Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data

DOI10.1002/ASMB.1919OpenAlexW2129165987MaRDI QIDQ5414531FDOQ5414531

Authors Hiroyuki Okamura, Tadashi Dohi, 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

zbMATH Keywords

parameter estimationEM algorithmmaximum likelihood estimationphase-type distributiongrouped and truncated data

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Statistical distribution theory (62Exx)

Recommendations

• Fitting Mixture Models to Grouped and Truncated Data via the EM Algorithm
• Algorithm AS 254: Maximum Likelihood Estimation from Grouped and Truncated Data with Finite Normal Mixture Models
• scientific article; zbMATH DE number 1183924
• Empirical Bayes analysis for the parameter of truncation distribution under \(\phi\)-mixing samples
• EM algorithms for multivariate Gaussian mixture models with truncated and censored data
• Degeneracy in the Maximum Likelihood Estimation of Univariate Gaussian Mixtures for Grouped Data and Behaviour of the EM Algorithm

Cites work

• scientific article; zbMATH DE number 1183924 (Why is no real title available?)
• scientific article; zbMATH DE number 1183925 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• A benchmark for ph estimation algorithms: results for acyclic-ph
• A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean
• An algorithm for computing minimal Coxian representations
• Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation
• Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems
• Fitting Mixture Models to Grouped and Truncated Data via the EM Algorithm
• Large Sample Properties of Generalized Method of Moments Estimators
• Matching Three Moments with Minimal Acyclic Phase Type Distributions
• Matching moments to phase distributions: Mixtures of erlang distributions of common order
• Matching moments to phase distributions: density function shapes
• Moment matching using a family of phase-type distributions
• Numerical transient analysis of Markov models
• On a Possibilistic Approach to the Analysis of Fuzzy Feedback Systems
• On optimal and data-based histograms
• On the Three-Moment Approximation of a General Distribution by a Coxian Distribution
• On the convergence properties of the EM algorithm
• Selecting Parameters of Phase Distributions: Combining Nonlinear Programming, Heuristics, and Erlang Distributions
• The estimation of phase-type related functionals using Markov chain Monte Carlo methods

Cited in

(5)

• Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence
• Modeling and analysis of system reliability using phase-type distribution closure properties
• Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type
• Phase-type software reliability model: parameter estimation algorithms with grouped data
• A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model

This page was built for publication: Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5414531)