Nakhaei Rad Najmeh, Bekker Andriette, Arashi Mohammad, Ley Christophe
Department of Mathematics and Statistics, Mashhad Branch, Islamic Azad University, Mashhad, Iran.
DSI-NRF Centre of Excellence in Mathematical and Statistical Sciences (CoE-MaSS), Johannesburg, South Africa.
Front Big Data. 2022 Feb 8;4:769726. doi: 10.3389/fdata.2021.769726. eCollection 2021.
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.
本文提出了通过偏斜旋转对称的费希尔 - 冯·米塞斯 - 朗之万(FvML)分布进行贝叶斯方向数据建模。参数的先验分布是贝叶斯分析中的关键组成部分,因此,将使用瓦瑟斯坦影响度量(WIM)对所提出的先验的影响进行量化,以在实施过程中为从业者提供指导。对于后验的计算,应用吉布斯采样和切片采样的修改来生成样本。我们通过合成数据分析和实际数据分析证明了我们所做工作的适用性。我们的研究为偏斜圆形和球形数据的贝叶斯分析铺平了道路。