Importance Sampling of Interval Markov Chains

In real-world systems, rare events often characterize critical situations like the probability that a system fails within some time bound and they are used to model some potentially harmful scenarios in dependability of safety-critical systems. Probabilistic Model Checking has been used to verify dependability properties in various types of systems but is limited by the state space explosion problem. An alternative is the recourse to Statistical Model Checking (SMC) that relies on Monte Carlo simulations and provides estimates within predefined error and confidence bounds. However, rare properties require a large number of simulations before occurring at least once. To tackle the problem, Importance Sampling, a rare event simulation technique, has been proposed in SMC for different types of probabilistic systems. Importance Sampling requires the full knowledge of probabilistic measure of the system, e.g. Markov chains. In practice, however, we often have models with some uncertainty, e.g., Interval Markov Chains. In this work, we propose a method to apply importance sampling to Interval Markov Chains. We show promising results in applying our method to multiple case studies.