An efficient algorithm for computation of information matrix in phase-type fitting
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Publication:6574355
DOI10.1080/15502287.2021.1916198MaRDI QIDQ6574355FDOQ6574355
Authors: Jiahao Zhang, Junjun Zheng, Hiroyuki Okamura, Tadashi Dohi
Publication date: 18 July 2024
Published in: International Journal for Computational Methods in Engineering Science and Mechanics (Search for Journal in Brave)
Parametric inference (62Fxx) Operations research and management science (90Bxx) Markov processes (60Jxx)
Cites Work
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- Double exponential formulas for numerical integration
- Further Developments of the Fisher Information Matrix in Nonlinear Mixed Effects Models with Evaluation in Population Pharmacokinetics
- PH fitting algorithm and its application to reliability engineering
- Using phase-type models to cost stroke patient care across health, social and community services
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