Bayesian multivariate models for bounded directional data

Fuente: arXiv
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Main Authors: Montesinos-Vazquez, Joel, Núñez-Antonio, Gabriel
Format: Preprint
Published: 2025
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author Montesinos-Vazquez, Joel
Núñez-Antonio, Gabriel
author_facet Montesinos-Vazquez, Joel
Núñez-Antonio, Gabriel
contents In some areas of knowledge there are data representing directions restricted to a specific range of values. Consequently, it is useful to have models for describing variables defined in subsets of the k-dimensional unit sphere. This need has led to the development of models such as the multivariate projected Gamma distribution. However, the proposal of multivariate models whose marginal variables are defined only in sections of the unit circle and with a flexible dependency structure is limited. In this work, we propose constructing multivariate models where each marginal variable is a circular variable defined only in the first quadrant of the unit circle. Our approach is based on the concept of copula functions. The inferences for the proposed models rely on generating samples of the posterior joint density of all parameters involved in the models. This is achieved by applying a conditional approach that allows inferences to be made using a two-stage sampling. The proposed methodology is illustrated with both simulated and real data.
format Preprint
id arxiv_https___arxiv_org_abs_2507_11784
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Bayesian multivariate models for bounded directional data
Montesinos-Vazquez, Joel
Núñez-Antonio, Gabriel
Methodology
Computation
62H11, 62F15
In some areas of knowledge there are data representing directions restricted to a specific range of values. Consequently, it is useful to have models for describing variables defined in subsets of the k-dimensional unit sphere. This need has led to the development of models such as the multivariate projected Gamma distribution. However, the proposal of multivariate models whose marginal variables are defined only in sections of the unit circle and with a flexible dependency structure is limited. In this work, we propose constructing multivariate models where each marginal variable is a circular variable defined only in the first quadrant of the unit circle. Our approach is based on the concept of copula functions. The inferences for the proposed models rely on generating samples of the posterior joint density of all parameters involved in the models. This is achieved by applying a conditional approach that allows inferences to be made using a two-stage sampling. The proposed methodology is illustrated with both simulated and real data.
title Bayesian multivariate models for bounded directional data
topic Methodology
Computation
62H11, 62F15
url https://arxiv.org/abs/2507.11784