On Fri, Mar 1, 2013 at 5:55 PM, <3dw...@verizon.net> wrote: > I was looking at a paper: Modeling Data using Directional Distributions by > Inderjit S. Dhillon and Suvrit Sra that looks > like it would be very similar to your multi-variate normal distribution. > These generalize von Mises to higher dimension. > Is this your next target?
von Mises-Fisher? I might indeed look at it. The relationship to the MV Normal distribution is only marginal, though. MV Normal is not a circular distribution. I have a whole bunch of optimization patches which aren't quite done yet. I might pick those up first again.