7 citations · 16 across the 11 of their papers we have counts for
6 papers · 1 filter
A Recursive Algorithm for Computing Inferences in Imprecise Markov Chains
Natan T'Joens, Thomas Krak, Jasper De Bock +1
We present an algorithm that can efficiently compute a broad class of inferences for discrete-time imprecise Markov chains, a generalised type of Markov chains that allows one to t…
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…
Monte Carlo Estimation for Imprecise Probabilities: Basic Properties
Arne Decadt, Gert de Cooman, Jasper De Bock
We describe Monte Carlo methods for estimating lower envelopes of expectations of real random variables. We prove that the estimation bias is negative and that its absolute value s…
Hitting Times and Probabilities for Imprecise Markov Chains
Thomas Krak, Natan T'Joens, Jasper De Bock
We consider the problem of characterising expected hitting times and hitting probabilities for imprecise Markov chains. To this end, we consider three distinct ways in which imprec…
Continuity Properties of Game-theoretic Upper Expectations
Natan T'Joens, Jasper De Bock, Gert de Cooman
We consider discrete-time uncertain processes with finite state space and study the properties of game-theoretic upper expectations developed by Shafer and Vovk. We start by provin…
Interpreting, axiomatising and representing coherent choice functions in terms of desirability
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…