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3-5 August 2022
Universität Klagenfurt
Europe/Vienna timezone

Geodesic slice sampling on the sphere

5 Aug 2022, 11:30
HS 3 ( Universität Klagenfurt)

HS 3

Universität Klagenfurt

Talk Stochastics Session A7 Stochastics


We introduce a geodesic slice sampler on the Euclidean sphere (in arbitrary but fixed dimension) that can be used for approximate sampling from distributions that have a density with respect to the corresponding surface measure. Such distributions occur e.g. in the modelling of directional data or shapes. Under some mild conditions we show that the corresponding transition kernel is well-defined, in particular, that it is reversible with respect to the distribution of interest.
Moreover, if the density is bounded away from zero and infinity, then we obtain a uniform ergodicity convergence result.

Primary author

Mareike Hasenpflug (Unversity of Passau)


Michael Habeck (University of Jena) Shantanu Kodgirwar (University of Jena) Daniel Rudolf (University of Passau)

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