Efficient sampling from circular distributions: extensions to toroidal and spherical distributions
In this article, we present a unified and computationally efficient framework for modeling and sampling directional data across a wide range of directional distributions. The core contribution is a modified acceptance–rejection algorithm that constructs a piecewise constant envelope to the target density function using the concept of the upper Riemann sum. Developed initially for one-dimensional circular distributions, the method achieves consistently higher acceptance rates and lower runtimes compared to established approaches. Beyond the circle, we demonstrate that the same principle extends rigorously to two-dimensional settings, enabling efficient random variate generation on both the flat torus and the sphere, which are homogeneous manifolds. We also extend the study to the maximum entropy distribution on a torus. Additionally, the proposed sampler applies seamlessly to a new von Mises-like distribution on the curved torus, a non-homogeneous manifold. The distribution is derived directly from the parametric embedding of the curved torus in R3, incorporating its intrinsic geometry through the area element. As a result, it captures concentration around the mean directions while naturally exploiting curvature-induced interactions between the two angular variables.
Authors
- Buddhananda Banerjee (ORCID: https://orcid.org/0000-0001-7278-800X)
- Surojit Biswas (ORCID: https://orcid.org/0000-0003-1836-2133)
Institutions
- Indian Institute of Technology Indore (IN)
Publication Details
- Journal
- Communications in Statistics - Simulation and Computation
- Published
- 2026-08-03
- DOI
- https://doi.org/10.1080/03610918.2026.2708032
- Primary Topic
- Bayesian Methods and Mixture Models
- Type
- article
- Field-Weighted Citation Impact
- 0.00