کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
563809 | 875534 | 2010 | 10 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: Modelling with mixture of symmetric stable distributions using Gibbs sampling Modelling with mixture of symmetric stable distributions using Gibbs sampling](/preview/png/563809.png)
The stable distribution is a very useful tool to model impulsive data. In this work, a fully Bayesian mixture of symmetric stable distribution model is presented. Despite the non-existence of closed form for αα-stable distributions, the use of the product property make it possible to infer on parameters using a straightforward Gibbs sampling. This model is compared to the mixture of Gaussians model. Our proposed methodology is proved to be more robust to outliers than the mixture of Gaussians. Therefore, it is suitable to model mixture of impulsive data. Moreover, as Gaussian is a particular case of the αα-stable distribution, the proposed model is a generalization of mixture of Gaussians. Mixture of symmetric αα-stable is intensively tested in both, simulated and real data.
Journal: Signal Processing - Volume 90, Issue 3, March 2010, Pages 774–783