Examples of fitting structured phase–type distributions

DOI10.1002/ASM.3150100403MaRDI QIDQ4842334zbMATH OpenOpenAlexWikidataFDO

Authors Malcolm J. Faddy

Publication date 20 September 1995

Published in Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asm.3150100403

zbMATH Keywords

Markov processmixture modelsphase-type probability distributionssequential transitionsstructure

Mathematics Subject Classification ID

Distribution theory (60E99) Markov processes (60J99) Queueing theory (aspects of probability theory) (60K25)

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Cited in

(24)

• Penalised likelihood methods for phase-type dimension selection
• Analysing data on lengths of stay of hospital patients using phase-type distributions
• The coxian phase-type distribution as a contribution to the multilevel model of in-hospital mortality
• Phase type distributions with finite support
• Simulating Coxian phase-type distributions for patient survival
• Cluster-based fitting of phase-type distributions to empirical data
• BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION
• Overview of continuous phase-type distribution data fitting methods
• scientific article; zbMATH DE number 1183924 (Why is no real title available?)
• Experimenting with the Coxian phase-type distribution to uncover suitable fits
• On inferring the number of phases in a coxian phase-type distribution
• Matrix‐analytic Models and their Analysis
• scientific article; zbMATH DE number 846103 (Why is no real title available?)
• Uncertainty quantification for Markov processes via variational principles and functional inequalities
• Quantification of model uncertainty on path-space via goal-oriented relative entropy
• Bayesian estimation of finite time ruin probabilities
• Fitting with Matrix-Exponential Distributions
• Phase-type approximations of service-time distributions in \(M/G/1\) queues
• Matching distributions under structural constraints
• Examining the identifiability and estimability of the phase-type ageing model
• Some applications of phase-type distributions in recurrent events
• A conditional approach for modelling patient readmissions to hospital using a mixture of Coxian phase-type distributions incorporating Bayes' theorem
• Computational learning of the conditional phase-type (C-Ph) distribution. Learning C-Ph distributions
• PH fitting algorithm and its application to reliability engineering

Describes a project that uses

Uses Software

• Matlab

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