Bayesian analysis of multivariate stable distributions using one-dimensional projections.
Mike G. TsionasPublished in: J. Multivar. Anal. (2016)
Keyphrases
- bayesian analysis
- stochastic simulation
- probability distribution function
- multivariate normal
- finite mixtures
- dependence structure
- computationally feasible
- multi dimensional
- statistically sound
- probability distribution
- three dimensional
- variational bayesian inference
- personalized ranking
- heavy tailed
- power law
- regression model
- minimum message length
- polyhedral objects
- mixed data
- multivariate data
- kullback leibler divergence
- normal distribution
- exponential distributions
- mixture model
- probabilistic model
- data sets