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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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