Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data
From MaRDI portal
Publication:5414531
DOI10.1002/asmb.1919MaRDI QIDQ5414531
Tadashi Dohi, Hiroyuki Okamura, Kishor S. Trivedi
Publication date: 6 May 2014
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.1919
parameter estimation; EM algorithm; maximum likelihood estimation; phase-type distribution; grouped and truncated data
62-04: Software, source code, etc. for problems pertaining to statistics
62Exx: Statistical distribution theory
Related Items
A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model, Phase-type software reliability model: parameter estimation algorithms with grouped data, Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence, Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean
- Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems
- On the convergence properties of the EM algorithm
- Numerical transient analysis of Markov models
- Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation
- An Algorithm for Computing Minimal% Coxian Representations
- On optimal and data-based histograms
- On a Possibilistic Approach to the Analysis of Fuzzy Feedback Systems
- On the Three-Moment Approximation of a General Distribution by a Coxian Distribution
- Fitting Mixture Models to Grouped and Truncated Data via the EM Algorithm
- Matching moments to phase distributions: density function shapes
- Selecting Parameters of Phase Distributions: Combining Nonlinear Programming, Heuristics, and Erlang Distributions
- A benchmark for ph estimation algorithms: results for acyclic-ph
- Moment matching using a family of phase-type distributions
- Matching moments to phase distributions: Mixtures of erlang distributions of common order
- Matching Three Moments with Minimal Acyclic Phase Type Distributions
- The estimation of phase-type related functionals using Markov chain Monte Carlo methods