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<title>References for HGM</title>

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Line 12 the Holonomic Gradient Descent Method (HGD) </h1>

<h2> Papers and Tutorials</h2>

<ol>

<li> Y.Goto, K.Matsumoto,

Pfaffian equations and contiguity relations of the hypergeometric function of type (k+1,k+n+2) and their applications,

<a href="http://arxiv.org/abs/1602.01637"> arxiv:1602.01637 </a>

<li> T.Koyama,

Holonomic gradient method for the probability content of a simplex

region

with a multivariate normal distribution,

<a href="http://arxiv.org/abs/1512.06564"> arxiv:1512.06564 </a>

<li> N.Takayama, S.Kuriki, A.Takemura,

A-Hpergeometric Distributions and Newton Polytopes,

<a href="http://arxiv.org/abs/1510.02269"> arxiv:1510.02269 </a>

<li> G.Weyenberg, R.Yoshida, D.Howe,

Normalizing Kernels in the Billera-Holmes-Vogtmann Treespace,

<a href="http://arxiv.org/abs/1506.00142"> arxiv:1506.00142 </a>

<li> K.Ohara, N.Takayama,

Pfaffian Systems of A-Hypergeometric Systems II ---

Holonomic Gradient Method,

<a href="http://arxiv.org/abs/1505.02947"> arxiv:1505.02947 </a>

<li> T.Koyama,

The Annihilating Ideal of the Fisher Integral,

<a href="http://arxiv.org/abs/1503.05261"> arxiv:1503.05261 </a>

<li> T.Koyama, A.Takemura,

Holonomic gradient method for distribution function of a weighted sum

of noncentral chi-square random variables,

<a href="http://arxiv.org/abs/1503.00378"> arxiv:1503.00378 </a>

<li> Y.Goto,

Contiguity relations of Lauricella's F_D revisited,

<a href="http://arxiv.org/abs/1412.3256"> arxiv:1412.3256 </a>

<li>N.Marumo, T.Oaku, A.Takemura,

Properties of powers of functions satisfying second-order linear differential equations with applications to statistics,

<a href="http://arxiv.org/abs/1405.4451"> arxiv:1405.4451</a>

<li> J.Hayakawa, A.Takemura,

Estimation of exponential-polynomial distribution by holonomic gradient descent

<a href="http://arxiv.org/abs/1403.7852"> arxiv:1403.7852</a>

<li> C.Siriteanu, A.Takemura, S.Kuriki,

MIMO Zero-Forcing Detection Performance Evaluation by Holonomic Gradient Method

<a href="http://arxiv.org/abs/1403.3788"> arxiv:1403.3788</a>

<li> T.Koyama,

Holonomic Modules Associated with Multivariate Normal Probabilities of Polyhedra,

<a href="http://arxiv.org/abs/1311.6905"> arxiv:1311.6905 </a>

Line 43 Calculation of Orthant Probabilities by the Holonomic

Line 92 Calculation of Orthant Probabilities by the Holonomic

<li>T. Koyama, H. Nakayama, K. Nishiyama, N. Takayama,

Holonomic Rank of the Fisher-Bingham System of Differential Equations,

to appear in Journal of Pure and Applied Algebra

Journal of Pure and Applied Algebra (online),

<li>

T. Koyama, H. Nakayama, K. Nishiyama, N. Takayama,

Line 66 Journal of Multivariate Analysis, 116 (2013), 440--455

Line 116 Journal of Multivariate Analysis, 116 (2013), 440--455

<li>T.Koyama, A Holonomic Ideal which Annihilates the Fisher-Bingham Integral,

Funkcialaj Ekvacioj 56 (2013), 51--61.

<a href="https://www.jstage.jst.go.jp/article/fesi/56/1/56_51/_article">jstage</a>

<li>

Hiromasa Nakayama, Kenta Nishiyama, Masayuki Noro, Katsuyoshi Ohara,

Line 76 Holonomic Gradient Descent and its Application to Fis

Line 126 Holonomic Gradient Descent and its Application to Fis

Advances in Applied Mathematics 47 (2011), 639--658,

</ol>

Early papers related to HGM. <br>

<ol>

<li>

H.Dwinwoodie, L.Matusevich, E. Mosteig,

Transform methods for the hypergeometric distribution,

Statistics and Computing 14 (2004), 287--297.

