Note on posterior inference for the Bingham distribution

作者：Tsionas Mike G.^*

来源：Communications in Statistics - Theory and Methods, 2018, 47(12): 3022-3028.

DOI：10.1080/03610926.2017.1346805

• Bayesian
• Bingham distribution
• Marginal likelihood
• Markov chain Monte Carlo

The properties of high-dimensional Bingham distributions have been studied by Kume and Walker (2014). Fallaize and Kypraios (2016) propose the Bayesian inference for the Bingham distribution and they use developments in Bayesian computation for distributions with doubly intractable normalizing constants (MOller etal. 2006; Murray, Ghahramani, and MacKay 2006). However, they rely heavily on two Metropolis updates that they need to tune. In this article, we propose instead a model selection with the marginal likelihood.

• 出版日期2018