Year: 2026
Type: preprint
Abstract: The standard approach to stochastic simulation from the von Mises-Fisher distribution is a rejection sampler proposed by Ulrich and Wood. This note provides a theoretical justification of its efficiency, lower-bounding its acceptance probability uniformly over the dimension and concentration parameter. A novel interpretation of the proposal is given which provides some intuition for this efficiency.
Source: arXiv (Cornell University)
Author: Power, Sam
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7214227197