The joint projected normal and skew-normal: a distribution for poly-cylindrical data
From MaRDI portal
Publication:1742728
Abstract: The contribution of this work is the introduction of a multivariate circular-linear (or poly- cylindrical) distribution obtained by combining the projected and the skew-normal. We show the flexibility of our proposal, its property of closure under marginalization and how to quantify multivariate dependence. Due to a non-identifiability issue that our proposal inherits from the projected normal, a compu- tational problem arises. We overcome it in a Bayesian framework, adding suitable latent variables and showing that posterior samples can be obtained with a post-processing of the estimation algo- rithm output. Under specific prior choices, this approach enables us to implement a Markov chain Monte Carlo algorithm relying only on Gibbs steps, where the updates of the parameters are done as if we were working with a multivariate normal likelihood. The proposed approach can be also used with the projected normal. As a proof of concept, on simulated examples we show the ability of our algorithm in recovering the parameters values and to solve the identification problem. Then the proposal is used in a real data example, where the turning-angles (circular variables) and the logarithm of the step-lengths (linear variables) of four zebras are jointly modelled.
Recommendations
- Data projections by skewness maximization under scale mixtures of skew-normal vectors
- A study of geometric and statistical curvatures for the skew-normal family of distributions
- On the joint distribution of a linear and a quadratic form in skew normal variables
- Joint modeling of location and scale parameters of the skew-normal distribution
- Limit distributions for measures of multivariate skewness and kurtosis based on projections
- The general projected normal distribution of arbitrary dimension: modeling and Bayesian inference
- Skew-rotationally-symmetric distributions and related efficient inferential procedures
- A Bayesian approach to statistical shape analysis via the projected normal distribution
- Joint distributional expansions of maxima and minima from skew-normal samples
Cites work
- A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series
- A multivariate skew normal distribution.
- A new class of multivariate skew distributions with applications to bayesian regression models
- A statistical model for orientation mechanism
- A Unified View of the Theory of Directional Statistics, 1975-1988
- An extension of the half-normal distribution
- An extension to modeling cylindrical variables
- Bayesian inference for skew-normal linear mixed models
- Circular statistics in R
- Directional data analysis under the general projected normal distribution
- Handbook of Markov Chain Monte Carlo
- Hidden Markov model for discrete circular-linear wind data time series
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
- scientific article; zbMATH DE number 19722 (Why is no real title available?)
- scientific article; zbMATH DE number 3608968 (Why is no real title available?)
- Joint spatio-temporal analysis of a linear and a directional variable: space-time modeling of wave heights and wave directions in the Adriatic Sea
- Modeling space and space-time directional data using projected Gaussian processes
- Scoring Rules for Continuous Probability Distributions
- Sinh-arcsinh distributions
- Some Angular-Linear Distributions and Related Regression Models
- Spatio-temporal circular models with non-separable covariance structure
- Strictly Proper Scoring Rules, Prediction, and Estimation
- The general projected normal distribution of arbitrary dimension: modeling and Bayesian inference
- The generalized von Mises distribution
- The multivariate skew-normal distribution
- Topics in circular statistics. With 1 IBM-PC floppy disk (3. 5 inch, HD)
Cited in
(7)- Modeling animal movement with directional persistence and attractive points
- Recent advances in directional statistics
- Modified Pólya-Gamma data augmentation for Bayesian analysis of directional data
- Joint regression modelling of intensity and timing of accelerometer counts
- Joint modeling of wind speed and wind direction through a conditional approach
- A Dirichlet process model for directional-linear data with application to bloodstain pattern analysis
- A trivariate wrapped Cauchy copula
This page was built for publication: The joint projected normal and skew-normal: a distribution for poly-cylindrical data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1742728)
