activity
20142026
most citedConvergence of Imprecise Continuous-Time Markov Chains

17 citations · 26 across the 18 of their papers we have counts for

collaborators

20 papers

cs.LG2026

Local Robustness Quantification for Naive Bayes Classifiers and Generative Forests: a General Approach

Adrián Detavernier, Jasper De Bock

We provide methods for calculating the robustness of the predictions of two types of generative classifiers whose underlying distribution is a Probabilistic Graphical Model (PGM):…

math.PR2026

Computing lower expectations with respect to total variation distance and chi-squared divergence balls

Jasper De Bock

We derive closed form expressions for the lower expectations that correspond to total variation distance and chi-squared divergence balls around a probability mass function over a…

cs.LG2026

Robustness Quantification for Discriminative Models: a New Robustness Metric and its Application to Dynamic Classifier Selection

Rodrigo F. L. Lassance, Jasper De Bock

Among the different possible strategies for evaluating the reliability of individual predictions of classifiers, robustness quantification stands out as a method that evaluates how…

cs.AI2024

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…

math.PR2023

Randomness and imprecision: from supermartingales to randomness tests

Gert de Cooman, Floris Persiau, Jasper De Bock

We generalise the randomness test definitions in the literature for both the Martin-Löf and Schnorr randomness of a series of binary outcomes, in order to allow for interval-valued…

math.LO2023

The logic behind desirable sets of things, and its filter representation

Gert de Cooman, Arthur Van Camp, Jasper De Bock

We identify the (filter representation of the) logic behind the recent theory of coherent sets of desirable (sets of) things, which generalise coherent sets of desirable (sets of)…

cs.AI2023★ 1 cited

A theory of desirable things

Jasper De Bock

Inspired by the theory of desirable gambles that is used to model uncertainty in the field of imprecise probabilities, I present a theory of desirable things. Its aim is to model a…

math.PR2023

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…

math.PR2022

On the (dis)similarities between stationary imprecise and non-stationary precise uncertainty models in algorithmic randomness

Floris Persiau, Jasper De Bock, Gert de Cooman

The field of algorithmic randomness studies what it means for infinite binary sequences to be random for some given uncertainty model. Classically, martingale-theoretic notions of…

math.PR2020

Game-Theoretic Upper Expectations for Discrete-Time Finite-State Uncertain Processes

Natan T'Joens, Jasper De Bock, Gert de Cooman

Game-theoretic upper expectations are joint (global) probability models that mathematically describe the behaviour of uncertain processes in terms of supermartingales; capital proc…

cs.NI2018

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…

math.PR2017★ 4 cited

Computable Randomness is Inherently Imprecise

Gert de Cooman, Jasper De Bock

We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable rand…

math.PR2017★ 2 cited

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…

math.PR2017

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…

cs.AI2017

Credal Networks under Epistemic Irrelevance

Jasper De Bock

A credal network under epistemic irrelevance is a generalised type of Bayesian network that relaxes its two main building blocks. On the one hand, the local probabilities are allow…

math.PR2017★ 1 cited

Independent Natural Extension for Infinite Spaces: Williams-Coherence to the Rescue

Jasper De Bock

We define the independent natural extension of two local models for the general case of infinite spaces, using both sets of desirable gambles and conditional lower previsions. In c…

math.PR2016

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…

math.PR2016★ 17 cited

Convergence of Imprecise Continuous-Time Markov Chains

Jasper De Bock

We study the limit behaviour of a generally non-linear ordinary differential equation whose solution is a superadditive generalisation of a stochastic matrix, and provide necessary…

math.PR2014

A study of imprecise Markov chains: joint lower expectations and point-wise ergodic theorems

Gert de Cooman, Jasper De Bock, Stavros Lopatatzidis

We justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be associated with such…

math.PR2014★ 1 cited

Continuity of imprecise stochastic processes with respect to the pointwise convergence of monotone sequences

Jasper De Bock, Gert de Cooman

We consider the joint lower expectation of a finite-state imprecise stochastic process, defined using either the Ville-Vovk-Shafer natural extension or the Williams natural extensi…