Graph-based algorithms for phase-type distributions

DOI10.1007/S11222-022-10174-3zbMATH Open1499.62031OpenAlexW4307743024MaRDI QIDQ2103983FDOQ2103983

Authors Tobias Røikjer, Asger Hobolth, Kasper Munch

Publication date 9 December 2022

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-022-10174-3

zbMATH Keywords

momentsdistributioncomputational statisticsphase-type distributionsgraph-based algorithms

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

• scientific article; zbMATH DE number 4174001 (Why is no real title available?)
• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• scientific article; zbMATH DE number 846103 (Why is no real title available?)
• Analysing data on lengths of stay of hospital patients using phase-type distributions
• Direct methods for sparse matrices
• Fundamentals of matrix-analytic methods
• Inhomogeneous phase-type distributions and heavy tails
• Matrix-Exponential Distributions in Applied Probability
• Multivariate phase-type theory for the site frequency spectrum
• Phase-type distributions for studying variability in resistive memories
• Phase-type distributions in population genetics
• Recursions for compound phase distributions
• The coalescent

Cited in

(1)

• ptdalgorithms

Describes a project that uses

Uses Software

• R
• expm
• PhaseTypeR

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