2014 6th International Symposium on Communications, Control and Signal Processing (ISCCSP) 2014
DOI: 10.1109/isccsp.2014.6877892
|View full text |Cite
|
Sign up to set email alerts
|

Estimation of parameters for generalized Gaussian distribution

Abstract: Shape parameter estimation procedures for generalized Gaussian distribution are considered. It is shown that the existing estimators can be divided into four groups: maximum likelihood algorithm; moment-based methods; entropy matching estimators and global convergence algorithm. Besides, properties of two recently introduced estimators of shape parameter are discussed. They are based on the combination of two procedures that use the evaluation of the fourth central moment and robust measure of kurtosis. Statis… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1
1

Citation Types

1
6
0

Year Published

2018
2018
2021
2021

Publication Types

Select...
4
3
1

Relationship

0
8

Authors

Journals

citations
Cited by 20 publications
(7 citation statements)
references
References 15 publications
(24 reference statements)
1
6
0
Order By: Relevance
“…3,2]. This observation is consistent with earlier works that have attempted to learn GGMM shape parameters from data [51]. Given n training clean patches of size P and an initialization for the K parameters w k > 0, Σ k ∈ R P ×P and ν k ∈ R P , for k = 1, .…”
Section: Learning Ggmmssupporting
confidence: 86%
“…3,2]. This observation is consistent with earlier works that have attempted to learn GGMM shape parameters from data [51]. Given n training clean patches of size P and an initialization for the K parameters w k > 0, Σ k ∈ R P ×P and ν k ∈ R P , for k = 1, .…”
Section: Learning Ggmmssupporting
confidence: 86%
“…2b, -upper The weighting coefficients w 01 and w 02 have been determined during the calculation of the GMM and normalized so that w 01 + w 02 = 1. To avoid the necessity of using sophisticated estimators based on maximum likelihood, moments, entropy matching or global convergence [27], the values of the four GGD parameters: shape parameter p, location parameter μ, variance of the distribution λ, and standard deviation σ, as well as parameters of the GMM2, have been determined using the fast approximated method based on the standardized moment, described in the paper [8].…”
Section: Improved Two-step Binarization Algorithmmentioning
confidence: 99%
“…In order to deal with this issue and take full advantage of the potential robustness properties of the correntropy, the generalized Gaussian density function was proposed as a kernel function of the correntropy in Reference [ 21 ]. The generalized Gaussian density function with zero-mean is given by References [ 18 , 19 ] as follows: where is the gamma function, denotes the shape parameter and denotes the scale parameter. For simplicity, is usually set as an integer value.…”
Section: Sgmcc Algorithmmentioning
confidence: 99%
“…In recent years, a generalized maximum correntropy criterion (GMCC) has been proposed, which adopts the generalized Gaussian density [ 18 , 19 , 20 ] function as the kernel function (not necessarily a Mercer kernel [ 21 ]) and the type of this correntropy is called the generalized correntropy. Similar to the original correntropy with Gaussian kernel, the generalized correntropy can also be used as an optimization cost in the estimation-related problems.…”
Section: Introductionmentioning
confidence: 99%