Laplace approximation for Bessel functions of matrix argument

DOI10.1016/S0377-0427(02)00874-9MaRDI QIDQ1811595zbMATH OpenFDO

Authors R. W. Butler, Andrew T. A. Wood

Publication date 17 June 2003

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

hypergeometric functionLaplace approximationasymptotic approximationBessel functionconfluence relations

Mathematics Subject Classification ID

Computation of special functions and constants, construction of tables (65D20) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15) Numerical approximation and evaluation of special functions (33F05)

Recommendations

• Laplace approximations to hypergeometric functions of two matrix arguments
• Laplace approximations for hypergeometric functions with matrix argument
• scientific article; zbMATH DE number 21549
• Laplace approximations for hypergeometric functions with Hermitian matrix argument
• Laplace approximation of Lauricella functions \(F_A\) and \(F_D\)

Cites work

• scientific article; zbMATH DE number 412096 (Why is no real title available?)
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3814037 (Why is no real title available?)
• scientific article; zbMATH DE number 3969909 (Why is no real title available?)
• scientific article; zbMATH DE number 4020242 (Why is no real title available?)
• scientific article; zbMATH DE number 40988 (Why is no real title available?)
• scientific article; zbMATH DE number 48090 (Why is no real title available?)
• scientific article; zbMATH DE number 192992 (Why is no real title available?)
• scientific article; zbMATH DE number 3512673 (Why is no real title available?)
• scientific article; zbMATH DE number 3555239 (Why is no real title available?)
• scientific article; zbMATH DE number 6791308 (Why is no real title available?)
• Accurate Approximations for Posterior Moments and Marginal Densities
• An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
• Bessel functions of matrix argument
• ESTIMATION OF THE CONCENTRATION PARAMETERS OF THE FISHER MATRIX DISTRIBUTION ON 50(3) AND THE BINGHAM DISTRIBUTION ON S_q, q≥ 2
• Generalized Inverse Gaussian Distributions and their Wishart Connections
• Laplace approximations for hypergeometric functions with matrix argument
• Laplace approximations to hypergeometric functions of two matrix arguments
• Latent roots and matrix variates: a review of some asymptotic results
• Multivariate aspects of shape theory

Cited in

(20)

• Interacting diffusions on positive definite matrices
• Laplace approximation of Lauricella functions \(F_A\) and \(F_D\)
• scientific article; zbMATH DE number 21549 (Why is no real title available?)
• Asymptotics of the modified Bessel and the incomplete gamma matrix functions
• Laplace approximations for hypergeometric functions with Hermitian matrix argument
• Wigner–Smith time-delay matrix in chaotic cavities with non-ideal contacts
• scientific article; zbMATH DE number 125613 (Why is no real title available?)
• Laplace approximations to hypergeometric functions of two matrix arguments
• Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions
• Appell's hypergeometric functions of matrix arguments
• On Bayesian principal component analysis
• On the marginal distribution of the diagonal blocks in a blocked Wishart random matrix
• scientific article; zbMATH DE number 7584457 (Why is no real title available?)
• Laplace approximations for hypergeometric functions with matrix argument
• Matrix Whittaker processes
• On conjugate families and Jeffreys priors for von Mises-Fisher distributions
• Approximate linear relations for Bessel functions
• Extended matrix variate hypergeometric functions and matrix variate distributions
• Computing matrix functions using mixed interpolation methods
• Conjugate priors and posterior inference for the matrix Langevin distribution on the Stiefel manifold

This page was built for publication: Laplace approximation for Bessel functions of matrix argument

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1811595)