Abstract
This paper primarily is concerned with the sampling of the Fisher–Bingham distribution and we describe a slice sampling algorithm for doing this. A by-product of this task gave us an infinite mixture representation of the Fisher–Bingham distribution; the mixing distributions being based on the Dirichlet distribution. Finite numerical approximations are considered and a sampling algorithm based on a finite mixture approximation is compared with the slice sampling algorithm.
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Kume, A., Walker, S.G. On the Fisher–Bingham distribution. Stat Comput 19, 167–172 (2009). https://doi.org/10.1007/s11222-008-9081-z
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DOI: https://doi.org/10.1007/s11222-008-9081-z