Modelling with mixture of symmetric stable distributions using Gibbs sampling

DOI10.1016/J.SIGPRO.2009.07.003MaRDI QIDQ1046641zbMATH OpenOpenAlexFDO

Authors Diego P. Ruiz, Diego Salas-González, Ercan E. Kuruoglu

Publication date 22 December 2009

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2009.07.003

zbMATH Keywords

Bayesian mixture modelreversible jump Markov chain Monte Carlosymmetric alpha-stable distribution

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Sampling theory in information and communication theory (94A20)

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Cites work

• A heavy-tailed empirical Bayes method for replicated microarray data
• A Method for Simulating Stable Random Variables
• An Application of the Laplace Method to Finite Mixture Distributions
• Bayesian Density Estimation and Inference Using Mixtures
• Dealing With Label Switching in Mixture Models
• Finite mixture models
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
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• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Monte Carlo inference in econometric models with symmetric stable disturbances
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

Cited in

(8)

• Estimation of a normal mixture model through Gibbs sampling and prior feedback
• Conformal accelerations method and efficient evaluation of stable distributions
• Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics
• EM algorithm for symmetric stable mixture model
• Bayesian stable mixture model of state densities of generalized Chua's circuit
• A new robust Bayesian small area estimation via ‐stable model for estimating the proportion of athletic students in California
• Unsupervised brain MRI image segmentation based on the finite mixture of -stable distributions with EM algorithm
• Parameter estimation for stable distributions and their mixture

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