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Efficient Sampling From the Watson Distribution in Arbitrary Dimensions
Journal of Computational and Graphical Statistics ( IF 1.4 ) Pub Date : 2024-10-23 , DOI: 10.1080/10618600.2024.2416521 Lukas Sablica, Kurt Hornik, Josef Leydold
Journal of Computational and Graphical Statistics ( IF 1.4 ) Pub Date : 2024-10-23 , DOI: 10.1080/10618600.2024.2416521 Lukas Sablica, Kurt Hornik, Josef Leydold
In this paper, we present two efficient methods for sampling from the Watson distribution in arbitrary dimensions. The first method adapts the rejection sampling algorithm from Kent et al. (2018), ...
中文翻译:
从任意维度的 Watson 分布中进行高效采样
在本文中,我们提出了两种在任意维度上从 Watson 分布中采样的有效方法。第一种方法采用了 Kent et al. (2018) 的拒绝采样算法,...
更新日期:2024-10-25
中文翻译:
从任意维度的 Watson 分布中进行高效采样
在本文中,我们提出了两种在任意维度上从 Watson 分布中采样的有效方法。第一种方法采用了 Kent et al. (2018) 的拒绝采样算法,...