Modelling with mixture of symmetric stable distributions using Gibbs sampling

DOI10.1016/j.sigpro.2009.07.003zbMath1177.94117OpenAlexW2032556230MaRDI QIDQ1046641

Diego P. Ruiz, Ercan Engin 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

reversible jump Markov chain Monte CarloBayesian mixture modelsymmetric 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

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

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