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Application of deterministic annealing EM algorithm to MAP/PH parameter estimation
16 references·0 citing·35 second hop
Application of deterministic annealing EM algorithm to MAP/PH parameter estimation (2013)Application of deterministic annealing EM…A refined EM algorithm for PH distributions (2011)A refined EM algorithm for PH…Markovian Arrival Process Parameter Estimation With Group Data (2009)Markovian Arrival Process Par…A minimal representation of Markov arrival processes and a moments matching method (2007)A minimal representation of M…A Novel Approach for Phase-Type Fitting with the EM Algorithm (2006)A Novel Approach for Phase-Ty…Matching Three Moments with Minimal Acyclic Phase Type Distributions (2005)Matching Three Moments with M…Closed form solutions for mapping general distributions to quasi-minimal PH distributions (2005)Closed form solutions for map…A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation (2005)A MAP fitting approach with i…Modeling IP traffic using the batch Markovian arrival process (2003)Modeling IP traffic using the…An EM-Algorithm for MAP Fitting from Real Traffic Data (2003)An EM-Algorithm for MAP Fitti…An EM Algorithm for Batch Markovian Arrival Processes and its Comparison to a Simpler Estimation Procedure (2002)An EM Algorithm for Batch Mar…Marked point processes as limits of Markovian arrival streams (1993)Marked point processes as lim…Matching moments to phase distributions: nonlinear programming approaches (1990)Matching moments to phase dis…Matrix geometric solutions in stochastic models (1987)Matrix geometric solutions in…A fitting algorithm for Markov-modulated poisson processes having two arrival rates (1987)A fitting algorithm for Marko…A Markov Modulated Characterization of Packetized Voice and Data Traffic and Related Statistical Multiplexer Performance (1986)A Markov Modulated Characteri…Matrix-Geometric Solutions to Stochastic Models (1984)Matrix-Geometric Solutions to…Comparison Methods for Queues and Other Stochastic Models (1984)Comparison Methods for Queues and Other Stochastic Models. (1986)New results on the single server queue with a batch markovian arrival process (1991)Structural results for the control of queueing systems using event-based dynamic programming (1998)The BMAP/G/1 queue: A tutorial (2005)Monotonicity in Markov Reward and Decision Chains: Theory and Applications (2006)Applied Probability and Queues (1987)Light traffic heuristic for anM/G/1 queue with limited inventory (1992)On Pooling in Queueing Networks (1998)Applied Probability and Queues (2003)- Theory and applications (2013)Approximating a Point Process by a Renewal Process, I: Two Basic Methods (1982)The least variable phase type distribution is erlang (1987)Multi-class Markovian arrival processes and their parameter fitting (2010)A decomposition method for approximate evaluation of continuous flow multi-stage lines with general Markovian machines (2011)Design and management of manufacturing systems for production quality (2014)The N/G/1 queue and its detailed analysis (1980)Matrix-geometric solutions in stochastic models (1985)Overload control in a finite message storage buffer (1989)An approximation for performance evaluation of stationary single server queues (1994)The Markov-modulated Poisson process (MMPP) cookbook (1993)Introduction to Matrix Analytic Methods in Stochastic Modeling (1999)An integrated production and inventory model to dampen upstream demand variability in the supply chain (2006)A Markovian canonical form of second-order matrix-exponential processes (2007)Introduction to Matrix Analytic Methods in Stochastic Modeling (2000)Trace data characterization and fitting for Markov modeling (2009)Markovian arrivals in stochastic modelling: a survey and some new results (2010)Queueing Systems. Volume 1: Theory (1975)Poisson Arrivals See Time Averages (1982)Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Traffic modeling for telecommunications networks (1994)Stochastic theory of a fluid model of producers and consumers coupled by a buffer (1988)Inventory Control in a Fluctuating Demand Environment (1993)To Queue or Not to Queue: Equilibrium Behavior in Queueing Systems (2003)Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions (2010)
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References

  • 1984Matrix-Geometric Solutions to Stochastic Models1,706 cited
  • 1986A Markov Modulated Characterization of Packetized Voice and Data Traffic and Related Statistical Multiplexer Performance1,247 cited
  • 2003Modeling IP traffic using the batch Markovian arrival process251 cited
  • 1993Marked point processes as limits of Markovian arrival streams234 cited
  • 2006A Novel Approach for Phase-Type Fitting with the EM Algorithm217 cited
  • 2005Matching Three Moments with Minimal Acyclic Phase Type Distributions159 cited
  • 1987Matrix geometric solutions in stochastic models155 cited
  • 2007A minimal representation of Markov arrival processes and a moments matching method152 cited
  • 2005Closed form solutions for mapping general distributions to quasi-minimal PH distributions140 cited
  • 1987A fitting algorithm for Markov-modulated poisson processes having two arrival rates103 cited
  • 2009Markovian Arrival Process Parameter Estimation With Group Data97 cited
  • 2002An EM Algorithm for Batch Markovian Arrival Processes and its Comparison to a Simpler Estimation Procedure90 cited
  • 2005A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation85 cited
  • 2003An EM-Algorithm for MAP Fitting from Real Traffic Data78 cited

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  • 1990Matching moments to phase distributions: nonlinear programming approaches70 cited
  • 2011A refined EM algorithm for PH distributions55 cited
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