Istituto di Scienza e Tecnologie dell'Informazione     
Salas-Gonzalez D., Kuruoglu E. E., Ruiz D. P. Estimation of mixtures of symmetric alpha stable processes with unknown number of components. In: International Conference on Acoustics, Speech and Signal Processing (Toulouse, France, 14-19 May 2006). Proceedings, vol. 1 IEEE, 2006.
In this work, we study the estimation of mixtures of symmetric -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 -stable components in the mixture in addition to the component parameters and mixing coefficients which is accomplished by the use of the Reversible Jump MCMC (RJMCMC) algorithm.
URL: http://www.icassp2006.org
Subject Alpha stable distributions
Bayesian analysis
Reversible jump Markov chain Monte Carlo
Mixture distributions
G.3 Probability and Statistics. Probabilistic algorithms (including MonteCarlo)
G.3 Probability and Statistics. Distribution functions

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