I did a comparison of the Mardia rejection sampling algorithm for the sine model of the bivariate von Mises and the trivariate von Mises distributions and the Gibbs sampling algorithm for my extension of the multivariate von Mises distribution in the case when the distribution coincide.
Left: Mardia rejection sampling algorithm. Right: Gibbs sampling algorithm.
Bivariate von Mises
BVM(0,0,0)
BVM(pi,10,2)
BVM(0,0,10)
Trivariate von Mises
TVM(0,0,10*[0 -1 1;-1 0 1;1 1 0])
projection along z axis
projection along y axis
projection along x axis
