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.
%0 Journal Article
%1 kume2009fisher
%A Kume, A.
%A Walker, SG
%D 2009
%I Springer
%J Statistics and Computing
%K bingham sphere
%N 2
%P 167--172
%R 10.1007/s11222-008-9081-z
%T On the Fisher--Bingham distribution
%V 19
%X 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.
@article{kume2009fisher,
abstract = {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.},
added-at = {2011-02-13T20:43:03.000+0100},
author = {Kume, A. and Walker, SG},
biburl = {https://www.bibsonomy.org/bibtex/26df53d8cc9cbaf63fbddbe322d8eec3c/ytyoun},
doi = {10.1007/s11222-008-9081-z},
interhash = {92dcd8dcc083ac93bf318573db82d9cc},
intrahash = {6df53d8cc9cbaf63fbddbe322d8eec3c},
issn = {0960-3174},
journal = {Statistics and Computing},
keywords = {bingham sphere},
number = 2,
pages = {167--172},
publisher = {Springer},
timestamp = {2011-10-01T07:38:34.000+0200},
title = {{On the Fisher--Bingham distribution}},
volume = 19,
year = 2009
}