2 citations · 4 across the 11 of their papers we have counts for
13 papers
Allowing for imprecision in the game-theoretic characterisation of the Poisson process
Alexander Erreygers
In their 1993 paper 'Forecasting point and continuous processes: Prequential analysis' in Test, Vovk put forward a game-theoretic definition of the Poisson process. A key assumptio…
A decision-theoretic approach to dealing with uncertainty in quantum mechanics
Keano De Vos, Gert de Cooman, Alexander Erreygers +1
We provide a decision-theoretic framework for dealing with uncertainty in quantum mechanics. This uncertainty is two-fold: on the one hand there may be uncertainty about the state…
A convenient characterisation of convergent upper transition operators
Jasper De Bock, Alexander Erreygers, Floris Persiau
Motivated by its connection to the limit behaviour of imprecise Markov chains, we introduce and study the so-called convergence of upper transition operators: the condition that fo…
Extending choice assessments to choice functions: An algorithm for computing the natural extension
Arne Decadt, Alexander Erreygers, Jasper De Bock
We study how to infer new choices from prior choices using the framework of choice functions, a unifying mathematical framework for decision-making based on sets of preference orde…
Uniformly continuous semigroups of sublinear transition operators
Alexander Erreygers
In this work I investigate uniformly continuous semigroups of sublinear transition operators on the Banach space of bounded real-valued functions on some countable set. I show how…
Countable-state stochastic processes with càdlàg sample paths
Alexander Erreygers, Jasper De Bock
The Daniell-Kolmogorov Extension Theorem is a fundamental result in the theory of stochastic processes, as it allows one to construct a stochastic process with prescribed finite-di…
Sublinear expectations for countable-state uncertain processes
Alexander Erreygers
Sublinear expectations for uncertain processes have received a lot of attention recently, particularly methods to extend a downward-continuous sublinear expectation on the bounded…
Decision-making with E-admissibility given a finite assessment of choices
Arne Decadt, Alexander Erreygers, Jasper De Bock +1
Given information about which options a decision-maker definitely rejects from given finite sets of options, we study the implications for decision-making with E-admissibility. Thi…
First Steps Towards an Imprecise Poisson Process
Alexander Erreygers, Jasper De Bock
The Poisson process is the most elementary continuous-time stochastic process that models a stream of repeating events. It is uniquely characterised by a single parameter called th…
Computing Inferences for Large-Scale Continuous-Time Markov Chains by Combining Lumping with Imprecision
Alexander Erreygers, Jasper De Bock
If the state space of a homogeneous continuous-time Markov chain is too large, making inferences - here limited to determining marginal or limit expectations - becomes computationa…
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…
Imprecise Markov Models for Scalable and Robust Performance Evaluation of Flexi-Grid Spectrum Allocation Policies
Alexander Erreygers, Cristina Rottondi, Giacomo Verticale +1
The possibility of flexibly assigning spectrum resources with channels of different sizes greatly improves the spectral efficiency of optical networks, but can also lead to unwante…
Imprecise Continuous-Time Markov Chains: Efficient Computational Methods with Guaranteed Error Bounds
Alexander Erreygers, Jasper De Bock
Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for th…