77 citations · 201 across the 10 of their papers we have counts for
6 papers · 1 filter
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…
Accept & Reject Statement-Based Uncertainty Models
Erik Quaeghebeur, Gert de Cooman, Filip Hermans
We develop a framework for modelling and reasoning with uncertainty based on accept and reject statements about gambles. It generalises the frameworks found in the literature based…
Exchangeability and sets of desirable gambles
Gert de Cooman, Erik Quaeghebeur
Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We give a general discussion of such models and their…
Exchangeable lower previsions
Gert de Cooman, Erik Quaeghebeur, Enrique Miranda
We extend de Finetti's [Ann. Inst. H. Poincaré 7 (1937) 1--68] notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are mod…
Exchangeable lower previsions
Gert de Cooman, Erik Quaeghebeur, Enrique Miranda
We extend de Finetti's (1937) notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previs…
Imprecise Markov chains and their limit behaviour
Gert de Cooman, Filip Hermans, Erik Quaeghebeur
When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This can be done by considerin…