5 research outputs found
Efficient Evaluation of the Probability Density Function of a Wrapped Normal Distribution
The wrapped normal distribution arises when a the density of a
one-dimensional normal distribution is wrapped around the circle infinitely
many times. At first look, evaluation of its probability density function
appears tedious as an infinite series is involved. In this paper, we
investigate the evaluation of two truncated series representations. As one
representation performs well for small uncertainties whereas the other performs
well for large uncertainties, we show that in all cases a small number of
summands is sufficient to achieve high accuracy
Truncated Moment Problem for Dirac Mixture Densities with Entropy Regularization
We assume that a finite set of moments of a random vector is given. Its
underlying density is unknown. An algorithm is proposed for efficiently
calculating Dirac mixture densities maintaining these moments while providing a
homogeneous coverage of the state space.Comment: 18 pages, 6 figure