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Line 12  the Holonomic Gradient Descent Method  (HGD) </h1>
Line 12  the Holonomic Gradient Descent Method  (HGD) </h1>
   
 <h2> Papers  and Tutorials</h2>  <h2> Papers  and Tutorials</h2>
 <ol>  <ol>
   <li> R.Vidunas, A.Takemura,
   Differential relations for the largest root distribution
   of complex non-central Wishart matrices,
   <a href="http://arxiv.org/abs/1609.01799"> arxiv:1609.01799 </a>
   
   <li> M.Noro,
   System of Partial Differential Equations for the Hypergeometric Function 1F1 of a Matrix Argument on Diagonal Regions,
   <a href="http://dl.acm.org/citation.cfm?doid=2930889.2930905"> ACM DL </a>
   
   <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> C.Siriteanu, A.Takemura, C.Koutschan, S.Kuriki, D.St.P.Richards, H.Sin,
   Exact ZF Analysis and Computer-Algebra-Aided Evaluation
   in Rank-1 LoS Rician Fading,
   <a href="http://arxiv.org/abs/1507.07056"> arxiv:1507.07056 </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,  <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>
   T.Koyama, H.Nakayama, K.Ohara, T.Sei, N.Takayama,
   Software Packages for Holonomic Gradient Method,
   Mathematial Software --- ICMS 2014,
   4th International Conference, Proceedings.
   Edited by Hoon Hong and Chee Yap,
   Springer lecture notes in computer science 8592,
   706--712.
   <a href="http://link.springer.com/chapter/10.1007%2F978-3-662-44199-2_105">
   DOI
   </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,  Holonomic Modules Associated with Multivariate Normal Probabilities of Polyhedra,
 <a href="http://arxiv.org/abs/1311.6905"> arxiv:1311.6905 </a>  <a href="http://arxiv.org/abs/1311.6905"> arxiv:1311.6905 </a>
   
Line 30  T.Hibi et al, Groebner Bases : Statistics and Software
Line 105  T.Hibi et al, Groebner Bases : Statistics and Software
 Introduction to the Holonomic Gradient Method (movie), 2013.  Introduction to the Holonomic Gradient Method (movie), 2013.
 <a href="http://www.youtube.com/watch?v=SgyDDLzWTyI"> movie at youtube </a>  <a href="http://www.youtube.com/watch?v=SgyDDLzWTyI"> movie at youtube </a>
   
   
 <li> T.Sei, A.Kume,  <li> T.Sei, A.Kume,
 Calculating the normalising constant of the Bingham distribution on the sphere using the holonomic gradient method,  Calculating the Normalising Constant of the Bingham Distribution on the Sphere using the Holonomic Gradient Method,
 Statistics and Computing, 2013,  Statistics and Computing, 2013,
 <a href="http://dx.doi.org/10.1007/s11222-013-9434-0">DOI</a>  <a href="http://dx.doi.org/10.1007/s11222-013-9434-0">DOI</a>
   
   <li> T.Koyama, A.Takemura,
   Calculation of Orthant Probabilities by the Holonomic Gradient Method,
   <a href="http://arxiv.org/abs/1211.6822"> arxiv:1211.6822</a>
   
 <li>T. Koyama, H. Nakayama, K. Nishiyama, N. Takayama,  <li>T. Koyama, H. Nakayama, K. Nishiyama, N. Takayama,
 Holonomic Rank of the Fisher-Bingham System of Differential Equations,  Holonomic Rank of the Fisher-Bingham System of Differential Equations,
 <!-- <a href="http://arxiv.org/abs/1205.6144"> arxiv:1205.6144 </a>-->  <!-- <a href="http://arxiv.org/abs/1205.6144"> arxiv:1205.6144 </a>-->
 to appear in Journal of Pure and Applied Algebra  Journal of Pure and Applied Algebra  (online),
   <a href="http://dx.doi.org/10.1016/j.jpaa.2014.03.004"> DOI </a>
   
 <li>  <li>
 T. Koyama, H. Nakayama, K. Nishiyama, N. Takayama,  T. Koyama, H. Nakayama, K. Nishiyama, N. Takayama,
Line 61  Journal of Multivariate Analysis, 116 (2013), 440--455
Line 142  Journal of Multivariate Analysis, 116 (2013), 440--455
   
 <li>T.Koyama, A Holonomic Ideal which Annihilates the Fisher-Bingham Integral,  <li>T.Koyama, A Holonomic Ideal which Annihilates the Fisher-Bingham Integral,
 Funkcialaj Ekvacioj 56 (2013), 51--61.  Funkcialaj Ekvacioj 56 (2013), 51--61.
 <!-- <a href="http://dx.doi.org/10.1619/fesi.56.51">DOI</a> -->  <a href="http://dx.doi.org/10.1619/fesi.56.51">DOI</a>
 <a href="https://www.jstage.jst.go.jp/article/fesi/56/1/56_51/_article">jstage</a>  <!-- <a href="https://www.jstage.jst.go.jp/article/fesi/56/1/56_51/_article">jstage</a> -->
   
 <li>  <li>
 Hiromasa Nakayama, Kenta Nishiyama, Masayuki Noro, Katsuyoshi Ohara,  Hiromasa Nakayama, Kenta Nishiyama, Masayuki Noro, Katsuyoshi Ohara,
Line 71  Holonomic Gradient Descent  and its Application to Fis
Line 152  Holonomic Gradient Descent  and its Application to Fis
 <!-- <a href="http://arxiv.org/abs//1005.5273"> arxiv:1005.5273 </a>  -->  <!-- <a href="http://arxiv.org/abs//1005.5273"> arxiv:1005.5273 </a>  -->
 Advances in Applied Mathematics 47 (2011), 639--658,  Advances in Applied Mathematics 47 (2011), 639--658,
 <a href="http://dx.doi.org/10.1016/j.aam.2011.03.001"> DOI </a>  <a href="http://dx.doi.org/10.1016/j.aam.2011.03.001"> DOI </a>
   
 </ol>  </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> 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> 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> 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>  <h2> Software Packages for HGM</h2>
   
   <ul>
   <li>
   CRAN package <a href="https://cran.r-project.org/web/packages/hgm/index.html"> hgm </a> (for R).
   
   <li>
   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
   <a href="http://www.math.kobe-u.ac.jp/OpenXM/Current/doc/index-doc.html">
   OpenXM documents</a>
   or in <a href="./"> this folder</a>.
   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>.
 <ol>  <ol>
 <li> <a href="http://www.math.kobe-u.ac.jp/OpenXM/Math/hgm/"> hgm package for R </a>  <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) are in the  OpenXM distribution page </a>.
 <a href="http://www.math.kobe-u.ac.jp/Asir"> asir-contrib </a>  <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.
   To install this package in R, type in
   <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).
   <li> ot_hgm_ahg.rr (HGM for A-distributions, very experimental).
   </ul>
 </ol>  </ol>
   
   </ul>
   
 <h2> Programs to try examples of our papers </h2>  <h2> Programs to try examples of our papers </h2>
 <ol>  <ol>
 <li> <a href="http://www.math.kobe-u.ac.jp/OpenXM/Math/Fisher-Bingham-2"> d-dimensional Fisher-Bingham System </a>  <li> <a href="http://www.math.kobe-u.ac.jp/OpenXM/Math/Fisher-Bingham-2"> d-dimensional Fisher-Bingham System </a>
 </ol>  </ol>
   
 <pre> $OpenXM$ </pre>  <pre> $OpenXM: OpenXM/src/hgm/doc/ref-hgm.html,v 1.18 2016/09/11 22:55:33 takayama Exp $ </pre>
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