Outputs (3)

A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability (2019)
Conference Proceeding
Troffaes, M. C., & Basu, T. (2019). A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability. In J. D. Bock, C. P. . D. Campos, G. D. Cooman, E. Quaeghebeur, & G. Wheeler (Eds.), Proceedings of the Eleventh International Symposium on Imprecise Probabilities : Theories and Applications (386-393)

In this paper we prove a new probability inequality that can be used to construct p-boxes in a non-parametric fashion, using the sample mean and sample standard deviation instead of the true mean and true standard deviation. The inequality relies onl... Read More about A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability.

The Impact of Offshore Transmission Regulatory Regimes on Technology Choices (2019)
Conference Proceeding
Bains, H., Madariaga, A., Kazemtabrizi, B., & Troffaes, M. C. (2019). The Impact of Offshore Transmission Regulatory Regimes on Technology Choices. In Proceedings of the Cigre Symposium Aalborg, 2019

Two-State Imprecise Markov Chains for Statistical Modelling of Two-State Non-Markovian Processes (2019)
Conference Proceeding
Troffaes, M. C., Krak, T., & Bains, H. (2019). Two-State Imprecise Markov Chains for Statistical Modelling of Two-State Non-Markovian Processes. In J. De Bock, C. P. de Campos, G. de Cooman, E. Quaeghebeur, & G. Wheeler (Eds.), Proceedings of the Eleventh International Symposium on Imprecise Probabilities : Theories and Applications (394-403)

This paper proposes a method for fitting a two-state imprecise Markov chain to time series data from a twostate non-Markovian process. Such non-Markovian processes are common in practical applications. We focus on how to fit modelling parameters base... Read More about Two-State Imprecise Markov Chains for Statistical Modelling of Two-State Non-Markovian Processes.