Separation of alpha-stable random vectors

Estimation of Spectral Measure of Stable Random Vectors

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Autoregressive Gaussian Random Vectors of First Order

Blind Source Separation Using Mixtures of Alpha-Stable Distributions

We propose a new blind source separation algorithm based on mixtures of alpha-stable distributions. Complex symmetric alpha-stable distributions have been recently showed to better model audio signals in the time-frequency domain than classical Gaussian distributions thanks to their larger dynamic range. However, inference of these models is notoriously hard to perform because their probability...

A Survey on Simulating Stable Random Variables

In general case, Chambers et al. (1976) introduced the following algorithm for simulating any stable random variables $ X/sim(alpha, beta, gamma, delta) $ with four parameters. They use a nonlinear transformation of two independent uniform random variables for simulating an stable random variable... (to continue, click here)

Scalar Quantization of Alpha Stable Distributed Random Variables

E cient stochastic data processing preassumes proper modeling of the statistics of the data source This paper addresses the issues that arise when the data to be pro cessed exhibits statistical properties which depart signi cantly from those implied under the Gaussianity assump tion This type of data has been found to be encountered in image speech and other compression applications For the cas...