Modelling with mixture of symmetric stable distributions using Gibbs sampling

DOI10.1016/J.SIGPRO.2009.07.003zbMATH Open1177.94117OpenAlexW2032556230MaRDI QIDQ1046641FDOQ1046641

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

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)

Cites Work

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• A Method for Simulating Stable Random Variables
• Finite mixture models
• Bayesian Density Estimation and Inference Using Mixtures
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Dealing With Label Switching in Mixture Models
• An Application of the Laplace Method to Finite Mixture Distributions
• Monte Carlo inference in econometric models with symmetric stable disturbances
• A heavy-tailed empirical Bayes method for replicated microarray data

Cited In (5)

• Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics
• A new robust Bayesian small area estimation via ‐stable model for estimating the proportion of athletic students in California
• EM algorithm for symmetric stable mixture model
• Conformal accelerations method and efficient evaluation of stable distributions
• Estimation of a normal mixture model through Gibbs sampling and prior feedback

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