Saddlepoint approximations for the normalizing constant of Fisher-Bingham distributions on products of spheres and Stiefel manifolds
球面乘积与 Stiefel 流形上 Fisher–Bingham 分布归一化常数的鞍点近似
In an earlier paper Kume & Wood (2005) showed how the normalizing constant of the Fisher–Bingham distribution on a sphere can be approximated with high accuracy using a univariate saddlepoint density approximation. In this sequel, we extend the approach to a more general setting and derive saddlepoint approximations for the normalizing constants of multicomponent Fisher–Bingham distributions on Cartesian products of spheres, and Fisher–Bingham distributions on Stiefel…