A Bayesian analysis of the Bingham distribution

作者：Walker Stephen G^*

来源：Brazilian Journal of Probability and Statistics (Brazilian Stat. Assoc.), 2014, 28(1): 61-72.

DOI：10.1214/12-BJPS193

• Latent variables
• Markov chain Monte Carlo
• normalizing constant
• posterior distribution

This paper provides a means, using latent variables, to undertake a Bayesian analysis for the Bingham distribution. To date, this has been problematic due to a nonclosed form for the normalizing constant. Previous approaches have relied on approximating the constant; something which is unnecessary in the method adopted here.

• 出版日期2014-2