Simulation of Fisher Bingham and Related Directional
Distributions
Description
Simulation methods for the Fisher Bingham distribution on the unit sphere, the matrix Bingham distribution on a Grassmann manifold, the matrix Fisher distribution on SO(3), and the bivariate von Mises sine model on the torus.
The methods use an acceptance/rejection simulation algorithm for the Bingham distribution and are described fully by Kent, Ganeiber and Mardia (2018) .
These methods supersede earlier MCMC simulation methods and are more general than earlier simulation methods.
The methods can be slower in specific situations where there are existing non-MCMC simulation methods (see Section 8 of Kent, Ganeiber and Mardia (2018) for further details).