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引用次数: 0
摘要
本文提出了两种从任意维度的沃森分布中采样的高效方法。第一种方法采用了 Kent 等人（2018）的拒绝采样算法， ...
Efficient Sampling From the Watson Distribution in Arbitrary Dimensions
In this paper, we present two efficient methods for sampling from the Watson distribution in arbitrary dimensions. The first method adapts the rejection sampling algorithm from Kent et al. (2018), ...
期刊介绍：
The Journal of Computational and Graphical Statistics (JCGS) presents the very latest techniques on improving and extending the use of computational and graphical methods in statistics and data analysis. Established in 1992, this journal contains cutting-edge research, data, surveys, and more on numerical graphical displays and methods, and perception. Articles are written for readers who have a strong background in statistics but are not necessarily experts in computing. Published in March, June, September, and December.
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