A benchmark for ph estimation algorithms: results for acyclic-ph

DOI10.1080/15326349408807315MaRDI QIDQ4306254zbMATH OpenOpenAlexFDO

Authors Miklós Telek, Andrea Bobbio

Publication date 6 February 1995

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349408807315

zbMATH Keywords

acyclic phase type distributionsexponential polynomialsmaximum likelihood estimationnonlinearityPH distributions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(21)

• Analysis of the M/G/1 processor-sharing queue with bulk arrivals
• Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation
• Computation of bounds for transient measures of large rewarded Markov models using regenerative randomization.
• Solving large interval availability models using a model transformation approach
• Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables
• On the optimal control of loss probability and profit in a GI /C-BMSP /1/N queueing system
• Ruin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails
• Performance evaluation of transfer lines with general repair times and multiple failure modes
• Hybrid of the scatter search, improved adaptive genetic, and expectation maximization algorithms for phase-type distribution fitting
• A Variational Bayesian Approach for Estimating Parameters of a Mixture of Erlang Distribution
• Two-layer symbolic representation for stochastic models with phase-type distributed events
• Transformation of acyclic phase type distributions for correlation fitting
• Variational Bayes for phase-type distribution
• An efficient brute force approach to fit finite mixture distributions
• Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data
• Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
• scientific article; zbMATH DE number 967323 (Why is no real title available?)
• A Generalized Method for the Transient Analysis of Markov Models of Fault-Tolerant Systems with Deferred Repair
• Transient Analysis of Large Markov Models with Absorbing States Using Regenerative Randomization
• An efficient algorithm for computation of information matrix in phase-type fitting
• PH fitting algorithm and its application to reliability engineering

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