Sampling from compositional and directional distributions |
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| Authors: | Alfred Kume Stephen G Walker |
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| Institution: | (1) Institute of Mathematics, Statistics and Actuarial Science, University of Kent, Canterbury, CT2 7NF, UK |
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| Abstract: | This paper describes a method for sampling from a non-standard distribution which is important in both population genetics
and directional statistics. Current approaches rely on complicated procedures which do not work well, if at all, in high dimensions
and usual parameter set-ups. We use a Gibbs sampler which seems necessary in practical situations of high dimensions. |
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| Keywords: | Directional statistics Bingham distribution Gibbs sampling Population genetics |
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