Continued fraction enhancement of Bayesian computing
- Publication Type:
- Journal Article
- Stat, 2012, 1 (1), pp. 31 - 41
- Issue Date:
© 2012 John Wiley & Sons, Ltd. 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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