Variational Bayes for phase-type distribution

DOI10.1080/03610918.2013.848895MaRDI QIDQ2876123zbMATH OpenOpenAlexFDO

Authors Hiroyuki Okamura, Ryohei Watanabe, Takeyoshi Dohi

Publication date 18 August 2014

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2013.848895

zbMATH Keywords

variational BayesBayesian statisticsphase-type distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

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Cites work

• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• A Variational Bayesian Approach for Estimating Parameters of a Mixture of Erlang Distribution
• A benchmark for ph estimation algorithms: results for acyclic-ph
• Marked point processes as limits of Markovian arrival streams
• 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
• On the Three-Moment Approximation of a General Distribution by a Coxian Distribution
• Queueing Networks and Markov Chains
• 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

(3)

• Fisher information and statistical inference for phase-type distributions
• Computational learning of the conditional phase-type (C-Ph) distribution. Learning C-Ph distributions
• The estimation of phase-type related functionals using Markov chain Monte Carlo methods

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