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I am now trying to understand this part. I am not sure if you have understood this already. "The estimate of the hyperparameter M is obtained using the moment estimates...". You can learn more from https://en.wikipedia.org/wiki/Method_of_moments_(statistics) The solving process is quite straightforward in fact. However, I found this is not working well in practice. I am always getting very small M, which does not seem to be very reasonable. If anyone has some knowledge about this, could you please contact me at mark5434 gmail.
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