Exact Bayesian inference for the Bingham distribution
From MaRDI portal
Publication:2631370
Abstract: This paper is concerned with making Bayesian inference from data that are assumed to be drawn from a Bingham distribution. A barrier to the Bayesian approach is the parameter-dependent normalising constant of the Bingham distribution, which, even when it can be evaluated or accurately approximated, would have to be calculated at each iteration of an MCMC scheme, thereby greatly increasing the computational burden. We propose a method which enables exact (in Monte Carlo sense) Bayesian inference for the unknown parameters of the Bingham distribution by completely avoiding the need to evaluate this constant. We apply the method to simulated and real data, and illustrate that it is simpler to implement, faster, and performs better than an alternative algorithm that has recently been proposed in the literature.
Recommendations
- A Bayesian analysis of the Bingham distribution
- Note on posterior inference for the Bingham distribution
- Approximate maximum likelihood estimation of the Bingham distribution
- Bayesian shape analysis of the complex Bingham distribution
- Bayesian inference for circular distributions with unknown normalising constants
Cites work
- A Bayesian analysis of the Bingham distribution
- An antipodally symmetric distribution on the sphere
- An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
- Asymptotic Expansions for the Bingham Distribution
- Bayesian methods in structural bioinformatics. With a foreword by Gerard Bricogne.
- Calculating the normalising constant of the Bingham distribution on the sphere using the holonomic gradient method
- Estimation of parameters subject to order restrictions on a circle with application to estimation of phase angles of cell cycle genes
- Frame theory in directional statistics
- scientific article; zbMATH DE number 1375577 (Why is no real title available?)
- scientific article; zbMATH DE number 3992765 (Why is no real title available?)
- On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods
- On the derivatives of the normalising constant of the Bingham distribution
- On the flexibility of Metropolis-Hastings acceptance probabilities in auxiliary variable proposal generation
- Posterior sampling when the normalizing constant is unknown
- 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
(13)- A fast algorithm for the moments of Bingham distribution
- Approximate maximum likelihood estimation of the Bingham distribution
- On the exact maximum likelihood inference of Fisher-Bingham distributions using an adjusted holonomic gradient method
- A Bayesian analysis of the Bingham distribution
- Recent advances in directional statistics
- Inference on parameters of Watson distributions and application to classification of observations
- On the Bingham distribution with large dimension
- Note on posterior inference for the Bingham distribution
- Computing the normalization factor in bingham distributions
- Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
- Bayesian inference for polycrystalline materials
- Bayesian Model Choice for Directional Data
- Efficient Sampling From the Watson Distribution in Arbitrary Dimensions
This page was built for publication: Exact Bayesian inference for the Bingham distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2631370)
