On the exact maximum likelihood inference of Fisher-Bingham distributions using an adjusted holonomic gradient method
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Publication:1704019
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Cites work
- An Introduction to Numerical Analysis for Electrical and Computer Engineers
- Calculating the normalising constant of the Bingham distribution on the sphere using the holonomic gradient method
- ESTIMATION OF THE CONCENTRATION PARAMETERS OF THE FISHER MATRIX DISTRIBUTION ON 50(3) AND THE BINGHAM DISTRIBUTION ON Sq, q≥ 2
- Exact Bayesian inference for the Bingham distribution
- Gröbner Bases
- Holonomic gradient descent and its application to the Fisher-Bingham integral
- Holonomic gradient descent for the Fisher-Bingham distribution on the d-dimensional sphere
- Holonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 1375577 (Why is no real title available?)
- scientific article; zbMATH DE number 3763046 (Why is no real title available?)
- On the derivatives of the normalising constant of the Bingham distribution
- Properties and applications of Fisher distribution on the rotation group
- Saddlepoint approximations for the Bingham and Fisher–Bingham normalising constants
- Statistics of orthogonal axial frames
- The holonomic gradient method for the distribution function of the largest root of a Wishart matrix
- The holonomic rank of the Fisher-Bingham system of differential equations
Cited in
(14)- The 8-parameter Fisher-Bingham distribution on the sphere
- Maximum likelihood estimation of the Fisher-Bingham distribution via efficient calculation of its normalizing constant
- Holonomic gradient descent for the Fisher-Bingham distribution on the d-dimensional sphere
- The holonomic rank of the Fisher-Bingham system of differential equations
- Recent advances in directional statistics
- scientific article; zbMATH DE number 7387545 (Why is no real title available?)
- A holonomic ideal which annihilates the Fisher-Bingham integral
- Spherical regression models with general covariates and anisotropic errors
- Calculating the normalising constant of the Bingham distribution on the sphere using the holonomic gradient method
- Nonlinear Bayesian filtering via holonomic gradient method with quasi moment generating function
- Data analysis on nonstandard spaces
- Nonparametric measure-transportation-based methods for directional data
- On the representation and computational aspects of the distribution of a linear combination of independent noncentral chi-squared random variables
- Holonomic gradient descent and its application to the Fisher-Bingham integral
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