3 citations · 3 across the 1 of their papers we have counts for
3 papers
math.PR2019★ 3 cited
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…
math.PR2019
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…
stat.ML2018
An Imprecise Probabilistic Estimator for the Transition Rate Matrix of a Continuous-Time Markov Chain
Thomas Krak, Alexander Erreygers, Jasper De Bock
We consider the problem of estimating the transition rate matrix of a continuous-time Markov chain from a finite-duration realisation of this process. We approach this problem in a…