The 8-parameter Fisher–Bingham distribution on the sphere

Tianlu Yuan ()
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Tianlu Yuan: University of Wisconsin

Computational Statistics, 2021, vol. 36, issue 1, No 17, 409-420

Abstract: Abstract The Fisher–Bingham distribution ( $$\mathrm {FB}_8$$ FB 8 ) is an eight-parameter family of probability density functions (PDF) on the unit sphere that, under certain conditions, reduce to spherical analogues of bivariate normal PDFs. Due to difficulties in its interpretation and estimation, applications have been mainly restricted to subclasses of $$\mathrm {FB}_8$$ FB 8 , such as the Kent ( $$\mathrm {FB}_5$$ FB 5 ) or von Mises–Fisher (vMF) distributions. However, these subclasses often do not adequately describe directional data that are not symmetric along great circles. The normalizing constant of $$\mathrm {FB}_8$$ FB 8 can be numerically integrated, and recently Kume and Sei showed that it can be computed using an adjusted holonomic gradient method. Both approaches, however, can be computationally expensive. In this paper, I show that the normalization of $$\mathrm {FB}_8$$ FB 8 can be expressed as an infinite sum consisting of hypergeometric functions, similar to that of the $$\mathrm {FB}_5$$ FB 5 . This allows the normalization to be computed under summation with adequate stopping conditions. I then fit the $$\mathrm {FB}_8$$ FB 8 to two datasets using a maximum-likelihood approach and show its improvements over a fit with the more restrictive $$\mathrm {FB}_5$$ FB 5 distribution.

Keywords: Directional statistics; Fisher–Bingham distribution; Kent distribution; Von Mises–Fisher distribution (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00180-020-01023-w

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