Bayesian Estimation Of The Von Mises Concentration Parameter
| Venue: | PROCEEDINGS OF THE FIFTEENTH INTERNATIONAL WORKSHOP ON MAXIMUM ENTROPY AND BAYESIAN METHODS |
| Citations: | 7 - 5 self |
BibTeX
@INPROCEEDINGS{Dowe_bayesianestimation,
author = {David L. Dowe and Jonathan J. Oliver and Rohan A. Baxter and Chris S. Wallace},
title = {Bayesian Estimation Of The Von Mises Concentration Parameter},
booktitle = {PROCEEDINGS OF THE FIFTEENTH INTERNATIONAL WORKSHOP ON MAXIMUM ENTROPY AND BAYESIAN METHODS},
year = {},
pages = {51--59},
publisher = {Kluwer Academic. Available}
}
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Abstract
The von Mises distribution is a maximum entropy distribution. It corresponds to the distribution of an angle of a compass needle in a uniform magnetic field of direction, , with concentration parameter, . The concentration parameter, , is the ratio of the field strength to the temperature of thermal fluctuations. Previously, we obtained a Bayesian estimator for the von Mises distribution parameters using the information-theoretic MinimumMessage Length (MML) principle. Here, we examine a variety of Bayesian estimation techniques by examining the posterior distribution in both polar and Cartesian co-ordinates. We compare the MML estimator with these fellow Bayesian techniques, and a range of Classical estimators. We find that the Bayesian estimators outperform the Classical estimators.
Citations
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