Approximate maximum likelihood estimation of the Bingham distribution

DOI10.1016/J.CSDA.2016.11.004MaRDI QIDQ1658464zbMATH OpenOpenAlexFDO

Authors Marco Bee, Roberto Benedetti, Giuseppe Espa

Publication date 14 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11572/155228

zbMATH Keywords

directional dataintractable likelihoodsimulationsufficient statistics

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Recommendations

• Exact Bayesian inference for the Bingham distribution
• ESTIMATION OF THE CONCENTRATION PARAMETERS OF THE FISHER MATRIX DISTRIBUTION ON 50(3) AND THE BINGHAM DISTRIBUTION ON S_q, q≥ 2
• Calculating the normalising constant of the Bingham distribution on the sphere using the holonomic gradient method
• Asymptotic Expansions for the Bingham Distribution
• Holonomic gradient descent for the Fisher-Bingham distribution on the d-dimensional sphere

Cites work

• A simple approach to maximum intractable likelihood estimation
• A simple approach to the estimation of Tukey's gh distribution
• An antipodally symmetric distribution on the sphere
• An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
• Approximate maximum likelihood estimation of the autologistic model
• Calculating the normalising constant of the Bingham distribution on the sphere using the holonomic gradient method
• Exact Bayesian inference for the Bingham distribution
• scientific article; zbMATH DE number 1375577 (Why is no real title available?)
• scientific article; zbMATH DE number 52492 (Why is no real title available?)
• On the Bingham distribution with large dimension
• Saddlepoint approximations for the Bingham and Fisher–Bingham normalising constants
• Statistical analysis for the angular central Gaussian distribution on the sphere
• Statistics of orthogonal axial frames
• Table of maximum likelihood estimates for the bingham distribution

Cited in

(10)

• A fast algorithm for the moments of Bingham distribution
• On the exact maximum likelihood inference of Fisher-Bingham distributions using an adjusted holonomic gradient method
• Maximum likelihood estimation of the Fisher-Bingham distribution via efficient calculation of its normalizing constant
• Exact Bayesian inference for the Bingham distribution
• ESTIMATION OF THE CONCENTRATION PARAMETERS OF THE FISHER MATRIX DISTRIBUTION ON 50(3) AND THE BINGHAM DISTRIBUTION ON S_q, q≥ 2
• Asymptotic Expansions for the Bingham Distribution
• Some analytical results on bivariate stable distributions with an application in operational risk
• Note on posterior inference for the Bingham distribution
• A characteristic function-based approach to approximate maximum likelihood estimation
• Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér-von Mises distance

Describes a project that uses

Uses Software

• hgm
• MeanShift
• R
• ks

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