Paper: | MLSP-L1.1 |
Session: | Learning Theory I |
Time: | Wednesday, May 17, 10:00 - 10:20 |
Presentation: |
Lecture
|
Topic: |
Machine Learning for Signal Processing: Bayesian Learning and Modeling |
Title: |
Estimation of Mixtures of Symmetric Alpha Stable Distributions with an Unknown Number of Components |
Authors: |
Diego Salas-Gonzalez, University of Granada, Spain; Ercan Engin Kuruoglu, ISTI / CNR, Italy; Diego Pablo Ruiz Padillo, University of Granada, Spain |
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 the use of the Reversible Jump MCMC algorithm. |