Simulation of the von mises fisher distribution
- 1 January 1994
- journal article
- research article
- Published by Informa UK Limited in Communications in Statistics - Simulation and Computation
- Vol. 23 (1), 157-164
- https://doi.org/10.1080/03610919408813161
Abstract
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 of R 3 or,equivalently, the Bingham distribution on the unit sphere in R 4The same idea also leadsto a procedure for simulating the Bingham distribution on the unit sphere in R q when q > 4.Keywords
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