Calculating the normalising constant of the Bingham distribution on the sphere using the holonomic gradient method
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Publication:5962742
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.
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Cited in
(18)- Bayesian Model Choice for Directional Data
- Approximate maximum likelihood estimation of the Bingham distribution
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- A fast algorithm for the moments of Bingham distribution
- On the fractional moments of a truncated centered multivariate normal distribution
- Computing the normalization factor in bingham distributions
- Holonomic gradient method for two-way contingency tables
- Software packages for holonomic gradient method
- scientific article; zbMATH DE number 7387545 (Why is no real title available?)
- Regression modeling for size-and-shape data based on a Gaussian model for landmarks
- On the derivatives of the normalising constant of the Bingham distribution
- Holonomic gradient descent and its application to the Fisher-Bingham integral
- Maximum likelihood estimation of the Fisher-Bingham distribution via efficient calculation of its normalizing constant
- Exact Bayesian inference for the Bingham distribution
- A holonomic ideal which annihilates the Fisher-Bingham integral
- The annihilating ideal of the Fisher integral
- 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
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