Efficient von Mises-Fisher concentration parameter estimation using Taylor series
Research output: Contribution to journal › Article › peer-review
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DOI
A simple method is outlined for constructing a Taylor series for the Maximum Likelihood Estimate of the von Mises–Fisher concentration parameter based around an initial heuristic estimate. While existing treatments require multiple computationally intensive calculations of a Bessel ratio, this method provides accurate results using only one such calculation. The accuracy of the method is tested extensively, and the reuse of the Taylor series for multiple calculations is explored.
Keywords
- von Mises-Fisher distribution, concentration parameter, Langevin distribution, parameter estimation, von Mises distribution
| Original language | English |
|---|---|
| Pages (from-to) | 3259-3265 |
| Journal | Journal of Statistical Computation and Simulation |
| Volume | 85 |
| Issue number | 16 |
| Early online date | 7 Oct 2014 |
| DOIs | |
| Publication status | Published - 2 Nov 2015 |