First steps towards an imprecise Poisson process [PDF]
, 2019 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 the rate.
De Bock, Jasper, Erreygers, Alexander
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Coherent Risk Measures and Upper Previsions [PDF]
In this paper coherent risk measures and other currently used risk measures, notably Value-at-Risk (VaR), are studied from the perspective of the theory of coherent imprecise previsions.
Paolo Vicig, Renato Pelessoni
core
Interpreting, axiomatising and representing coherent choice functions in terms of desirability [PDF]
, 2019 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-valued choices that appear in imprecise-probabilistic decision making.
De Bock, Jasper, de Cooman, Gert
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Propagating imprecise probabilities through event trees [PDF]
, 2007 Event trees are a graphical model of a set of possible situations and the possible paths going through them, from the initial situation to the terminal situations. With each situation, there is associated a local uncertainty model that represents beliefs
De Cooman, Gert +2 more
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Perturbation bounds and degree of imprecision for uniquely convergent imprecise Markov chains
, 2016 The effect of perturbations of parameters for uniquely convergent imprecise Markov chains is studied. We provide the maximal distance between the distributions of original and perturbed chain and maximal degree of imprecision, given the imprecision of ...
Škulj, Damjan
core
The moment problem for finitely additive probabilities [PDF]
, 2006 We study the moment problem for finitely additive probabilities and show that the information provided by the moments is equivalent to the one given by the associated lower and upper distribution ...
De Cooman, Gert +2 more
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Notre-Dame de Paris: The first iron lady? Archaeometallurgical study and dating of the Parisian cathedral iron reinforcements. [PDF]
PLoS One, 2023 L'Héritier M +7 more
europepmc +1 more source
Independent natural extension for infinite spaces : Williams-coherence to the rescue [PDF]
, 2017 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.
De Bock, Jasper
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Archeochemistry reveals the first steps into modern industrial brewing. [PDF]
Sci Rep, 2022 Pieczonka SA +7 more
europepmc +1 more source
Reconfigured professional purpose in times of crisis: Experiences of frontline healthcare professionals during the COVID-19 pandemic. [PDF]
Soc Sci Med, 2023 Rodriguez JK, Procter S, Perez Arrau G.
europepmc +1 more source