MarkovProcesses.jl

A Julia package for efficient simulation, statistical inference and verification of Continuous Time Markov Chains.

It implements:

• A core of simulation for Markov Processes.
• A simple interface for Biochemical Networks / Stochastic Petri Nets.
• Synchronized simulation with Linear Hybrid Automata.
• Approximate Bayesian Computation (a likelihood-free inference method)
• Automaton-ABC: a statistical method for verification of parametric CTMC (cite paper)

Install

This package is not yet registered in the Julia's packages. For the install of the package:

1. Launch Julia's REPL (for example by entering julia in the shell)
2. Enter Pkg's REPL by typing ]
3. Enter

   pkg> add https://gitlab-research.centralesupelec.fr/2017bentrioum/markovprocesses.jl/

Getting started

A few notebooks are available in examples/notebooks for a quick presentation of the different features of the package.

Tests

Execution tests and statistical tests are available. It can be run by

julia test/runtests.jl

or in Pkg's REPL:

pkg> test MarkovProcesses

⚠️ The statistical tests run by test/run_cosmos.jl needs Cosmos in your PATH environment variable.

Benchmarks

Benchmarks have been made to test the performance of the package compared to well-known efficient other packages such as DifferentialEquations.jl.

Info

This package was written during my PhD thesis. The mathematical fundations and the package archtecture are presented in it.