High-order parameter approximation for von Mises-Fisher distributions

DOI10.1016/J.AMC.2012.05.050MaRDI QIDQ388596zbMATH OpenOpenAlexFDO

Authors Heping Song, Guo-Li Wang, Jun Liu

Publication date 2 January 2014

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2012.05.050

zbMATH Keywords

parameter estimationmodified Bessel functionvon Mises-Fisher distributionHalley methodLangevin distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Point estimation (62F10) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Recommendations

• A short note on parameter approximation for von Mises-Fisher distributions: and a fast implementation of \(I_{s}(x)\)
• Parameter estimation for von Mises-Fisher distributions
• On maximum likelihood estimation of the concentration parameter of von Mises-Fisher distributions
• Efficient von Mises-Fisher concentration parameter estimation using Taylor series
• Estimation of Order Restricted Concentration Parameters of von Mises Distributions

Cites work

• scientific article; zbMATH DE number 5430929 (Why is no real title available?)
• scientific article; zbMATH DE number 1375577 (Why is no real title available?)
• scientific article; zbMATH DE number 819734 (Why is no real title available?)
• scientific article; zbMATH DE number 274379 (Why is no real title available?)
• scientific article; zbMATH DE number 3383473 (Why is no real title available?)
• scientific article; zbMATH DE number 3195683 (Why is no real title available?)
• A Precision Approximation of the Gamma Function
• A new family of eighth-order iterative methods for solving nonlinear equations
• A short note on parameter approximation for von Mises-Fisher distributions: and a fast implementation of \(I_{s}(x)\)
• Classroom Note:Geometry and Convergence of Euler's and Halley's Methods
• Computation of Modified Bessel Functions and Their Ratios
• Computation of the Gamma, Digamma, and Trigamma Functions
• Eighth-order methods with high efficiency index for solving nonlinear equations
• Estimating the concentration of the Langevin distribution
• Estimation of the concentration parameter in von Mises-Fisher distributions
• Evaluation and Inversion of the Ratios of Modified Bessel Functions, I ₁ ( x ) / I ₀ ( x
• Handbook of continued fractions for special functions. With contributions by Franky Backeljauw and Catherine Bonan-Hamada. Verified numerical output by Stefan Becuwe and Annie Cuyt
• MML estimation of the parameters of the spherical Fisher distribution
• MPFR
• ON THE CONSTRUCTION OF SIGNIFICANCE TESTS ON THE CIRCLE AND THE SPHERE
• On the Computation of Modified Bessel Function Ratios
• Parameter estimation for von Mises-Fisher distributions
• Sixth-order variants of Chebyshev-Halley methods for solving non-linear equations
• Statistical inference of Langevin distribution for directional data

Cited in

(7)

• Parameter estimation for von Mises-Fisher distributions
• A short note on parameter approximation for von Mises-Fisher distributions: and a fast implementation of \(I_{s}(x)\)
• Minimum message length estimation of mixtures of multivariate Gaussian and von Mises-Fisher distributions
• Penalized maximum likelihood estimator for mixture of von Mises-Fisher distributions
• On maximum likelihood estimation of the concentration parameter of von Mises-Fisher distributions
• Inference on the common mean direction of several Fisher-von Mises-Langevin populations with unknown concentration parameters
• Efficient von Mises-Fisher concentration parameter estimation using Taylor series

Describes a project that uses

Uses Software

• MPFR

This page was built for publication: High-order parameter approximation for von Mises-Fisher distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q388596)