A New Unified Approach for the Simulation of a Wide Class of Directional Distributions

作者：Kent John T.^*; Ganeiber Asaad M.; Mardia Kanti V.

来源：Journal of Computational and Graphical Statistics, 2018, 27(2): 291-301.

DOI：10.1080/10618600.2017.1390468

• Acceptance-rejection
• Angular central Gaussian distribution
• Bingham distribution
• Bivariate von Mises sine distribution
• Matrix Fisher distribution
• Simulation efficiency

The need for effective simulation methods for directional distributions has grown as they have become components in more sophisticated statistical models. A new acceptance-rejection method is proposed and investigated for the Bingham distribution on the sphere using the angular central Gaussian distribution as an envelope. It is shown that the proposed method has high efficiency and is also straightforward to use. Next, the simulation method is extended to the Fisher and Fisher-Bingham distributions on spheres and related manifolds. Together, these results provide a widely applicable and efficient methodology to simulate many of the standard models in directional data analysis. An R package simdd, available in the online supplementary material, implements these simulation methods.

• 出版日期2018