Coming Together of Bayesian Inference and Skew Spherical Data

This paper presents Bayesian directional data modeling via the skew-rotationally-symmetric Fisher-von Mises-Langevin (FvML) distribution. The prior distributions for the parameters are a pivotal building block in Bayesian analysis, therefore, the impact of the proposed priors will be quantified usin...

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Bibliographic Details
Main Authors: Najmeh Nakhaei Rad, Andriette Bekker, Mohammad Arashi, Christophe Ley
Format: Article
Language:English
Published: Frontiers Media S.A. 2022-02-01
Series:Frontiers in Big Data
Subjects:
Online Access:https://www.frontiersin.org/articles/10.3389/fdata.2021.769726/full
Description
Summary:This paper presents Bayesian directional data modeling via the skew-rotationally-symmetric Fisher-von Mises-Langevin (FvML) distribution. The prior distributions for the parameters are a pivotal building block in Bayesian analysis, therefore, the impact of the proposed priors will be quantified using the Wasserstein Impact Measure (WIM) to guide the practitioner in the implementation process. For the computation of the posterior, modifications of Gibbs and slice samplings are applied for generating samples. We demonstrate the applicability of our contribution via synthetic and real data analyses. Our investigation paves the way for Bayesian analysis of skew circular and spherical data.
ISSN:2624-909X