EMpht
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Source code repository: https://github.com/Pat-Laub/EMpht.jl
Related Items (88)
An EM algorithm for continuous-time bivariate Markov chains ⋮ An \textit{EM} algorithm for the model fitting of Markovian binary trees ⋮ Stability of a two-queue cyclic polling system with BMAPs under gated service and state-dependent time-limited service disciplines ⋮ PH fitting of the arrival interval distribution of the passenger flow on urban rail transit stations ⋮ Detecting disease outbreaks using a combined Bayesian network and particle filter approach ⋮ Inhomogeneous phase-type distributions and heavy tails ⋮ The 2Bin system for controlling medical supplies at point-of-use ⋮ Unnamed Item ⋮ Phase-type software reliability model: parameter estimation algorithms with grouped data ⋮ PH-graphs for analyzing shortest path problems with correlated traveling times ⋮ Parameter estimation of discrete multivariate phase-type distributions ⋮ A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes ⋮ Parisian types of ruin probabilities for a class of dependent risk-reserve processes ⋮ Multivariate mixtures of Erlangs for density estimation under censoring ⋮ Estimation of stress-strength reliability using discrete phase type distribution ⋮ Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type ⋮ A structural approximation method to generate the optimal auto-sleep schedule for computer systems ⋮ Reliability of a multi-state system subject to shocks using phase-type distributions ⋮ Multivariate matrix-exponential affine mixtures and their applications in risk theory ⋮ Multivariate fractional phase-type distributions ⋮ The use of phase-type models for disability insurance calculations ⋮ Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence ⋮ New results about weakly equivalent \(\mathrm{MAP}_2\) and \(\mathrm{MAP}_3\) processes ⋮ The shape of phylogenies under phase-type distributed times to speciation and extinction ⋮ Estimating parametric semi-Markov models from panel data using phase-type approximations ⋮ PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING ⋮ A matrix analytic approach to study the queuing characteristics of nodes in a wireless network ⋮ Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes ⋮ Matrix Mittag-Leffler distributions and modeling heavy-tailed risks ⋮ Probability masses Fitting in the analysis of manufacturing flow lines ⋮ On moments based Padé approximations of ruin probabilities ⋮ Experimenting with the Coxian phase-type distribution to uncover suitable fits ⋮ Time-dependent stress-strength reliability models based on phase type distribution ⋮ Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation ⋮ Time-dependent stress-strength reliability models with phase-type cycle times ⋮ A new class of models for heavy tailed distributions in finance and insurance risk ⋮ Numerical techniques in Lévy fluctuation theory ⋮ Approximations for the Queue Length Distributions of Time-Varying Many-Server Queues ⋮ QBD Markov chains on binomial-like trees and its application to multilevel feedback queues ⋮ Generalized parallel-server fork-join queues with dynamic task scheduling ⋮ Unnamed Item ⋮ Diffusion limits for the $(MAP_t / Ph_t / \infty)^N$ queueing network ⋮ Padé approximants for finite time ruin probabilities ⋮ Explicit results on conditional distributions of generalized exponential mixtures ⋮ Multivariate finite-support phase-type distributions ⋮ A factorization of a Lévy process over a phase-type horizon ⋮ Modeling the effect of health: phase-type approach ⋮ Comparing job allocation schemes where service demand is unknown ⋮ Generator estimation of Markov jump processes ⋮ Modeling probability densities with sums of exponentials via polynomial approximation ⋮ Continuity of the \(M/G/c\) queue ⋮ An IBNR-RBNS insurance risk model with marked Poisson arrivals ⋮ Erlang loss queueing system with batch arrivals operating in a random environment ⋮ Mortality modeling and regression with matrix distributions ⋮ A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean ⋮ A class of mixture of experts models for general insurance: theoretical developments ⋮ Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes ⋮ A gamma kernel density estimation for insurance loss data ⋮ Inverse problems in queueing theory and internet probing ⋮ Threshold policies for controlled retrial queues with heterogeneous servers ⋮ M/G/\(1\) queue with event-dependent arrival rates ⋮ Fitting phase-type scale mixtures to heavy-tailed data and distributions ⋮ A stochastic dynamic pricing model for the multiclass problems in the airline industry ⋮ On the waiting time until coordinated mutations get fixed in regulatory sequences ⋮ Phase-type distributions for studying variability in resistive memories ⋮ Ergodicity Analysis and Antithetic Integral Control of a Class of Stochastic Reaction Networks with Delays ⋮ Approximations for solutions of renewal-type equations ⋮ A survey of parameter and state estimation in queues ⋮ A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES ⋮ On a dual model with a dividend threshold ⋮ A 2-class maintenance model with dynamic server behavior ⋮ Optimal stress screening strategies for multi-component systems sold under warranty: The case of phase-type lifetimes ⋮ Inventory systems with stochastic and batch demand: computational approaches ⋮ Mortality Modeling of Skin Cancer Patients with Actuarial Applications ⋮ The Mathematical Mechanism of Biological Aging ⋮ The unobserved waiting customer approximation ⋮ Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables ⋮ On the value function of the M/Cox(r)/1 queue ⋮ A parameter estimation method of shock model constructed with phase-type distribution on the condition of interval data ⋮ General EM algorithm for fitting non-monotone hazard functions from truncated and censored observations ⋮ Evaluating readmission rates and discharge planning by analyzing the length-of-stay of patients ⋮ Generalizations of the `linear chain trick': incorporating more flexible dwell time distributions into mean field ODE models ⋮ Level product form QSF processes and an analysis of queues with <scp>C</scp> oxian interarrival distribution ⋮ Quantification of model uncertainty on path-spaceviagoal-oriented relative entropy ⋮ Penalised likelihood methods for phase-type dimension selection ⋮ Parameter estimation for a discretely observed population process under Markov-modulation ⋮ Russian and American put options under exponential phase-type Lévy models. ⋮ Phase-type aging modeling for health dependent costs
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