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    Efficient Sampling From the Watson Distribution in Arbitrary Dimensions by Lukas Sablica (19933752)

    Published 2024
    “…<p>In this article, we present two efficient methods for sampling from the Watson distribution in arbitrary dimensions. The first method adapts the rejection sampling algorithm from <i>Kent, Ganeiber, and Mardia</i>, originally designed for Bingham distributions, using angular central Gaussian envelopes. …”
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