Continued fraction enhancement of Bayesian computing

Publisher:
John Wiley & Sons Ltd
Publication Type:
Journal Article
Citation:
Stat, 2012, 1 (1), pp. 31 - 41
Issue Date:
2012-01
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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.
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