Risk-Certified Compositional Abstractions of Stochastic Networks under Imperfect Input Execution, with an Application to Mood Dynamics Fitted to Public EMA Data

Approximate (alternating) bisimulation lets one synthesize controllers on a finite abstraction and refine them to a concrete system with a quantified error. For stochastic interconnected systems, recent compositional results certify closeness only through $q$-th moments, and they assume that the input prescribed on the abstraction is executed exactly. Both assumptions are limiting in computational psychiatry, where the events that matter (relapse, mood-episode onset) are \emph{tail} events, and where the ``actuator'' is a patient who may skip, delay, or mis-dose an intervention.We combine two extensions of the moment-based framework. First, we convert $q$-th-moment bounds into \emph{explicit risk bounds} via conditional Markov inequalities, which yields approximate alternating simulation relations with a genuine failure probability $\varrho>0$. Second, we treat imperfect input execution as a \emph{universally quantified} perturbation of the prescribed input, constrained only by a conditional $q$-th-moment budget; this differs from the existentially quantified input slack in the standard definition. For a class of networked linear-affine stochastic systems with finite prescribed input sets, we prove that a quantized abstraction satisfies the resulting relation, that locally verified assume--guarantee contracts compose into a global risk certificate with $\varrho_{\mathrm{glob}}=\sum_i\varrho_i$, and that the certified first-exit time is stochastically bounded below by a geometric random variable. We derive closed-form \emph{adherence tolerances}, namely the largest skip probability compatible with a prescribed per-step risk. We also give a measurement-free regime in which accumulated error is bounded through the spectral radius of an $N\times N$ comparison matrix, a small-gain-type condition that replaces incremental stability of the full state space.As an application we fit a three-node mood--sleep--activity network to a public single-participant EMA data set (239 days, major depressive disorder, tapered antidepressant) and evaluate the certificates on the fitted model. The certificates are consistent with simulation but conservative: on this data, process noise is comparable to the series' own variability, so informative per-day risk bounds require wide safe bands, adherence barely moves the bound at the fitted dose strength, and worst-case parameter-uncertainty margins from 79--142 day-pairs make certification infeasible. The paper makes no clinical claims, and the data are not from bipolar disorder.

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Figshare
Published
2026-10-28
DOI
https://doi.org/10.6084/m9.figshare.34845924
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Formal Methods in Verification
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article
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article

Risk-Certified Compositional Abstractions of Stochastic Networks under Imperfect Input Execution, with an Application to Mood Dynamics Fitted to Public EMA Data

Rajit Chatterjea, Madeline Kang
1 links
Figshare
Formal Methods in Verification
article

Risk-Certified Compositional Abstractions of Stochastic Networks under Imperfect Input Execution, with an Application to Mood Dynamics Fitted to Public EMA Data

Rajit Chatterjea, Madeline Kang
article en

Abstract

Approximate (alternating) bisimulation lets one synthesize controllers on a finite abstraction and refine them to a concrete system with a quantified error. For stochastic interconnected systems, recent compositional results certify closeness only through $q$-th moments, and they assume that the input prescribed on the abstraction is executed exactly. Both assumptions are limiting in computational psychiatry, where the events that matter (relapse, mood-episode onset) are \emph{tail} events, and where the ``actuator'' is a patient who may skip, delay, or mis-dose an intervention.We combine two extensions of the moment-based framework. First, we convert $q$-th-moment bounds into \emph{explicit risk bounds} via conditional Markov inequalities, which yields approximate alternating simulation relations with a genuine failure probability $\varrho>0$. Second, we treat imperfect input execution as a \emph{universally quantified} perturbation of the prescribed input, constrained only by a conditional $q$-th-moment budget; this differs from the existentially quantified input slack in the standard definition. For a class of networked linear-affine stochastic systems with finite prescribed input sets, we prove that a quantized abstraction satisfies the resulting relation, that locally verified assume--guarantee contracts compose into a global risk certificate with $\varrho_{\mathrm{glob}}=\sum_i\varrho_i$, and that the certified first-exit time is stochastically bounded below by a geometric random variable. We derive closed-form \emph{adherence tolerances}, namely the largest skip probability compatible with a prescribed per-step risk. We also give a measurement-free regime in which accumulated error is bounded through the spectral radius of an $N\times N$ comparison matrix, a small-gain-type condition that replaces incremental stability of the full state space.As an application we fit a three-node mood--sleep--activity network to a public single-participant EMA data set (239 days, major depressive disorder, tapered antidepressant) and evaluate the certificates on the fitted model. The certificates are consistent with simulation but conservative: on this data, process noise is comparable to the series' own variability, so informative per-day risk bounds require wide safe bands, adherence barely moves the bound at the fitted dose strength, and worst-case parameter-uncertainty margins from 79--142 day-pairs make certification infeasible. The paper makes no clinical claims, and the data are not from bipolar disorder.

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Formal Methods in Verification
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