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von Mises-Fisher分布的Ulrich-Wood采样器的均匀效率

Uniform efficiency of the Ulrich-Wood sampler for the von Mises-Fisher distribution

Sam Power

arXiv 2609.27884首次发表:更新:

AI 中文总结

本文证明了Ulrich-Wood拒绝采样器在von Mises-Fisher分布模拟中的效率,给出了接受概率的均匀下界,并提供了一种新的直观解释。

AI 中文摘要

从von Mises-Fisher分布进行随机模拟的标准方法是Ulrich和Wood提出的拒绝采样器。本文为其效率提供了理论证明,在维度和浓度参数上均匀地给出了其接受概率的下界。本文还对该提议给出了一种新颖的解释,为这种效率提供了一些直观理解。

英文摘要

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.

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