I am a fire investigator and I echo everyone else's comments. Pellet stoves are designed with fireboxes to contain the fire and safeties to shut the unit down if problems arise. Though there will always be exceptions to every rule, if they are installed and maintained properly, then in general they are pretty safe unless they were not properly designed or manufactured in the first place. In that respect, they are more like an oil or a gas furnace which most people leave unattended while sleeping than a woodstove. They cause less fires then woodstoves, because woodstoves generally have the ability to ignite combustibles if accidentally contact the outside and have a much greater chance of a chimney fire than a pellet stove. Beyond installation errors related to improper clearance to combustibles, a contributing factor with pellet stoves and woodstoves really relates to cleaning. Make sure that the stove and chimney/liner is kept clean and all combustibles are kept away. After cleaning don't leave ashes in your vacuum or in a trash bag in the house, even if you believe they are cool because there is always a chance of a smoldering ember. Always dispose of ashes in a sealed metal container stored away from combustibles or outside away from the house.
One last question... Do you run your clothes dryer when you are sleeping? As Smokey mentioned, most people associate stoves with visible flames as a danger but don't realize there are a bunch of other appliances in their home that can cause fires, beyond furnaces and stoves. There is a risk of fire in every home in the country, which is why having working fire detection is really important! And like others have mentioned, working smoke detectors and carbon monoxide detectors should alert you of any issues with your pellet stove when you are home. If you are concerned about when you are not home, then a monitored fire alarm system might be something you should look into.
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