Bayesian shape analysis of the complex Bingham distribution

被引：3

作者：

Leu, Richard ^{[1
]}

Damien, Paul ^{[1
]}

机构：

[1] Univ Texas Austin, McCombs Sch Business, Austin, TX 78712 USA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2014年 / 149卷

关键词：

Bingham distribution; Bayesian inference; Planar data; MCMC; WIND-PROFILE; STATISTICS; SIMULATION;

D O I：

10.1016/j.jspi.2013.11.016

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Previous shape analysis of landmark data arising from a complex Bingham distribution involved frequentist statistical estimation, and Bayesian MAP estimation. In this paper, we develop a full Bayesian analysis for planar landmark data arising from a complex Bingham. A novel MCMC method to sample the eigenvalues and eigenvectors of the complex-valued Hermitian parameter matrix is designed. Additionally, a new conjugate prior for the complex Bingham distribution is developed. Illustrative analysis using simulated and actual landmark data demonstrate the methods. (C) 2013 Elsevier B.V. All rights reserved.

引用

页码：183 / 200

页数：18

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