Article,

Simulation of the von Mises Fisher distribution

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Communications in Statistics - Simulation and Computation, 23 (1): 157--164 (1994)

Abstract

Ulrich's (1984) proposal for simulating unit vectors from the von Mises-Fisher distribution is discussed and an alternative specification of the algorithm is given. Then we describe an application to the simulation of the von Mises-Fisher matrix distribution for rotations of R3 or,equivalently, the Bingham distribution on the unit sphere in R4. The same idea also leads to a procedure for simulating the Bingham distribution on the unit sphere in Rq when q > 4.

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