Named distributions to implement

[sethaxen]

This issue lists named distributions that we should implement and the current implementation status of them:

• Generic:
  • "Uniform" (compact manifolds): distribution corresponding to normalized base measure, typically Hausdorff or invariant measure; density wrt that measure is constant
• Circle
  • Wrapped distributions (normal, cauchy, etc)
• Circle/Sphere
  • Girdle distribution
• Stiefel/Sphere/Circle/Oblique
  • von Mises-Fisher (Add von Mises-Fisher family #7): includes von Mises, von Mises-Fisher (aka Fisher), and matrix von Mises-Fisher
  • Fisher-Bingham
• Grassmann/ProjectiveSpace:
  • Angular-Central Gaussian (Add Angular Central Gaussian family #8): includes also Matrix Angular-Central Gaussian
  • Bingham: includes both Bingham and Matrix Bingham. Special-cases include Watson. Alternative formulation using projection matrices sometimes called Matrix Langevin
• Simplex:
  • Dirichlet (ProbabilitySimplex): included for completeness