Complete Asymptotic Expansions and the High-Dimensional Bingham Distributions

Abstract

For $d \ge 2$, let $X$ be a random vector having a Bingham distribution on $\mathcal{S}^{d-1}$, the unit sphere centered at the origin in $\R^d$, and let $\Sigma$ denote the symmetric matrix parameter of the distribution. Let $\Psi(\Sigma)$ be the normalizing constant of the distribution and let $\nabla \Psi_d(\Sigma)$ be the matrix of first-order partial derivatives of $\Psi(\Sigma)$ with respect to the entries of $\Sigma$. We derive complete asymptotic expansions for $\Psi(\Sigma)$ and $\nabla \Psi_d(\Sigma)$, as $d \to \infty$; these expansions are obtained subject to the growth condition that $\|\Sigma\|$, the Frobenius norm of $\Sigma$, satisfies $\|\Sigma\| \le \gamma_0 d^{r/2}$ for all $d$, where $\gamma_0 > 0$ and $r \in [0,1)$. Consequently, we obtain for the covariance matrix of $X$ an asymptotic expansion up to terms of arbitrary degree in $\Sigma$. Using a range of values of $d$ that have appeared in a variety of applications of high-dimensional spherical data analysis we tabulate the bounds on the remainder terms in the expansions of $\Psi(\Sigma)$ and $\nabla \Psi_d(\Sigma)$ and we demonstrate the rapid convergence of the bounds to zero as $r$ decreases.