Imprecise probabilities in stochastic processes and probabilistic graphical models: New developments

by gertekoo

I have just finished giving a plenary talk at NLMUA 2011, the first international conference on Nonlinear Mathematics for Uncertainty and Its Applications, held in Beijing. My aim was to convince people that recent advances in imprecise probabilities could lead to an interesting approach to stochastic processes using imprecise probability models, and that some of the underlying ideas are already being used to good advantage in imprecise Markov chains, credal networks, and in particular imprecise Hidden Markov models.

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