A fast algorithm for sampling from the posterior of a von Mises distribution

DOI10.1080/00949655.2014.928711zbMath1457.62018arXiv1402.3569OpenAlexW3098064568MaRDI QIDQ5220903

Kanti V. Mardia, Peter G. M. Forbes

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.3569

zbMATH Keywords

simulationgamma distributionconcentration parameteracceptance-rejection methodcircular statisticsBessel exponential distribution

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

Related Items (3)

Bayesian inference for mixtures of von Mises distributions using reversible jump MCMC sampler ⋮ Angle-based models for ranking data ⋮ Bayesian estimation and hypothesis tests for a circular generalized linear model

Uses Software

• GSL

Cites Work

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• The Exact-Approximation Method for Generating Random Variables in a Computer
• Efficient Simulation of the von Mises Distribution
• Sampling of variates from a truncated gamma distribution
• A full bayesian analysis of circular data using the von mises distribution
• Computation of Modified Bessel Functions and Their Ratios
• A simple method for generating gamma variables

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