Efficient sampling from the Bingham distribution

MaRDI QIDQ7028623zbMATH OpenFDO

Authors Rong Ge, Holden Lee, Jianfeng Lu, Andrej Risteski

Publication date 11 February 2025

Full work available at URL https://proceedings.mlr.press/v132/ge21a.html

zbMATH Keywords

Bingham distributionposterior inferencesampling

Mathematics Subject Classification ID

Distribution theory (60E99) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cites work

• A near-optimal algorithm for differentially-private principal components
• An antipodally symmetric distribution on the sphere
• Exponential convergence of Langevin distributions and their discrete approximations
• From moments of sum to moments of product
• scientific article; zbMATH DE number 3894218 (Why is no real title available?)
• Optimality and sub-optimality of PCA. I: Spiked random matrix models
• Stochastic analysis on manifolds
• The efficient evaluation of the hypergeometric function of a matrix argument
• The largest eigenvalue of small rank perturbations of Hermitian random matrices

Cited in

(1)

• Efficient Sampling From the Watson Distribution in Arbitrary Dimensions

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