An efficient simulation algorithm for the generalized von Mises distribution of order two

DOI10.1007/s00180-011-0297-6zbMath1305.65071OpenAlexW2164964731MaRDI QIDQ2255783

Riccardo Gatto, Samuel Pfyffer

Publication date: 18 February 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://boris.unibe.ch/41518/

zbMATH Keywords

Markov chain Monte Carlobimodalitypiecewise linear envelopecircular distributionacceptance-rejection algorithmmethods of Ferrari and Weierstrassratio-of-uniforms algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items

Bayesian inference on the bimodality of the generalized von Mises distribution, Statistical modeling of directional data using a robust hierarchical von Mises distribution model: perspectives for wind energy

Uses Software

• Mulprec
• CircStats
• circular

Cites Work

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• The generalized von Mises distribution
• A systematic approach to the exact roots of polynomials
• Stochastic simulation: Algorithms and analysis
• Statistical Analysis of Circular Data
• Information theoretic results for circular distributions
• Numerical Methods in Scientific Computing, Volume I
• Efficient Simulation of the von Mises Distribution
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
• Adaptive Rejection Metropolis Sampling within Gibbs Sampling
• Adaptive Rejection Sampling for Gibbs Sampling