PreprintCC BY 4.0arXiv
Uniform efficiency of the Ulrich-Wood sampler for the von Mises-Fisher distribution
Abstract
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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BibTeX
@misc{power2026uniform,
title = {{Uniform efficiency of the Ulrich-Wood sampler for the von Mises-Fisher distribution}},
author = {Sam Power},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.27884},
eprint = {2609.27884},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.27884},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - Uniform efficiency of the Ulrich-Wood sampler for the von Mises-Fisher distribution
AU - Sam Power
PY - 2026
DA - 2026/09/01
PB - arXiv
DO - 10.48550/arxiv.2609.27884
UR - https://arxiv.org/abs/2609.27884
AB - 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.
ER -