</ol>

<h2> Three Steps of HGM </h2>

<ol>

<li> Find a holonomic system satisfied by the normalizing constant.

<li> Finding a holonomic system satisfied by the normalizing constant.

We may use computational or theoretical methods to find it.

Groebner basis and related methods are used.

<li> Find an initial value vector for the holonomic system.

<li> Finding an initial value vector for the holonomic system.

This is equivalent to evaluating the normalizing constant and its derivatives

at a point.

This step is usually performed by a series expansion.

<li> Solve the holonomic system numerically. We use several methods

<li> Solving the holonomic system numerically. We use several methods

in numerical analysis such as the Runge-Kutta method of solving

ordinary differential equations and efficient solvers of systems of linear

equations.

</ol>

<h2> Software Packages for HGM</h2>

Most software packages are experimental and temporary documents are found in

CRAN package <a href="https//cran.r-project.org/web/packages/hgm/index.html"> hgm </a> (for R).

<br>

Some software packages are experimental and temporary documents are found in

"asir-contrib manual" (auto-autogenerated part), or

"Experimental Functions in Asir", or "miscellaneous and other documents"

of the

OpenXM documents</a>

or in <a href="./"> this folder </a>.

or in <a href="./"> this folder</a>.

The nightly snapshot of the asir-contrib can be found in the Asir-Contrib page below,

The nightly snapshot of the asir-contrib can be found in the asir page below,

or look up our <a href="http://www.math.sci.kobe-u.ac.jp/cgi/cvsweb.cgi/">

cvsweb page </a>

cvsweb page</a>.

<ol>

<li> <a href="http://www.math.kobe-u.ac.jp/OpenXM/Math/hgm/"> hgm package for R </a> for the step 3.

<li> Command line interfaces are in the folder OpenXM/src/hgm

<li> yang (for Pfaffian systems) , nk_restriction (for D-module integrations),

in the OpenXM source tree. See <a href="http://www.math.kobe-u.ac.jp/OpenXM">

tk_jack (for Jack polynomials), ko_fb_pfaffian (Pfaffian system for the Fisher-Bingham system)

OpenXM distribution page </a>.

are for the steps 1 or 2 and in the

<li> Experimental version of <a href="http://www.math.kobe-u.ac.jp/OpenXM/Math/hgm/"> hgm package for R </a> (hgm_*tar.gz, hgm-manual.pdf) for the step 3.

<a href="http://www.math.kobe-u.ac.jp/Asir"> asir-contrib </a>

To install this package in R, type in

<li> nk_fb_gen_c is a package to generate a C program to perform

<pre>

R CMD install hgm_*.tar.gz

</pre>

<li> The following packages are

for the computer algebra system

<a href="http://www.math.kobe-u.ac.jp/Asir"> Risa/Asir</a>.

They are in the asir-contrib collection.

<ul>

<li> yang.rr (for Pfaffian systems) ,

nk_restriction.rr (for D-module integrations),

tk_jack.rr (for Jack polynomials),

ko_fb_pfaffian.rr (Pfaffian system for the Fisher-Bingham system),

are for the steps 1 or 2.

<li> nk_fb_gen_c.rr is a package to generate a C program to perform

maximal Likehood estimates for the Fisher-Bingham distribution by HGD (holonomic gradient descent).

It is in the

<li> ot_hgm_ahg.rr (HGM for A-distributions, very experimental).

<a href="http://www.math.kobe-u.ac.jp/Asir"> asir-contrib </a>

</ul>

</ol>

<h2> Programs to try examples of our papers </h2>

Line 121 It is in the

Line 199 It is in the

<li> <a href="http://www.math.kobe-u.ac.jp/OpenXM/Math/Fisher-Bingham-2"> d-dimensional Fisher-Bingham System </a>

</ol>

<pre> $OpenXM: OpenXM/src/hgm/doc/ref-hgm.html,v 1.6 2014/03/28 03:02:36 takayama Exp $ </pre>

<pre> $OpenXM: OpenXM/src/hgm/doc/ref-hgm.html,v 1.13 2016/02/05 21:42:46 takayama Exp $ </pre>

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