Bayesian analysis of the complex Bingham distribution

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Bayesian analysis of the complex Bingham distribution

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Title: Bayesian analysis of the complex Bingham distribution
Author: Leu, Richard Hsueh-Yee
Abstract: While most statistical applications involve real numbers, some demand complex numbers. Statistical shape analysis is one such area. The complex Bingham distribution is utilized in the shape analysis of landmark data in two dimensions. Previous analysis of data arising from this distribution involved classical statistical techniques. In this report, a full Bayesian inference was carried out on the posterior distribution of the parameter matrix when data arise from a complex Bingham distribution. We utilized a Markov chain Monte Carlo algorithm to sample the posterior distribution of the parameters. A Metropolis-Hastings algorithm sampled the posterior conditional distribution of the eigenvalues while a successive conditional Monte Carlo sampler was used to sample the eigenvectors. The method was successfully verifi ed on simulated data, using both at and informative priors.
Department: Physics
Subject: Markov chain Monte Carlo Bayesian statistics Statistical shape analysis Complex Bingham
URI: http://hdl.handle.net/2152/ETD-UT-2010-12-2587
Date: 2010-12

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