Questions tagged [von-mises-distribution]

The von Mises distribution is a continuous distribution defined on the unit circle. The generalization to the $n$-sphere for $n>1$ is the von Mises-Fisher distribution.

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Maximum Entropy distribution of a ticking clock

Say I have a clock that emits "ticks". An ideal clock looks like a dirac comb. It has: perfect periodicity of ticks (there is a precise fixed time interval between any two consecutive ticks)...
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What concentration $\kappa \in [0, \infty)$ maximizes the entropy of the von Mises-Fisher distribution?

I'd like to prove what concentration parameter $\kappa \in [0, \infty)$ maximizes the (differential) entropy of a von-Mises Fisher Distribution. The differential entropy of of a von Mises-Fisher ...
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von Mises-Fisher distributions and Gauss characterization of Gaussians

We can read in Jaynes' Probability Theory: The Logic of Science that the family of Gaussian densities $$ f_{m}(x) = \frac{1}{\sqrt{2 \pi \sigma^2}}e^{-\frac{(x-m)^2}{2\sigma^2}} $$ with $m\in \mathbb{...
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Is there an "antipodal" conditional disintegration of the von Mises Fisher distribution?

For more on conditional disintegration, cf. e.g. the references [1] [2], or these questions [a] [b] on math stackexchange. Question: For the von-Mises Fisher distribution, is there a conditional ...
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What is the entropy of a mixture of von Mises-Fisher distributions?

What results exist for computing (or approximating) the entropy of a mixture of von Mises-Fisher distributions?
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What is the conjugate prior for the Von Mises distribution's precision

Does the Von Mises distribution have a conjugate prior for its precision/variance? Update: The concentration parameter $\kappa$ (Kappa) seems to control the variance of the Von Mises distribution. If $...
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Calculating the parameters of von Mises distribution

I would like to calculate the values of the concentration ($\kappa$) and mean direction ($\mu$) for a von Mises mixture model from the theta values given by the movMF() function in R. At the bottom of ...
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Alternative to Von Mises distribution?

I'm in the middle of a replication project in some previous studies using another stimulus space than these previous studies. I want to test whether the estimation was made based on one or the other ...
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Why does the von Mises-Fisher distribution need two parameters?

The von Mises-Fisher distribution has two parameters: the mean $\mu \in \mathbb{R}^p$ and concentration $\kappa \geq 0$, where $\mu$ is constrained to have unit norm. Why not instead define the ...
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Variance of von Mises-Fisher Distribution

As a follow up to this previous question on the expectation of the von Mises-Fisher distribution, what is the variance of a von-Mises Fisher distribution as a function of the mean direction $\mu$ and ...
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Fitting a von Mises Distribution over the Global Population

For a statistics course I'm taking this semester, we decided to conduct a worldwide survey. One of our questions, is an approximate coordinate of where the respondent lives. Our instructor recently ...
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How to get the estimated means and standard deviations of two overlapping circular normal distributions?

I have the following plot: Overlapping circular normal distributions I would like to estimate the means and standard deviations of the apparent overlapping normal distributions. This is slightly ...
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Skewness of Von mises distribution using two different methods

I want to use skewness of circular data using circ_skewness code in MATLAB. I know there are two methods for this: Pewsey, Metrika, 2004 Statistical analysis of circular data, Fisher, p. 34 However,...
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Skewness and kurtosis of VonMises distribution

I could not find a reference that has mentioned the skewness and kurtosis of a circular data that has Von Mises distribution. What are the values? and it is great if someone can introduce some ...
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Two sample Kuiper test for checking normality of circular data

I have circular data and want to check whether it is a normal (Von Mises) distribution or not. I do the following steps: Create a Von Mises distribution with the same mean and kappa as my main data. ...
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How to prove that von Mises distribution belongs to exponential family?

