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[[Image:Bivariate von Mises distribution cosine samples.svg|thumb|250px|Samples from the cosine variant of the bivariate von Mises distribution. The green points are sampled from a distribution with high concentration and high correlation (<math>\kappa_1=\kappa_2=200</math>, <math>\kappa_3=0</math>), the blue points are sampled from a distribution with high concentration and negative correlation (<math>\kappa_1=\kappa_2=200</math>, <math>\kappa_3=100</math>), and the red points are sampled from a distribution with low concentration and no correlation (<math>\kappa_1=\kappa_2=20, \kappa_3=0</math>).]]


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In [[probability theory]] and [[statistics]], the '''bivariate von Mises distribution''' is a [[probability distribution]] describing values on a [[torus]]. It may be thought of as an analogue on the torus of the [[Multivariate normal distribution|bivariate normal distribution]]. The distribution belongs to the field of [[directional statistics]]. The general bivariate von Mises distribution was first proposed by [[Kanti Mardia]] in 1975. One of its variants is today used in the field of [[bioinformatics]] to formulate a probabilistic model of [[protein structure]] in atomic detail.<ref name="WB08">{{doi-inline|10.1073/pnas.0801715105|Boomsma W, Mardia KV, Taylor CC, Ferkinghoff-Borg J, Krogh A, Hamelryck T (2008) A generative, probabilistic model of local protein structure. Proc Natl. Acad Sci USA 105(26): 8932&ndash;8937}}</ref><ref name="Shapovalov">{{cite journal |author=Shapovalov MV, Dunbrack, RL|title=A smoothed backbone-dependent rotamer library for proteins derived from adaptive kernel density estimates and regressions|journal=Structure (Cell Press)|volume=19|issue=6|pages=844–858|year=2011|doi=10.1016/j.str.2011.03.019 |pmid=21645855|pmc=3118414}}</ref>
 
==Definition==
The bivariate von Mises distribution is a [[probability distribution]] defined on the [[torus]], <math>S^1 \times S^1</math> in <math>\mathbb{R}^3</math>.  
The probability density function of the general bivariate von Mises distribution for the angles <math>\phi, \psi \in [0, 2\pi]</math> is given by<ref>Mardia KV (1975) Statistics of Directional Data (with Discussion). J Roy Statist Soc B 37:349&ndash;393.</ref>
 
:<math>
  f(\phi, \psi) \propto \exp [ \kappa_1 \cos(\phi - \mu) + \kappa_2 \cos(\psi - \nu) + (\cos(\phi-\mu), \sin(\phi-\mu)) \mathbf{A} (\cos(\psi - \nu), \sin(\psi - \nu))^T ],
</math>
 
where <math>\mu</math> and <math>\nu</math> are the means for <math>\phi</math> and <math>\psi</math>, <math>\kappa_1</math> and <math>\kappa_2</math> their concentration and the matrix <math>\mathbf{A} \in \mathbb{M}(2,2)</math> is related to their correlation.
 
Two commonly used variants of the bivariate von Mises distribution are the sine and cosine variant.
 
The cosine variant of the bivariate von Mises distribution<ref name="WB08" /> has the probability density function
 
:<math>
  f(\phi, \psi) = Z_c(\kappa_1, \kappa_2, \kappa_3) \ \exp [ \kappa_1 \cos(\phi - \mu) + \kappa_2 \cos(\psi - \nu) - \kappa_3 \cos(\phi - \mu - \psi + \nu) ],
</math>
 
where <math>\mu</math> and <math>\nu</math> are the means for <math>\phi</math> and <math>\psi</math>, <math>\kappa_1</math> and <math>\kappa_2</math> their concentration and <math>\kappa_3</math> is related to their correlation. <math>Z_c</math> is the normalization constant. This distribution with <math>\kappa_3</math>=0 has been used for kernel density estimates of the distribution of the protein dihedral angles <math>\phi</math> and <math>\psi</math>.<ref name="Shapovalov"/>
 
The sine variant has the probability density function<ref>{{doi-inline|10.1093/biomet/89.3.719|Singh H, Hnizdo V, Demchuk E (2002) Probabilistic model for two dependent circular variables. Biometrika 89: 719&ndash;723}}</ref>
 
:<math>
  f(\phi, \psi) = Z_s(\kappa_1, \kappa_2, \kappa_3) \ \exp [ \kappa_1 \cos(\phi - \mu) + \kappa_2 \cos(\psi - \nu) + \kappa_3 \sin(\phi - \mu) \sin(\psi - \nu) ], </math>
 
where the parameters have the same interpretation.
 
==See also==
* [[Von Mises distribution]], a similar distribution on the one-dimensional unit circle
* [[Kent distribution]], a related distribution on the two-dimensional unit sphere
* [[von Mises-Fisher distribution]]
* [[Directional statistics]]
 
==References==
{{reflist}}
 
{{ProbDistributions|directional}}
 
[[Category:Continuous distributions]]
[[Category:Directional statistics]]
[[Category:Multivariate continuous distributions]]
[[Category:Probability distributions]]

Revision as of 13:12, 27 January 2014

Samples from the cosine variant of the bivariate von Mises distribution. The green points are sampled from a distribution with high concentration and high correlation (, ), the blue points are sampled from a distribution with high concentration and negative correlation (, ), and the red points are sampled from a distribution with low concentration and no correlation ().

In probability theory and statistics, the bivariate von Mises distribution is a probability distribution describing values on a torus. It may be thought of as an analogue on the torus of the bivariate normal distribution. The distribution belongs to the field of directional statistics. The general bivariate von Mises distribution was first proposed by Kanti Mardia in 1975. One of its variants is today used in the field of bioinformatics to formulate a probabilistic model of protein structure in atomic detail.[1][2]

Definition

The bivariate von Mises distribution is a probability distribution defined on the torus, in . The probability density function of the general bivariate von Mises distribution for the angles is given by[3]

where and are the means for and , and their concentration and the matrix is related to their correlation.

Two commonly used variants of the bivariate von Mises distribution are the sine and cosine variant.

The cosine variant of the bivariate von Mises distribution[1] has the probability density function

where and are the means for and , and their concentration and is related to their correlation. is the normalization constant. This distribution with =0 has been used for kernel density estimates of the distribution of the protein dihedral angles and .[2]

The sine variant has the probability density function[4]

where the parameters have the same interpretation.

See also

References

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  3. Mardia KV (1975) Statistics of Directional Data (with Discussion). J Roy Statist Soc B 37:349–393.
  4. Template:Doi-inline