Simulation of the von mises fisher distribution
作者:
Andrew T.A Wood,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1994)
卷期:
Volume 23,
issue 1
页码: 157-164
ISSN:0361-0918
年代: 1994
DOI:10.1080/03610919408813161
出版商: Marcel Dekker, Inc.
关键词: iterative simulation method;random unit vector;rotation;serial correlation;simulation
数据来源: Taylor
摘要:
Ulrich's (1984) proposal for simulating unit vectors from the von Mises-Fisher distribution is discussed and an alternative specification of the algorithm is given. Then we describe an application to the simulation of the von Mises-Fisher matrix distribution for rotations ofR3or,equivalently, the Bingham distribution on the unit sphere inR4The same idea also leadsto a procedure for simulating the Bingham distribution on the unit sphere inRqwhen q > 4.
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