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Continued fraction enhancement of Bayesian computing
Author(s) -
Wand Matt P.,
Ormerod John T.
Publication year - 2012
Publication title -
stat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.61
H-Index - 18
ISSN - 2049-1573
DOI - 10.1002/sta4.4
Subject(s) - fraction (chemistry) , bayesian probability , computation , computer science , continued fraction , function (biology) , algorithm , mathematics , artificial intelligence , arithmetic , chemistry , chromatography , evolutionary biology , biology , remainder
The agéd number theoretic concept of continued fractions can enhance certain Bayesian computations. The crux of this claim is due to continued fraction representations of numerically challenging special function ratios that arise in Bayesian computing. Continued fraction approximation via Lentz's Algorithm often leads to efficient and stable computation of such quantities. Copyright © 2012 John Wiley & Sons, Ltd.