Imprecise stochastic processes in discrete time: global models, imprecise Markov chains, and ergodic theorems.
Gert de CoomanJasper De BockStavros LopatatzidisPublished in: Int. J. Approx. Reason. (2016)
Keyphrases
- markov chain
- stochastic process
- stochastic processes
- markov processes
- markov process
- continuous time bayesian networks
- finite state
- steady state
- transition probabilities
- random fields
- random walk
- transition matrix
- probability distribution
- stationary distribution
- state space
- dynamic bayesian networks
- prior knowledge
- probabilistic model
- stochastic model
- markov random field
- service times
- markov chain monte carlo
- learning algorithm
- conditional random fields
- model selection