Gibbs samplers derived under different parametrizations of the target density can have radically different rates of convergence. In this article, we specify conditions under which reparametrization leaves the convergence rate of a Gibbs chain unchanged. An example illustrates how these results...

We derive a closed-form expression for the mean resultant length of the d-dimensional projected normal distribution and provide graphical comparisons of the projected normal and Fisher-von Mises distributions in three and four dimensions.