Variational Bayes for Phase-Type Distribution

DOI10.1080/03610918.2013.848895zbMath1462.62186OpenAlexW1987721624MaRDI QIDQ2876123

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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

phase-type distributionBayesian statisticsvariational Bayes

Mathematics Subject Classification ID

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

Cites Work

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• A Variational Bayesian Approach for Estimating Parameters of a Mixture of Erlang Distribution
• On the Three-Moment Approximation of a General Distribution by a Coxian Distribution
• Matching moments to phase distributions: density function shapes
• Selecting Parameters of Phase Distributions: Combining Nonlinear Programming, Heuristics, and Erlang Distributions
• A benchmark for ph estimation algorithms: results for acyclic-ph
• Moment matching using a family of phase-type distributions
• Matching moments to phase distributions: Mixtures of erlang distributions of common order
• Marked point processes as limits of Markovian arrival streams
• Matching Three Moments with Minimal Acyclic Phase Type Distributions
• The estimation of phase-type related functionals using Markov chain Monte Carlo methods
• Queueing Networks and Markov Chains

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