SEARCH

SEARCH BY CITATION

Keywords:

  • hypergeometric functions;
  • mean field variational Bayes;
  • parabolic cylinder functions;
  • special functions;
  • variable selection;
  • variational approximations

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.