Expectation–Maximization algorithm for finite mixture of α-stable distributions

A Gaussian Mixture Model (GMM) is a parametric probability density function built as a weighted sum of Gaussian distributions. Gaussian mixtures are used for modelling the probability distribution in many fields of research nowadays. Nevertheless, in many real applications, the components are skewed...

Full description

Bibliographic Details

Published in:	Neurocomputing (Amsterdam) Vol. 413; pp. 210 - 216
Main Authors:	Castillo-Barnes, D., Martinez-Murcia, F.J., Ramírez, J., Górriz, J.M., Salas-Gonzalez, D.
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 06.11.2020
Subjects:	Alpha-stable distribution Alpha-stable mixture model Expectation–Maximization algorithm Expectation–Maximization algorithm Alpha-stable mixture model Alpha-stable distribution
ISSN:	0925-2312, 1872-8286
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!