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Coming Together of Bayesian Inference and Skew Spherical Data
Najmeh Nakhaei Rad1,2,3, Andriette Bekker3, Mohammad Arashi3,4
1Department of Mathematics and Statistics, Mashhad Branch, Islamic Azad University, Mashhad, Iran.
Abstract:
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.
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