Abstract:
In this work, we study the estimation of mixtures of symmetric alpha-stable distributions using Bayesian inference. We utilise numerical Bayesian sampling techniques such...Show MoreMetadata
Abstract:
In this work, we study the estimation of mixtures of symmetric alpha-stable distributions using Bayesian inference. We utilise numerical Bayesian sampling techniques such as Markov chain Monte Carlo (MCMC). Our estimation technique is capable of estimating also the number of alpha-stable components in the mixture in addition to the component parameters and mixing coefficients which is accomplished by using the reversible jump MCMC (RJMCMC) algorithm
Published in: 2006 IEEE International Conference on Acoustics Speech and Signal Processing Proceedings
Date of Conference: 14-19 May 2006
Date Added to IEEE Xplore: 24 July 2006
Print ISBN:1-4244-0469-X
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