Note on posterior inference for the Bingham distribution

Mike Tsionas

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 12, 3022-3028

Abstract: 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 (Møller et al. 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.

Date: 2018
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DOI: 10.1080/03610926.2017.1346805

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