Seminar: An application of Holonomic Gradient method for inference in Directional and Shape Statistics

SpeakerAlfred Kume
AffiliationUniversity of Kent
DateThursday, 26 Mar 2015
Time16:00 - 17:00
LocationRoom 102, 1-19 Torrington Place
Event seriesStatistical Science Seminars

Holonomic gradient method is a elegant implementation of ODE techniques for efficiently evaluating normalising constants. In the talk we show how to apply this approach to Fisher-Bingham distributions defined on the sphere. Such normalising constants are not available in a closed form and their accurate evaluation is essential for performing the statistical inference with them. This enables us to further develop a new algorithm for shape analysis.

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