SS&IAGA-EM-based Algorithm for Fitting a Continuous PH Distribution
نویسندگان
چکیده
منابع مشابه
A refined EM algorithm for PH distributions
This paper proposes an improved computation method of maximum likelihood (ML) estimation for phase-type (PH) distributions with a number of phases. We focus on the EM (expectation-maximization) algorithm proposed by Asmussen et al. [27] and refine it in terms of time complexity. Two ideas behind our method are a uniformizationbased procedure for computing a convolution integral of the matrix ex...
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ژورنال
عنوان ژورنال: Systems Engineering Procedia
سال: 2011
ISSN: 2211-3819
DOI: 10.1016/j.sepro.2011.10.048