12 citations · 33 across the 9 of their papers we have counts for
9 papers
Average Behaviour in Discrete-Time Imprecise Markov Chains: A Study of Weak Ergodicity
Natan T'Joens, Jasper De Bock
We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditiona…
Global Upper Expectations for Discrete-Time Stochastic Processes: In Practice, They Are All The Same!
Natan T'Joens, Jasper De Bock
We consider three different types of global uncertainty models for discrete-time stochastic processes: measure-theoretic upper expectations, game-theoretic upper expectations and a…
A Particular Upper Expectation as Global Belief Model for Discrete-Time Finite-State Uncertain Processes
Natan T'Joens, Jasper De Bock, Gert de Cooman
To model discrete-time finite-state uncertain processes, we argue for the use of a global belief model in the form of an upper expectation that is the most conservative one under a…
Game-Theoretic Upper Expectations for Discrete-Time Finite-State Uncertain Processes
Natan T'Joens, Jasper De Bock, Gert de Cooman
Game-theoretic upper expectations are joint (global) probability models that mathematically describe the behaviour of uncertain processes in terms of supermartingales; capital proc…
Limit Behaviour of Upper and Lower Expected Time Averages in Discrete-Time Imprecise Markov Chains
Natan T'Joens, Jasper De Bock
We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditiona…
A Recursive Algorithm for Computing Inferences in Imprecise Markov Chains
Natan T'Joens, Thomas Krak, Jasper De Bock +1
We present an algorithm that can efficiently compute a broad class of inferences for discrete-time imprecise Markov chains, a generalised type of Markov chains that allows one to t…
Hitting Times and Probabilities for Imprecise Markov Chains
Thomas Krak, Natan T'Joens, Jasper De Bock
We consider the problem of characterising expected hitting times and hitting probabilities for imprecise Markov chains. To this end, we consider three distinct ways in which imprec…
Continuity Properties of Game-theoretic Upper Expectations
Natan T'Joens, Jasper De Bock, Gert de Cooman
We consider discrete-time uncertain processes with finite state space and study the properties of game-theoretic upper expectations developed by Shafer and Vovk. We start by provin…
Continuity of the Shafer-Vovk-Ville Operator
Natan T'Joens, Gert de Cooman, Jasper De Bock
Kolmogorovs axiomatic framework is the best-known approach to describing probabilities and, due to its use of the Lebesgue integral, leads to remarkably strong continuity propertie…