Posterior predictive model checking using formal methods in a spatio-temporal model

We propose an interdisciplinary framework, Bayesian formal predictive model checking (Bayes FPMC), which combines Bayesian predictive inference, a well established tool in statistics, with formal verification methods rooting in the computer science community. Bayesian predictive inference allows for coherently incorporating uncertainty about unknown quantities by making use of methods or models that produce predictive distributions which in turn inform decision problems. By formalizing these problems and the corresponding properties, we can use spatio-temporal reach and escape logic to probabilistically assess their satisfaction. This way, competing models can directly be ranked according to how well they solve the actual problem at hand. The approach is illustrated on an urban mobility application, where the crowdedness in the center of Milan is proxied by aggregated mobile phone traffic data. We specify several desirable spatio-temporal properties related to city crowdedness such as a fault tolerant network or the reachability of hospitals. After verifying these properties on draws from the posterior predictive distributions, we compare several spatio-temporal Bayesian models based on their overall and property-based predictive performance.

[1]  David T. Frazier,et al.  Loss-Based Variational Bayes Prediction , 2021 .

[2]  Edmund M. Clarke,et al.  Statistical Model Checking for , 2012 .

[3]  Renato Casagrandi,et al.  The time varying network of urban space uses in Milan , 2019, Appl. Netw. Sci..

[4]  C. Granger,et al.  Handbook of Economic Forecasting , 2006 .

[5]  Qingyun Du,et al.  A Bayesian spatio-temporal model to analyzing the stability of patterns of population distribution in an urban space using mobile phone data , 2021, Int. J. Geogr. Inf. Sci..

[6]  D. Rubin Bayesianly Justifiable and Relevant Frequency Calculations for the Applied Statistician , 1984 .

[7]  J. Geweke,et al.  Comparing and Evaluating Bayesian Predictive Distributions of Asset Returns , 2008 .

[8]  Pu Wang,et al.  Development of origin–destination matrices using mobile phone call data , 2014 .

[9]  Y. Teh,et al.  MCMC for Normalized Random Measure Mixture Models , 2013, 1310.0595.

[10]  Dino Pedreschi,et al.  Mobile phone data analytics against the COVID-19 epidemics in Italy: flow diversity and local job markets during the national lockdown , 2020, ArXiv.

[11]  George J. Pappas,et al.  Robustness of temporal logic specifications for continuous-time signals , 2009, Theor. Comput. Sci..

[12]  Vincenzo Ciancia,et al.  Qualitative and Quantitative Monitoring of Spatio-Temporal Properties with SSTL , 2017, Log. Methods Comput. Sci..

[13]  Claudio Gariazzo,et al.  Spatiotemporal Analysis of Urban Mobility Using Aggregate Mobile Phone Derived Presence and Demographic Data: A Case Study in the City of Rome, Italy , 2019, Data.

[14]  Marco De Nadai,et al.  A multi-source dataset of urban life in the city of Milan and the Province of Trentino , 2015, Scientific Data.

[15]  Aki Vehtari,et al.  Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC , 2015, Statistics and Computing.

[16]  Norman E. Breslow,et al.  Estimation of Disease Rates in Small Areas: A new Mixed Model for Spatial Dependence , 2000 .

[17]  Ezio Bartocci,et al.  Monitoring mobile and spatially distributed cyber-physical systems , 2017, MEMOCODE.

[18]  Joseph Sifakis,et al.  Specification and verification of concurrent systems in CESAR , 1982, Symposium on Programming.

[19]  Norman R. Swanson,et al.  Chapter 5 Predictive Density Evaluation , 2006 .

[20]  Gregor Kastner,et al.  Dealing with Stochastic Volatility in Time Series Using the R Package stochvol , 2016, 1906.12134.

[21]  Edmund M. Clarke,et al.  Design and Synthesis of Synchronization Skeletons Using Branching Time Temporal Logic , 2008, 25 Years of Model Checking.

[22]  Ezio Bartocci,et al.  Monitoring Spatio-Temporal Properties (Invited Tutorial) , 2020, RV.

[23]  Edmund M. Clarke,et al.  Bayesian statistical model checking with application to Stateflow/Simulink verification , 2013, Formal Methods Syst. Des..

[24]  A. Tatem,et al.  Dynamic population mapping using mobile phone data , 2014, Proceedings of the National Academy of Sciences.

[25]  Jonathan Cinnamon,et al.  Evidence and future potential of mobile phone data for disease disaster management , 2016, Geoforum.

[26]  Aki Vehtari,et al.  Approximate leave-future-out cross-validation for Bayesian time series models , 2019, 1902.06281.

[27]  Zaheer Khan,et al.  Dynamic, Interactive and Visual Analysis of Population Distribution and Mobility Dynamics in an Urban Environment Using the Mobility Explorer Framework , 2017, Inf..

[28]  Warren C. Jochem,et al.  Spatially disaggregated population estimates in the absence of national population and housing census data , 2018, Proceedings of the National Academy of Sciences.