Can anyone help me prove this, I'm not able to simplify the distribution to find the sufficient statistics, log normalizer, etc.
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Statistical test for comparing directional data

I have a dataset with number of bats flying out in 8 directions from their home site (i.e) I studied a bat colony with N individuals and I have counted the number of bats (from that colony) that flew ...
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Circular variance of a mixture of Von Mises distributions

Does anyone know if there is an analytical solution for the (circular) variance of a mixture of Von Mises distributions that all have equal (circular) mean? Simulation results suggest that the ...
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Distributions on an ellipsoid?

This is my first question. I hope somebody can help me with this. I am after the name of a distribution and references would be incredibly useful. I am looking for a generalisation of the von-Mises ...
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Semicircular mean

I am running MCMC sampling to determine an angular parameter resulting in several thousand samples. The angle is restricted to $[0,\pi]$ as we cannot distinguish $\alpha$ and $\alpha+\pi$. For ...
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How can I fit a normal (von Mises) distribution to discrete angular data?

This bears some explaining: I have a set of data from a psychophysics experiment where participants selected a response from a discrete set of 8 possible responses. These responses were actually ...
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Circular distributions Kolmogorov-Smirnov vs. Watson test vs. Rayleigh test

I am interested in assessing whether my angular data distribution is satisfactorily described by a von Mises distribution. In scale data, one can potentially use a Kolmogorov-Smirnov test. However, ...
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2d KDE with one circular dimension

I have a 2d data set where one dimension is circular (direction and speed). I would like to create a kernel density estimate but am unsure how to create a kernel. One idea I had was to use a von mises ...
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Expectations of cosine under von Mises distribution

I'm trying to work out the expectations of a few functions under the von Mises distribution: $ p(\theta \mid \mu, \kappa) = \frac{1}{2\pi I_0(\kappa)} \exp\left\{ \kappa \cos \left( \theta - \mu \...
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Sampling from von Mises-Fisher distribution in Python?

I am looking for a simple way to sample from a multivariate von Mises-Fisher distribution in Python. I have looked in the stats module in scipy and the numpy module but only found the univariate von ...
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sample from a von Mises distribution by transforming a RV?

Is there a distribution $p$ that I can sample from, such that for $\epsilon \sim p$, and for closed-form deterministic function $g_{\mu,\kappa}$, $g_{\mu, \kappa}(\epsilon) \sim \mathrm{vonMises(\mu,...
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Estimating von Mises Parameters for Angular Data

I want to model some angular data. Any input on how to incorporate the von Mises distribution and suggestions on appropriate priors in RJAGS for von Mises mean and concentration would be greatly ...
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what is the name of distribution similar to von mises distribution

I am wondering whether the following PDF is a named distribution. Over the interval $0< \theta < \pi$, the PDF of the distribution is written as $$ P(\theta) = \frac{2^{-n/2} k^{n/2} e^{k \cos (\...
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What transformations preserve the von Mises distribution?

The von Mises distribution is entirely defined on the circle with a density given by $$f(x) = (2\,\pi\, I_0(\kappa))^{-1} \exp(\kappa \cos(x-\mu))\ ,$$ where $x$ is in an arbitrary real interval of ...
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Von Mises distribution to detect outliers

I am working out the difference between two angles from a circle, and I work out the mean difference across 96 trials in 10 separate samples. In order to detect outliers for statistical analysis, ...
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Estimating kappa of von Mises distribution

Is there a way to calculate an estimate of the parameter $\kappa$ from data for the von Mises distribution? It seems very easy to do in R, http://rgm2.lab.nig.ac.jp/RGM2/func.php?rd_id=CircStats:A1inv,...
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Analysis hierarchical circular mixture data

I have circular data such that multiple human participants were, each shown a color from a color wheel, asked to remember it for a "retention interval", then report it back by clicking a color wheel. ...
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Is there an analytic form for the Hellinger distance between von Mises distributions?

Is there an analytic form for the Hellinger distance between von Mises distributions?
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