Holonomic gradient descent for the Fisher-Bingham distribution on the d-dimensional sphere
Computational Statistics, ISSN: 1613-9658, Vol: 29, Issue: 3-4, Page: 661-683
2014
- 15Citations
- 9Captures
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Article Description
We propose an accelerated version of the holonomic gradient descent and apply it to calculating the maximum likelihood estimate (MLE) of the Fisher-Bingham distribution on a d-dimensional sphere. We derive a Pfaffian system (an integrable connection) and a series expansion associated with the normalizing constant with an error estimation. These enable us to solve some MLE problems up to dimension d=7 with a specified accuracy. © 2013 Springer-Verlag Berlin Heidelberg.
Bibliographic Details
Springer Science and Business Media LLC
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