Mises-Langevin
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Unbiased estimation of squared concentration in the Fisher-von Mises-Langevin distribution and the impossibility of unbiased concentration
Announce Type: cross Abstract: The estimation of concentration parameter in Fisher-von Mises-Langevin distribution is the directional statistics analogue of the estimation of the precision matrix for the Gaussian distribution. In this work we show that unbiased estimation of this parameter is impossible. With this realization in hand, we provide an alternative parameterization of the Fisher-von Mises-Langevin distribution in terms of the squared concentration, which we term the intensity.