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

机译:从von Mises分布的后验采样的快速算法

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摘要

Motivated by molecular biology, there has been an upsurge of research activities in directional statistics in general and its Bayesian aspect in particular. The central distribution for the circular case is von Mises distribution which has two parameters (mean and concentration) akin to the univariate normal distribution. However, there has been a challenge to sample efficiently from the posterior distribution of the concentration parameter. We describe a novel, highly efficient algorithm to sample from the posterior distribution and fill this long-standing gap.
机译:在分子生物学的推动下,定向统计的研究活动普遍兴起,尤其是在贝叶斯方面。圆形情况的中心分布是冯·米塞斯分布,它具有与单变量正态分布相似的两个参数(均值和浓度)。但是,从浓度参数的后验分布有效采样是一个挑战。我们描述了一种新颖的高效算法,可从后验分布中进行采样并填补这一长期存在的空白。

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