1 citations · 1 across the 2 of their papers we have counts for
4 papers
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…