The 8-parameter Fisher-Bingham distribution on the sphere

DOI10.1007/S00180-020-01023-WMaRDI QIDQ1995849zbMATH OpenOpenAlexFDO

Authors Tianlu Yuan

Publication date 25 February 2021

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.08247

zbMATH Keywords

directional statisticsFisher-Bingham distributionKent distributionvon Mises-Fisher distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Multivariate distribution of statistics (62H10) Directional data; spatial statistics (62H11)

Abstract: The Fisher-Bingham distribution ($mathrm{FB}_8$) is an eight-parameter family of probability density functions (PDF) on $S^2$ that, under certain conditions, reduce to spherical analogues of bivariate normal PDFs. Due to difficulties in computing its overall normalization constant, applications have been mainly restricted to subclasses of $mathrm{FB}_8$, such as the Kent ($mathrm{FB}_5$) or von Mises-Fisher (vMF) distributions. However, these subclasses often do not adequately describe directional data that are not symmetric along great circles. The normalizing constant of $mathrm{FB}_8$ can be numerically integrated, and recently Kume and Sei showed that it can be computed using an adjusted holonomic gradient method. Both approaches, however, can be computationally expensive. In this paper, I show that the normalization of $mathrm{FB}_8$ can be expressed as an infinite sum consisting of hypergeometric functions, similar to that of the $mathrm{FB}_5$. This allows the normalization to be computed under summation with adequate stopping conditions. I then fit the $mathrm{FB}_8$ to a synthetic dataset using a maximum-likelihood approach and show its improvements over a fit with the more restrictive $mathrm{FB}_5$ distribution.

Recommendations

• Some notes on the fisher–bingham family on the sphere
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Cited in

(2)

• Recent advances in directional statistics
• Some notes on the fisher–bingham family on the sphere

Describes a project that uses

Uses Software

• Healpix
• SciPy
• NumPy
• healpy
• Python

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