Return to search

On conjugate families and Jeffreys priors for von Mises-Fisher distributions

This paper discusses characteristics of standard conjugate priors and their induced
posteriors in Bayesian inference for von Mises-Fisher distributions, using either the
canonical natural exponential family or the more commonly employed polar coordinate
parameterizations. We analyze when standard conjugate priors as well as posteriors are
proper, and investigate the Jeffreys prior for the von Mises-Fisher family. Finally, we
characterize the proper distributions in the standard conjugate family of the (matrixvalued)
von Mises-Fisher distributions on Stiefel manifolds.

Identiferoai:union.ndltd.org:VIENNA/oai:epub.wu-wien.ac.at:5449
Date January 2013
CreatorsHornik, Kurt, Grün, Bettina
PublisherElsevier
Source SetsWirtschaftsuniversität Wien
LanguageEnglish
Detected LanguageEnglish
TypeArticle, PeerReviewed
Formatapplication/pdf
RightsCreative Commons: Attribution-Noncommercial-No Derivative Works 3.0 Austria
Relationhttp://dx.doi.org/10.1016/j.jspi.2012.11.003, https://www.elsevier.com/, http://epub.wu.ac.at/5449/

Page generated in 0.0018 seconds