Outputs (9)

A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability (2019)
Presentation / Conference Contribution
Troffaes, M. C., & Basu, T. (2019, December). A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability. Presented at ISIPTA'19, Ghent

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)
Presentation / Conference Contribution
Bains, H., Madariaga, A., Kazemtabrizi, B., & Troffaes, M. C. (2019, December). The Impact of Offshore Transmission Regulatory Regimes on Technology Choices. Presented at CIGRE Symposium, Aalborg

A sensitivity analysis of adaptive lasso (2019)
Presentation / Conference Contribution
Basu, T., Einbeck, J., & Troffaes, M. C. (2019, December). A sensitivity analysis of adaptive lasso. Paper presented at Innovations in Data and Statistical Sciences (INDSTATS 2019), Mumbai, India

Improving and benchmarking of algorithms for decision making with lower previsions (2019)
Journal Article
Nakharutai, N., Troffaes, M. C., & Caiado, C. (2019). Improving and benchmarking of algorithms for decision making with lower previsions. International Journal of Approximate Reasoning: Uncertainty in Intelligent Systems, 113, 91-105. https://doi.org/10.1016/j.ijar.2019.06.008

Maximality, interval dominance, and E-admissibility are three well-known criteria for decision making under severe uncertainty using lower previsions. We present a new fast algorithm for nding maximal gambles. We compare its performance to existing a... Read More about Improving and benchmarking of algorithms for decision making with lower previsions.

Improving and benchmarking of algorithms for decision making with lower previsions (2019)
Presentation / Conference Contribution
Nakharutai, N., Troffaes, M. C., & Caiado, C. (2019, July). Improving and benchmarking of algorithms for decision making with lower previsions. Paper presented at ISIPTA 2019, Ghent, Belgium

Robust uncertainty quantification for measurement problems with limited information (2019)
Presentation / Conference Contribution
Basu, T., Einbeck, J., Troffaes, M. C., & Forbes, A. (2019, July). Robust uncertainty quantification for measurement problems with limited information. Paper presented at ISIPTA 2019, Ghent, Belgium

Using interval dominance and Gamma-maximin for decision making in offshore power transmission (2019)
Presentation / Conference Contribution
Bains, H., Kazemtabrizi, B., Madariaga, A., & Troffaes, M. C. (2019, July). Using interval dominance and Gamma-maximin for decision making in offshore power transmission. Paper presented at ISIPTA 2019, Ghent, Belgium

Evaluating betting odds and free coupons using desirability (2019)
Journal Article
Nakharutai, N., Caiado, C. C., & Troffaes, M. C. (2019). Evaluating betting odds and free coupons using desirability. International Journal of Approximate Reasoning: Uncertainty in Intelligent Systems, 106, 128-145. https://doi.org/10.1016/j.ijar.2019.01.002

In the UK betting market, bookmakers often offer a free coupon to new customers. These free coupons allow the customer to place extra bets, at lower risk, in combination with the usual betting odds. We are interested in whether a customer can exploit... Read More about Evaluating betting odds and free coupons using desirability.

Two-State Imprecise Markov Chains for Statistical Modelling of Two-State Non-Markovian Processes (2019)
Presentation / Conference Contribution
Troffaes, M. C., Krak, T., & Bains, H. (2019, December). Two-State Imprecise Markov Chains for Statistical Modelling of Two-State Non-Markovian Processes. Presented at ISIPTA'19, Ghent

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.