On a Dirichlet process mixture representation of phase-type distributions

DOI10.1214/21-ba1272OpenAlexW3168503009MaRDI QIDQ6121778

Ramsés H. Mena, Daniel Ayala, Luis Gutiérrez, Leonardo Jofré

Publication date: 27 February 2024

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/bayesian-analysis/volume-17/issue-3/On-a-Dirichlet-Process-Mixture-Representation-of-Phase-Type-Distributions/10.1214/21-BA1272.full

zbMATH Keywords

Bayesian nonparametricsrenewal functionmixture modelErlang distribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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