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Efficient von Mises-Fisher concentration parameter estimation using Taylor series

Research output: Contribution to journal › Article › peer-review

Standard Standard

Efficient von Mises-Fisher concentration parameter estimation using Taylor series. / Christie, David.
In: Journal of Statistical Computation and Simulation, Vol. 85, No. 16, 02.11.2015, p. 3259-3265.

Research output: Contribution to journal › Article › peer-review

HarvardHarvard

Christie, D 2015, 'Efficient von Mises-Fisher concentration parameter estimation using Taylor series', Journal of Statistical Computation and Simulation, vol. 85, no. 16, pp. 3259-3265. https://doi.org/10.1080/00949655.2014.965169

APA

Christie, D. (2015). Efficient von Mises-Fisher concentration parameter estimation using Taylor series. Journal of Statistical Computation and Simulation, 85(16), 3259-3265. https://doi.org/10.1080/00949655.2014.965169

CBE

Christie D. 2015. Efficient von Mises-Fisher concentration parameter estimation using Taylor series. Journal of Statistical Computation and Simulation. 85(16):3259-3265. https://doi.org/10.1080/00949655.2014.965169

MLA

Christie, David. "Efficient von Mises-Fisher concentration parameter estimation using Taylor series". Journal of Statistical Computation and Simulation. 2015, 85(16). 3259-3265. https://doi.org/10.1080/00949655.2014.965169

VancouverVancouver

Christie D. Efficient von Mises-Fisher concentration parameter estimation using Taylor series. Journal of Statistical Computation and Simulation. 2015 Nov 2;85(16):3259-3265. Epub 2014 Oct 7. doi: 10.1080/00949655.2014.965169

Author

Christie, David. / Efficient von Mises-Fisher concentration parameter estimation using Taylor series. In: Journal of Statistical Computation and Simulation. 2015 ; Vol. 85, No. 16. pp. 3259-3265.

RIS

TY - JOUR

T1 - Efficient von Mises-Fisher concentration parameter estimation using Taylor series

AU - Christie, David

PY - 2015/11/2

Y1 - 2015/11/2

N2 - 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.

AB - 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.

KW - von Mises-Fisher distribution

KW - concentration parameter

KW - Langevin distribution

KW - parameter estimation

KW - von Mises distribution

U2 - 10.1080/00949655.2014.965169

DO - 10.1080/00949655.2014.965169

M3 - Article

VL - 85

SP - 3259

EP - 3265

JO - Journal of Statistical Computation and Simulation

JF - Journal of Statistical Computation and Simulation

SN - 0094-9655

IS - 16

ER -