A Wrapped Trivariate Normal Distribution and Bayes Inference for 3-D Rotations

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2014-01-01
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Qiu, Yu
Nordman, Daniel
Vardeman, Stephen
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Vardeman, Stephen
University Professor Emeritus
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Industrial and Manufacturing Systems Engineering
The Department of Industrial and Manufacturing Systems Engineering teaches the design, analysis, and improvement of the systems and processes in manufacturing, consulting, and service industries by application of the principles of engineering. The Department of General Engineering was formed in 1929. In 1956 its name changed to Department of Industrial Engineering. In 1989 its name changed to the Department of Industrial and Manufacturing Systems Engineering.
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Industrial and Manufacturing Systems Engineering
Abstract

For modeling orientation data represented as 3 × 3 rotation matrices, we develop a wrapped trivariate normal distribution (wTND) under which random rotations have simple geometric construction as symmetric errors about a mean. While of interest in its own right, the wTND also provides simple and effective approximations to the isotropic Gaussian distribution on rotations, with some advantages over approximations based on other commonly used models. We develop non-informative Bayes inference for the wTND via Markov Chain Monte Carlo methods that allow straightforward computations in a model where maximum likelihood is undefined. Credible regions for model parameters (including a fixed 3 × 3 mean rotation) are shown to possess good frequentist coverage properties. We illustrate the model and inference method with orientation data collected in texture analysis from materials science.

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This article is from Statistica Sinica 24 (2014): 897, doi: 10.5705/ss.2011.235. Posted with permission.

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Thu Jan 01 00:00:00 UTC 2009
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