Efficient Computation of Updated Lower Expectations for Imprecise Continuous-Time Hidden Markov Chains

Thomas E. Krak, Jasper De Bock, Arno Siebes. Efficient Computation of Updated Lower Expectations for Imprecise Continuous-Time Hidden Markov Chains. In Alessandro Antonucci, Giorgio Corani, Inés Couso, Sébastien Destercke, editors, Proceedings of the Tenth International Symposium on Imprecise Probability: Theories and Applications, Lugano, Switzerland, 10-14 July 2017. Volume 62 of JMLR Workshop and Conference Proceedings, pages 193-204, JMLR.org, 2017. [doi]

Abstract

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