Efficient sampling from the Bingham distribution

Rong Ge, Holden Lee, Jianfeng Lu, Andrej Risteski

Abstract: We give a algorithm for exact sampling from the Bingham distribution $p(x)\propto \exp(x^\top A x)$ on the sphere $\mathcal S^{d-1}$ with expected runtime of $\operatorname{poly}(d, \lambda_{\max}(...