An efficient algorithm for computation of information matrix in phase-type fitting

DOI10.1080/15502287.2021.1916198MaRDI QIDQ6574355

Hiroyuki Okamura, Jiahao Zhang, Tadashi Dohi, Junjun Zheng

Publication date: 18 July 2024

Published in: International Journal for Computational Methods in Engineering Science and Mechanics (Search for Journal in Brave)

Mathematics Subject Classification ID

Parametric inference (62Fxx) Markov processes (60Jxx) Operations research and management science (90Bxx)

Cites Work

• PH fitting algorithm and its application to reliability engineering
• Using phase-type models to cost stroke patient care across health, social and community services
• Double exponential formulas for numerical integration
• A benchmark for ph estimation algorithms: results for acyclic-ph
• Further Developments of the Fisher Information Matrix in Nonlinear Mixed Effects Models with Evaluation in Population Pharmacokinetics
• Computer Performance Evaluation. Modelling Techniques and Tools
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