Exact Bayesian inference for the Bingham distribution

DOI10.1007/s11222-014-9508-7zbMath1342.62031arXiv1401.2894OpenAlexW1985339837WikidataQ59454378 ScholiaQ59454378MaRDI QIDQ2631370

Christopher J. Fallaize, Theodore Kypraios

Publication date: 29 July 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.2894

zbMATH Keywords

Markov chain Monte CarloBayesian inferencedirectional statisticsdoubly intractable distributions

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Point estimation (62F10) Bayesian inference (62F15)

Related Items (6)

Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior ⋮ Approximate maximum likelihood estimation of the Bingham distribution ⋮ Recent advances in directional statistics ⋮ Inference on parameters of Watson distributions and application to classification of observations ⋮ On the exact maximum likelihood inference of Fisher-Bingham distributions using an adjusted holonomic gradient method ⋮ Note on posterior inference for the Bingham distribution

Uses Software

• Krylstat

Cites Work

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