On a Dirichlet Process Mixture Representation of Phase-Type Distributions

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dc.contributor.authorAyala, Daniel
dc.contributor.authorJofre, Leonardo
dc.contributor.authorGutierrez, Luis
dc.contributor.authorMena, Ramses H.
dc.date.accessioned2025-01-20T21:03:35Z
dc.date.available2025-01-20T21:03:35Z
dc.date.issued2022
dc.description.abstractAn explicit representation of phase-type distributions as an infinite mixture of Erlang distributions is introduced. The representation unveils a novel and useful connection between a class of Bayesian nonparametric mixture mod-els and phase-type distributions. In particular, this sheds some light on two hot topics, estimation techniques for phase-type distributions, and the availability of closed-form expressions for some functionals related to Dirichlet process mixture models. The power of this connection is illustrated via a posterior inference al-gorithm to estimate phase-type distributions, avoiding some difficulties with the simulation of latent Markov jump processes, commonly encountered in phase-type Bayesian inference. On the other hand, closed-form expressions for functionals of Dirichlet process mixture models are illustrated with density and renewal function estimation, related to the optimal salmon weight distribution of an aquaculture study.
dc.fuente.origenWOS
dc.identifier.doi10.1214/21-BA1272
dc.identifier.eissn1936-0975
dc.identifier.issn1931-6690
dc.identifier.urihttps://doi.org/10.1214/21-BA1272
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/93158
dc.identifier.wosidWOS:000837229500004
dc.issue.numero3
dc.language.isoen
dc.pagina.final790
dc.pagina.inicio765
dc.revistaBayesian analysis
dc.rightsacceso restringido
dc.subjectBayesian nonparametrics
dc.subjectErlang distribution
dc.subjectmixture model
dc.subjectrenewal function
dc.subject.ods11 Sustainable Cities and Communities
dc.subject.odspa11 Ciudades y comunidades sostenibles
dc.titleOn a Dirichlet Process Mixture Representation of Phase-Type Distributions
dc.typeartículo
dc.volumen17
sipa.indexWOS
sipa.trazabilidadWOS;2025-01-12
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