A general method of computing mixed Poisson probabilities by Monte Carlo sampling

DOI10.1016/J.MATCOM.2019.09.003MaRDI QIDQ1997914zbMATH OpenOpenAlexFDO

Authors Wen-Jau Lee, Yeh-Ching Low, Seng-Huat Ong

Publication date 6 March 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2019.09.003

zbMATH Keywords

EM algorithmvariance reductiongamma distributionquasi-Monte Carlospecies abundancePoisson-lognormal

Mathematics Subject Classification ID

Parametric inference (62Fxx) Survival analysis and censored data (62Nxx)

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Cites work

• scientific article; zbMATH DE number 3431581 (Why is no real title available?)
• scientific article; zbMATH DE number 3073502 (Why is no real title available?)
• A note on the mixed poisson formulation of the poisson-inverse gaussian distribution
• Analysis of Long-Tailed Count Data by Poisson Mixtures
• Computation of the poisson-inverse gaussian distribution
• EM Algorithm for Mixed Poisson and Other Discrete Distributions
• Families of Multivariate Distributions
• Four Applications of a Bivariate Pareto Distribution
• Mixed Poisson Distributions
• Mixture formulations of a bivariate negative binomial distribution with applications
• Monte Carlo simulation and finance.
• On Fitting the Poisson Lognormal Distribution to Species-Abundance Data
• On a Poisson-inverse Gaussian distribution
• On the bivariate negative binomial distribution of mitchell and paulson
• On the compound binomial distribution
• Simulation and Monte Carlo
• Univariate Discrete Distributions

Cited in

(6)

• Computation of probabilities of mixed Poisson-Weibull distribution
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• A Poisson process model for Monte Carlo
• A unified minorization-maximization approach for estimation of general mixture models
• A Monte Carlo approach to calculating probabilities for continuous identity by descent data
• GEPSO: a new generalized particle swarm optimization algorithm

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