Laplace approximation for Bessel functions of matrix argument

By R. Butler, Andrew T. A. Wood. 2003

50 citations recorded by the source corpus.

Subfields: Applied Mathematics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/6a651705d2d15397413d11404741faa85df1e622

How researchers see this paper

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In Applied Mathematics

1. Zhongfei Zhang
2. Ming Yang
3. Yingming Li

In Statistics and Probability

1. Zhongfei Zhang
2. Ming Yang
3. Yingming Li

Citations in the corpus

• Saddlepoint approximations for the normalizing constant of Fisher--Bingham distributions on products of spheres and Stiefel manifolds (2013, background): “Define where (cid:15) m (α) is the multivariate gamma function (Muirhead, 1982), and ˆ (cid:15) m (α) is the large-α approximation to (cid:15) m (α) mentioned by Butler & Wood (2003).”
• Multi-Task Learning with Gaussian Matrix Generalized Inverse Gaussian Model (2013, methodology): “Computing the matrix Bessel function is an open problem in multivariate statistics; the existing method is the Laplace approximation (Butler & Wood, 2003).”
• Modeling Realized Covariances and Returns (2013, unknown): “The Wishart-RCOV-M(K) model with K ≥ 1 components is defined as, rt|Σt ∼ N(0,Σ t Λ(Σ 1/2 t ) ′ ) (14) Σt|ν, St−1 ∼ Wishartk(ν, St−1) (15)”