9 citations · 14 across the 9 of their papers we have counts for
9 papers
Relation between Hitting Times and Probabilities for Imprecise Markov Chains
Marco Sangalli, Erik Quaeghebeur, Thomas Krak
In the present paper, we investigate the relationship between hitting times and hitting probabilities in discrete-time imprecise Markov chains (IMCs). We define lower and upper hit…
Lower and Upper Expected Hitting Times for Weighted Imprecise Markov Chains
Marco Sangalli, Thomas Krak
In this paper, we extend hitting times for imprecise Markov chains to the framework of weighted imprecise Markov chains (WIMCs), in which each transition is associated with a stric…
Hitting Times for Continuous-Time Imprecise-Markov Chains
Thomas Krak
We study the problem of characterizing the expected hitting times for a robust generalization of continuous-time Markov chains. This generalization is based on the theory of imprec…
Computing Expected Hitting Times for Imprecise Markov Chains
Thomas Krak
We present a novel algorithm to solve a non-linear system of equations, whose solution can be interpreted as a tight lower bound on the vector of expected hitting times of a Markov…
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…
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…
Efficient Computation of Updated Lower Expectations for Imprecise Continuous-Time Hidden Markov Chains
Thomas Krak, Jasper De Bock, Arno Siebes
We consider the problem of performing inference with imprecise continuous-time hidden Markov chains, that is, imprecise continuous-time Markov chains that are augmented with random…
Imprecise Continuous-Time Markov Chains
Thomas Krak, Jasper De Bock, Arno Siebes
Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread app…