A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean

DOI10.1016/J.CSDA.2009.05.021MaRDI QIDQ961931zbMATH OpenOpenAlexFDO

Authors C. A. McGrory, A. N. Pettitt, Malcolm J. Faddy

Publication date 1 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://eprints.qut.edu.au/28453/1/c28453.pdf

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• Analysing data on lengths of stay of hospital patients using phase-type distributions
• Experimenting with the Coxian phase-type distribution to uncover suitable fits
• Conditional phase-type distributions for modelling patient length of stay in hospital
• The coxian phase-type distribution as a contribution to the multilevel model of in-hospital mortality
• Costing mixed Coxian phase-type systems with Poisson arrivals

Cites work

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• Analysing data on lengths of stay of hospital patients using phase-type distributions
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• Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
• Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems
• Conditional phase-type distributions for modelling patient length of stay in hospital
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Cited in

(16)

• Understanding dynamic status change of hospital stay and cost accumulation via combining continuous and finitely jumped processes
• Discrete conditional phase-type models utilising classification trees: application to modelling health service capacities
• 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
• Simulating Coxian phase-type distributions for patient survival
• Experimenting with the Coxian phase-type distribution to uncover suitable fits
• scientific article; zbMATH DE number 1867265 (Why is no real title available?)
• Conditional phase-type distributions for modelling patient length of stay in hospital
• Parametric survival densities from phase-type models
• Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data
• Costing mixed Coxian phase-type systems with Poisson arrivals
• Building mean field ODE models using the generalized linear chain trick \& Markov chain theory
• Phase-type distributions for claim severity regression modeling
• Mortality modeling and regression with matrix distributions
• Phase-type models for competing risks, with emphasis on identifiability issues
• Fitting and interpreting continuous-time latent Markov models for panel data

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