Graph-based algorithms for phase-type distributions

DOI10.1007/S11222-022-10174-3zbMath1499.62031OpenAlexW4307743024MaRDI QIDQ2103983

Asger Hobolth, Kasper Munch, Tobias Røikjer

Publication date: 9 December 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-022-10174-3

zbMATH Keywords

momentsdistributionphase-type distributionscomputational statisticsgraph-based algorithms

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

ptdalgorithms

Uses Software

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• expm
• PhaseTypeR

Cites Work

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• The coalescent
• Phase-type distributions for studying variability in resistive memories
• Phase-type distributions in population genetics
• Multivariate phase-type theory for the site frequency spectrum
• Recursions for compound phase distributions
• Direct Methods for Sparse Matrices
• Fundamentals of Matrix-Analytic Methods
• Matrix-Exponential Distributions in Applied Probability
• Inhomogeneous phase-type distributions and heavy tails

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