EMpht

swMATH8387MaRDI QIDQ20396FDOQ20396

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Source code repository: https://github.com/Pat-Laub/EMpht.jl

Cited In (88)

• Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation
• Penalised likelihood methods for phase-type dimension selection
• Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables
• PH fitting of the arrival interval distribution of the passenger flow on urban rail transit stations
• PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING
• An \textit{EM} algorithm for the model fitting of Markovian binary trees
• Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes
• Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
• An IBNR-RBNS insurance risk model with marked Poisson arrivals
• Erlang loss queueing system with batch arrivals operating in a random environment
• Experimenting with the Coxian phase-type distribution to uncover suitable fits
• Detecting disease outbreaks using a combined Bayesian network and particle filter approach
• Inverse problems in queueing theory and internet probing
• M/G/\(1\) queue with event-dependent arrival rates
• Fitting phase-type scale mixtures to heavy-tailed data and distributions
• Threshold policies for controlled retrial queues with heterogeneous servers
• On a dual model with a dividend threshold
• Russian and American put options under exponential phase-type Lévy models.
• A structural approximation method to generate the optimal auto-sleep schedule for computer systems
• Inventory systems with stochastic and batch demand: computational approaches
• The 2Bin system for controlling medical supplies at point-of-use
• New results about weakly equivalent \(\mathrm{MAP}_2\) and \(\mathrm{MAP}_3\) processes
• The use of phase-type models for disability insurance calculations
• Estimating parametric semi-Markov models from panel data using phase-type approximations
• Phase-type distributions for studying variability in resistive memories
• Phase-type software reliability model: parameter estimation algorithms with grouped data
• PH-graphs for analyzing shortest path problems with correlated traveling times
• Multivariate mixtures of Erlangs for density estimation under censoring
• Approximations for solutions of renewal-type equations
• The Mathematical Mechanism of Biological Aging
• A stochastic dynamic pricing model for the multiclass problems in the airline industry
• Multivariate finite-support phase-type distributions
• A new class of models for heavy tailed distributions in finance and insurance risk
• Mortality modeling and regression with matrix distributions
• Title not available (Why is that?)
• Parameter estimation of discrete multivariate phase-type distributions
• Inhomogeneous phase-type distributions and heavy tails
• Modeling the effect of health: phase-type approach
• Probability masses Fitting in the analysis of manufacturing flow lines
• Modeling probability densities with sums of exponentials via polynomial approximation
• A parameter estimation method of shock model constructed with phase-type distribution on the condition of interval data
• Phase-type aging modeling for health dependent costs
• Stability of a two-queue cyclic polling system with BMAPs under gated service and state-dependent time-limited service disciplines
• Title not available (Why is that?)
• Optimal stress screening strategies for multi-component systems sold under warranty: The case of phase-type lifetimes
• Generalized parallel-server fork-join queues with dynamic task scheduling
• QBD Markov chains on binomial-like trees and its application to multilevel feedback queues
• On moments based Padé approximations of ruin probabilities
• Padé approximants for finite time ruin probabilities
• A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean
• Generator estimation of Markov jump processes
• A matrix analytic approach to study the queuing characteristics of nodes in a wireless network
• The shape of phylogenies under phase-type distributed times to speciation and extinction
• Explicit results on conditional distributions of generalized exponential mixtures
• Comparing job allocation schemes where service demand is unknown
• An EM algorithm for continuous-time bivariate Markov chains
• Reliability of a multi-state system subject to shocks using phase-type distributions
• A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes
• Diffusion limits for the $(MAP_t / Ph_t / \infty)^N$ queueing network
• Continuity of the \(M/G/c\) queue
• Numerical techniques in Lévy fluctuation theory
• Approximations for the Queue Length Distributions of Time-Varying Many-Server Queues
• On the value function of the M/Cox(r)/1 queue
• A gamma kernel density estimation for insurance loss data
• Time-dependent stress-strength reliability models with phase-type cycle times
• Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type
• Evaluating readmission rates and discharge planning by analyzing the length-of-stay of patients
• A class of mixture of experts models for general insurance: theoretical developments
• Mortality Modeling of Skin Cancer Patients with Actuarial Applications
• Parameter estimation for a discretely observed population process under Markov-modulation
• Level product form QSF processes and an analysis of queues with <scp>C</scp> oxian interarrival distribution
• On the waiting time until coordinated mutations get fixed in regulatory sequences
• Quantification of model uncertainty on path-spaceviagoal-oriented relative entropy
• Ergodicity Analysis and Antithetic Integral Control of a Class of Stochastic Reaction Networks with Delays
• Estimation of stress-strength reliability using discrete phase type distribution
• Generalizations of the `linear chain trick': incorporating more flexible dwell time distributions into mean field ODE models
• Matrix Mittag-Leffler distributions and modeling heavy-tailed risks
• Multivariate fractional phase-type distributions
• A survey of parameter and state estimation in queues
• Multivariate matrix-exponential affine mixtures and their applications in risk theory
• A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES
• The unobserved waiting customer approximation
• A 2-class maintenance model with dynamic server behavior
• Parisian types of ruin probabilities for a class of dependent risk-reserve processes
• General EM algorithm for fitting non-monotone hazard functions from truncated and censored observations
• A factorization of a Lévy process over a phase-type horizon
• Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence
• Time-dependent stress-strength reliability models based on phase type distribution

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