Bingham_distribution

Bingham distribution

Bingham distribution

Antipodally symmetric probability distribution on the n-sphere


In statistics, the Bingham distribution, named after Christopher Bingham, is an antipodally symmetric probability distribution on the n-sphere.[1] It is a generalization of the Watson distribution and a special case of the Kent and Fisher–Bingham distributions.

The Bingham distribution is widely used in paleomagnetic data analysis,[2] and has been used in the field of computer vision.[3][4][5]

Its probability density function is given by

which may also be written

where x is an axis (i.e., a unit vector), M is an orthogonal orientation matrix, Z is a diagonal concentration matrix, and is a confluent hypergeometric function of matrix argument. The matrices M and Z are the result of diagonalizing the positive-definite covariance matrix of the Gaussian distribution that underlies the Bingham distribution.

See also


References

  1. Bingham, Ch. (1974) "An antipodally symmetric distribution on the sphere". Annals of Statistics, 2(6):1201–1225.
  2. Onstott, T.C. (1980) "Application of the Bingham distribution function in paleomagnetic studies[permanent dead link]". Journal of Geophysical Research, 85:1500–1510.
  3. Haines, Tom S. F.; Wilson, Richard C. (2008). Computer Vision – ECCV 2008 (PDF). Lecture Notes in Computer Science. Vol. 5304. Springer. pp. 780–791. doi:10.1007/978-3-540-88690-7_58. ISBN 978-3-540-88689-1. S2CID 15488343.

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