Kent Distribution

In directional statistics, the Kent distribution, also known as the 5-parameter Fisher–Bingham distribution (named after John T.

Kent, Ronald Fisher, and Christopher Bingham), is a probability distribution on the unit sphere (2-sphere S2 in 3-space R3). It is the analogue on S2 of the bivariate normal distribution with an unconstrained covariance matrix. The Kent distribution was proposed by John T. Kent in 1982, and is used in geology as well as bioinformatics.

Kent Distribution
Three points sets sampled from the Kent distribution. The mean directions are shown with arrows. The parameter is highest for the red set.

Definition

The probability density function Kent Distribution  of the Kent distribution is given by:

    Kent Distribution 

where Kent Distribution  is a three-dimensional unit vector, Kent Distribution  denotes the transpose of Kent Distribution , and the normalizing constant Kent Distribution  is:

    Kent Distribution 

Where Kent Distribution  is the modified Bessel function and Kent Distribution  is the gamma function. Note that Kent Distribution  and Kent Distribution , the normalizing constant of the Von Mises–Fisher distribution.

The parameter Kent Distribution  (with Kent Distribution  ) determines the concentration or spread of the distribution, while Kent Distribution  (with Kent Distribution  ) determines the ellipticity of the contours of equal probability. The higher the Kent Distribution  and Kent Distribution  parameters, the more concentrated and elliptical the distribution will be, respectively. Vector Kent Distribution  is the mean direction, and vectors Kent Distribution  are the major and minor axes. The latter two vectors determine the orientation of the equal probability contours on the sphere, while the first vector determines the common center of the contours. The 3×3 matrix Kent Distribution  must be orthogonal.

Generalization to higher dimensions

The Kent distribution can be easily generalized to spheres in higher dimensions. If Kent Distribution  is a point on the unit sphere Kent Distribution  in Kent Distribution , then the density function of the Kent Distribution -dimensional Kent distribution is proportional to

    Kent Distribution 

where Kent Distribution  and Kent Distribution  and the vectors Kent Distribution  are orthonormal. However, the normalization constant becomes very difficult to work with for Kent Distribution .

See also

References

  • Boomsma, W., Kent, J.T., Mardia, K.V., Taylor, C.C. & Hamelryck, T. (2006) Graphical models and directional statistics capture protein structure Archived 2021-05-07 at the Wayback Machine. In S. Barber, P.D. Baxter, K.V.Mardia, & R.E. Walls (Eds.), Interdisciplinary Statistics and Bioinformatics, pp. 91–94. Leeds, Leeds University Press.
  • Hamelryck T, Kent JT, Krogh A (2006) Sampling Realistic Protein Conformations Using Local Structural Bias. PLoS Comput Biol 2(9): e131
  • Kent, J. T. (1982) The Fisher–Bingham distribution on the sphere., J. Royal. Stat. Soc., 44:71–80.
  • Kent, J. T., Hamelryck, T. (2005). Using the Fisher–Bingham distribution in stochastic models for protein structure Archived 2021-05-07 at the Wayback Machine. In S. Barber, P.D. Baxter, K.V.Mardia, & R.E. Walls (Eds.), Quantitative Biology, Shape Analysis, and Wavelets, pp. 57–60. Leeds, Leeds University Press.
  • Mardia, K. V. M., Jupp, P. E. (2000) Directional Statistics (2nd edition), John Wiley and Sons Ltd. ISBN 0-471-95333-4
  • Peel, D., Whiten, WJ., McLachlan, GJ. (2001) Fitting mixtures of Kent distributions to aid in joint set identification. J. Am. Stat. Ass., 96:56–63

Tags:

Kent Distribution DefinitionKent Distribution Generalization to higher dimensionsKent Distribution2-sphere3-spaceBioinformaticsChristopher BinghamCovariance matrixDirectional statisticsGeologyNormal distributionProbability distributionRonald FisherSphere

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