7 citations · 16 across the 11 of their papers we have counts for
5 papers · 1 filter
A Desirability-Based Axiomatisation for Coherent Choice Functions
Jasper De Bock, Gert de Cooman
Choice functions constitute a simple, direct and very general mathematical framework for modelling choice under uncertainty. In particular, they are able to represent the set-value…
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…
Independent Natural Extension for Infinite Spaces
Jasper De Bock
We define and study the independent natural extension of two local uncertainty models for the general case of infinite spaces, using the frameworks of sets of desirable gambles and…
Continuity of the Shafer-Vovk-Ville Operator
Natan T'Joens, Gert de Cooman, Jasper De Bock
Kolmogorovs axiomatic framework is the best-known approach to describing probabilities and, due to its use of the Lebesgue integral, leads to remarkably strong continuity propertie…
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…