Auxiliary variables for Bayesian inference in multi-class queueing networks

DOI10.1007/s11222-017-9787-xzbMath1430.62186arXiv1703.03475OpenAlexW2595865778MaRDI QIDQ2329742

Theodore Kypraios, Iker Perez, David J. Hodge

Publication date: 18 October 2019

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

Full work available at URL: https://arxiv.org/abs/1703.03475

zbMATH Keywords

Markov chain Monte Carlouniformizationqueueing networkscontinuous-time Markov chainsslice sampler

Mathematics Subject Classification ID

Bayesian inference (62F15) Queueing theory (aspects of probability theory) (60K25) Numerical analysis or methods applied to Markov chains (65C40) Markov processes: hypothesis testing (62M02)

Related Items (1)

Variational inference for Markovian queueing networks

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