Holonomic gradient descent for the Fisher-Bingham distribution on the \(d\)-dimensional sphere

DOI10.1007/s00180-013-0456-zzbMath1306.65081arXiv1201.3239OpenAlexW2076425730MaRDI QIDQ2259745

Hiromasa Nakayama, Kenta Nishiyama, Tamio Koyama, Nobuki Takayama

Publication date: 5 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.3239

zbMATH Keywords

integrable connectionmaximum likelihood estimatePfaffian systemFisher-Bingham distributionholonomic gradient descent

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10)

Related Items

Holonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables ⋮ On the exact maximum likelihood inference of Fisher-Bingham distributions using an adjusted holonomic gradient method ⋮ Algebraic analysis of the hypergeometric function \(_1F_1\) of a matrix argument ⋮ Pfaffian systems of \(A\)-hypergeometric equations. I: Bases of twisted cohomology groups. ⋮ Calculating the normalising constant of the Bingham distribution on the sphere using the holonomic gradient method ⋮ THE ANNIHILATING IDEAL OF THE FISHER INTEGRAL ⋮ Multiplicity adjustment for temporal and spatial scan statistics using Markov property ⋮ Calculation of orthant probabilities by the holonomic gradient method

Uses Software

• Risa/Asir
• hgm R

Cites Work

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• Some notes on the fisher–bingham family on the sphere
• A Holonomic Ideal Which Annihilates the Fisher-Bingham Integral
• Saddlepoint approximations for the Bingham and Fisher–Bingham normalising constants
• Stiff oscillatory systems, delta jumps and white noise