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

Publikation: Wissenschaftliche FachzeitschriftOriginalbeitrag in FachzeitschriftBegutachtung

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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.
Seiten (von - bis)992 - 999
FachzeitschriftJournal of Statistical Planning and Inference
PublikationsstatusVeröffentlicht - 1 Feb. 2013

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