On the Fisher-Bingham distribution
نویسندگان
چکیده
This paper primarily is concerned with the sampling of the Fisher–Bingham distribution and we describe a slice sampling algorithm for doing this. A by-product of this task gave us an infinite mixture representation of the Fisher–Bingham distribution; the mixing distributions being based on the Dirichlet distribution. Finite numerical approximations are considered and a sampling algorithm based on a finite mixture approximation is compared with the slice sampling algorithm.
منابع مشابه
MATHEMATICAL ENGINEERING TECHNICAL REPORTS Holonomic Gradient Method for Distribution Function of a Weighted Sum of Noncentral Chi-square Random Variables
We apply the holonomic gradient method to compute the distribution function of a weighted sum of independent noncentral chi-square random variables. It is the distribution function of the squared length of a multivariate normal random vector. We treat this distribution as an integral of the normalizing constant of the Fisher-Bingham distribution on the unit sphere and make use of the partial di...
متن کاملHolonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables
We apply the holonomic gradient method to compute the distribution function of a weighted sum of independent noncentral chi-square random variables. It is the distribution function of the squared length of a multivariate normal random vector. We treat this distribution as an integral of the normalizing constant of the Fisher-Bingham distribution on the unit sphere and make use of the partial di...
متن کاملGibbs sampling of the matrix Bingham-von Mises-Fisher distribution, with an application to protein interaction networks
Orthonormal matrices play an important role in reduced-rank matrix approximations and the analysis of matrix-valued data. The matrix Bingham-von Mises-Fisher distribution is a probability distribution on the set of orthonormal matrices that includes linear and quadratic terms, and arises as a posterior distribution in a latent factor model for network and graph data. This article describes a Gi...
متن کاملSimulation of the Matrix Bingham–von Mises–Fisher Distribution, With Applications to Multivariate and Relational Data
Orthonormal matrices play an important role in reduced-rank matrix approximations and the analysis of matrix-valued data. A matrix Bingham-von Mises-Fisher distribution is a probability distribution on the set of orthonormal matrices that includes linear and quadratic terms, and arises as a posterior distribution in latent factor models for multivariate and relational data. This article describ...
متن کاملModeling data using directional distributions: Part II
High-dimensional data is central to most data mining applications, and only recently has it been modeled via directional distributions. In [Banerjee et al., 2003] the authors introduced the use of the von Mises-Fisher (vMF) distribution for modeling high-dimensional directional data, particularly for text and gene expression analysis. The vMF distribution is one of the simplest directional dist...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Statistics and Computing
دوره 19 شماره
صفحات -
تاریخ انتشار 2009