Zobrazeno 1 - 10
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pro vyhledávání: '"Škulj, Damjan"'
Autor:
Škulj, Damjan
Probability boxes, also known as $p$-boxes, correspond to sets of probability distributions bounded by a pair of distribution functions. They fall into the class of models known as imprecise probabilities. One of the central questions related to impr
Externí odkaz:
http://arxiv.org/abs/2203.11634
Autor:
Škulj, Damjan
Credal sets are one of the most important models for describing probabilistic uncertainty. They usually arise as convex sets of probabilistic models compatible with judgments provided in terms of coherent lower previsions or more specific models such
Externí odkaz:
http://arxiv.org/abs/2201.10161
Autor:
Škulj, Damjan
The theory of imprecise Markov chains has achieved significant progress in recent years. Its applicability, however, is still very much limited, due in large part to the lack of efficient computational methods for calculating higher-dimensional model
Externí odkaz:
http://arxiv.org/abs/2012.01029
Publikováno v:
Fuzzy sets and systems, vol. 428 (2022)
Bivariate imprecise copulas have recently attracted substantial attention. However, the multivariate case seems still to be a "blank slate". It is then natural that this idea be tested first on shock model induced copulas, a family which might be the
Externí odkaz:
http://arxiv.org/abs/2008.07869
Autor:
Omladič, Matjaž, Škulj, Damjan
The omnipotence of copulas when modeling dependence given marg\-inal distributions in a multivariate stochastic situation is assured by the Sklar's theorem. Montes et al.\ (2015) suggest the notion of what they call an \emph{imprecise copula} that br
Externí odkaz:
http://arxiv.org/abs/1812.07850
Publikováno v:
In Fuzzy Sets and Systems 30 January 2022 428:34-57
Autor:
Škulj, Damjan
Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite number of
Externí odkaz:
http://arxiv.org/abs/1609.05661
Autor:
Škulj, Damjan
The effect of perturbations of parameters for uniquely convergent imprecise Markov chains is studied. We provide the maximal distance between the distributions of original and perturbed chain and maximal degree of imprecision, given the imprecision o
Externí odkaz:
http://arxiv.org/abs/1602.08901