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Sampling from compositional and directional distributions

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Abstract

This paper describes a method for sampling from a non-standard distribution which is important in both population genetics and directional statistics. Current approaches rely on complicated procedures which do not work well, if at all, in high dimensions and usual parameter set-ups. We use a Gibbs sampler which seems necessary in practical situations of high dimensions.

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Authors and Affiliations

  1. Institute of Mathematics, Statistics and Actuarial Science, University of Kent, Canterbury, CT2 7NF, UK

    Alfred Kume & Stephen G. Walker

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  1. Alfred Kume
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  2. Stephen G. Walker
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Correspondence to Stephen G. Walker.

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Kume, A., Walker, S.G. Sampling from compositional and directional distributions. Stat Comput 16, 261–265 (2006). https://doi.org/10.1007/s11222-006-8077-9

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  • DOI: https://doi.org/10.1007/s11222-006-8077-9

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