Pavel A. Khazron and Ivan W. Selesnick
Bessel K form, MAP, MMSE, generalized exponential
We study an alternative to the Bessel K form (BKF) distribution that results when instead of gamma, the scale random variable in the Gaussian scale mixture (GSM) parameterization follows a generalized exponential distribution. The new distribution is expressed as a sum of simpler Laplace densities. Some properties of this distribution are provided. We investigate parameter estimation under the additive Gaussian noise model using simple cascades of estimators. Exact and approximate Bayesian estimators are derived for the generalized K form (GKF) in the spherically contoured case that make use of the generalized incomplete Gamma function.
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