JSM 2011 Online Program

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Abstract Details

Activity Number: 406
Type: Contributed
Date/Time: Tuesday, August 2, 2011 : 2:00 PM to 3:50 PM
Sponsor: Section on Bayesian Statistical Science
Abstract - #301742
Title: Hierarchical Bayesian Analysis of Directional Data Using the Projected Normal Distribution
Author(s): Fangpo Wang*+ and Alan E. Gelfand
Companies: Duke University and Duke University
Address: Department of Statistical Science, Durham, NC, 27708,
Keywords: circular data ; bimodal distribution ; mean direction ; MCMC ; wave direction
Abstract:

The projected normal distribution is an under-utilized model for explaining directional data. It provides flexibility, e.g., bimodality, asymmetry, and convenient regression specification. We develop fully Bayesian hierarchical models for circular data. We show how they can be fit using suitable latent variables and MCMC methods. We show how posterior estimation of analytical quantities such as mean direction and concentration can be implemented as well as a regression setting. Work in progress will show how we propose to build a projected Gaussian process to capture structured spatial dependence for modeling circular data at different spatial locations. Simulated and real data examples are provided for illustration.


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