On the Fisher---Bingham distribution

Authors:
A. Kume;S. G. Walker
Affiliations:
Institute of Mathematics, Statistics and Actuarial Science, University of Kent, Canterbury, UK CT2 7NF;Institute of Mathematics, Statistics and Actuarial Science, University of Kent, Canterbury, UK CT2 7NF
Venue:
Statistics and Computing
Year:
2009

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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.