Calculating the normalising constant of the Bingham distribution on the sphere using the holonomic gradient method
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Publication:5962742
DOI10.1007/S11222-013-9434-0zbMATH Open1331.62105arXiv1304.7973OpenAlexW2157161039MaRDI QIDQ5962742FDOQ5962742
Authors: Tomonari Sei, A. Kume 
Publication date: 23 February 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Abstract: In this paper we implement the holonomic gradient method to exactly compute the normalising constant of Bingham distributions. This idea is originally applied for general Fisher-Bingham distributions in Nakayama et al. (2011). In this paper we explicitly apply this algorithm to show the exact calculation of the normalising constant; derive explicitly the Pfaffian system for this parametric case; implement the general approach for the maximum likelihood solution search and finally adjust the method for degenerate cases, namely when the parameter values have multiplicities.
Full work available at URL: https://arxiv.org/abs/1304.7973
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Cited In (15)
- Bayesian Model Choice for Directional Data
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- Approximate maximum likelihood estimation of the Bingham distribution
- Holonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables
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- On the derivatives of the normalising constant of the Bingham distribution
- Holonomic gradient descent and its application to the Fisher-Bingham integral
- Computing the normalization factor in bingham distributions
- Software packages for holonomic gradient method
- Exact Bayesian inference for the Bingham distribution
- A holonomic ideal which annihilates the Fisher-Bingham integral
- Maximum likelihood estimation of the Fisher-Bingham distribution via efficient calculation of its normalizing constant
- On the exact maximum likelihood inference of Fisher-Bingham distributions using an adjusted holonomic gradient method
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