the event of interest requires prior knowledge or information on the timed behavior of the system. In this paper, we attack both limits by extending importance splitting with a time-sensitive importance function. To this end, we perform backwards reachability search from the target states, considering information about the lower and upper bounds of the active timers in order to steer the generation of paths towards the rare event. We have developed a prototype implementation of the approach for input/output stochastic automata within the Modest Toolset . Preliminary experiments show the potential of the approach in estimating rare event probabilities for an example from reliability engineering.

KW - This work was part of the MISSION (Models in Space Systems: Integration, Operation, and Networking) project, funded by the European Union’s Horizon 2020 research and innovation programme under Marie Skłodowska-Curie Actions grant number 101008233.

KW - 2026 OA procedure

UR - https://www.scopus.com/pages/publications/105020172615

U2 - 10.1007/978-3-032-05792-1_2

DO - 10.1007/978-3-032-05792-1_2

M3 - Conference contribution

AN - SCOPUS:105020172615

SN - 978-3-032-05791-4

T3 - Lecture Notes in Computer Science

SP - 21

EP - 41

BT - Quantitative Evaluation of Systems and Formal Modeling and Analysis of Timed Systems

A2 - Prabhakar, Pavithra

A2 - Vandin, Andrea

PB - Springer

T2 - 2nd International Joint Conference on Quantitative Evaluation of Systems and Formal Modeling and Analysis of Timed Systems, QEST+FORMATS 2025

Y2 - 26 August 2025 through 28 August 2025

ER -

Dengler G, Budde CE, Carnevali L, Hartmanns A. Time-Sensitive Importance Splitting. In Prabhakar P, Vandin A, editors, Quantitative Evaluation of Systems and Formal Modeling and Analysis of Timed Systems: Second International Joint Conference, QEST+FORMATS 2025, Proceedings. 1 ed. Springer. 2026. p. 21-41. (Lecture Notes in Computer Science). Epub 2025 Oct 2. doi: 10.1007/978-3-032-05792-1_2

Time-Sensitive Importance Splitting

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Keywords

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