An Imprecise Probabilistic Estimator for the Transition Rate Matrix of a Continuous-Time Markov Chain

Thomas E. Krak, Alexander Erreygers, Jasper De Bock. An Imprecise Probabilistic Estimator for the Transition Rate Matrix of a Continuous-Time Markov Chain. In Sébastien Destercke, Thierry Denoeux, María Angeles Gil, Przemyslaw Grzegorzewski, Olgierd Hryniewicz, editors, Uncertainty Modelling in Data Science, SMPS 2018, Compiègne, France, 17-21 September 2018. Volume 832 of Advances in Intelligent Systems and Computing, pages 124-132, Springer, 2018. [doi]

Abstract

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