A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean

DOI10.1016/J.CSDA.2009.05.021zbMath1453.62155OpenAlexW2170065761MaRDI QIDQ961931

Clare A. McGrory, Anthony N. Pettitt, Malcolm J. Faddy

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://eprints.qut.edu.au/28453/1/c28453.pdf

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (7)

PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING ⋮ Phase-type models for competing risks, with emphasis on identifiability issues ⋮ Parametric survival densities from phase-type models ⋮ Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data ⋮ Mortality modeling and regression with matrix distributions ⋮ The coxian phase-type distribution as a contribution to the multilevel model of in-hospital mortality ⋮ Building mean field ODE models using the generalized linear chain trick & Markov chain theory

Uses Software

• EMpht

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems
• Bayesian analysis of \(M/Er/1\) and \(M/H_k/1\) queues
• A Continuous Time Markov Model for the Length of Stay of Elderly People in Institutional Long-Term Care
• An Analytic Approach to a General Class of G/G/s Queueing Systems
• Population-Based Reversible Jump Markov Chain Monte Carlo
• Conditional phase-type distributions for modelling patient length of stay in hospital
• Phase-type distributions and risk processes with state-dependent premiums
• Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
• The estimation of phase-type related functionals using Markov chain Monte Carlo methods
• Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions

This page was built for publication: A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean