Geodesic slice sampling on the sphere

Authors Michael Habeck, Mareike Hasenpflug, Shantanu Kodgirwar, Daniel Rudolf

Publication date 19 January 2023

Has companion code repository https://github.com/microscopic-image-analysis/geosss

Integration on manifolds; measures on manifolds (58C35) Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

Abstract: Probability measures that are constrained to the sphere form an important class of statistical models and are used, for example, in modeling directional data or shapes. Therefore, and as building block methodology, efficient sampling of distributions on the sphere is highly appreciated. We propose a shrinkage based and an idealized geodesic slice sampling Markov chain, designed to generate approximate samples from distributions on the sphere. In particular, the shrinkage based algorithm works in any dimension, is straight-forward to implement and has no algorithmic parameters such that no tuning is necessary. Apart from the verification of reversibility we show under weak regularity conditions on the target distribution that geodesic slice sampling is uniformly geometrically ergodic, i.e., uniform exponential convergence to the target is proven.

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