version 1.3, 2014/03/24 07:54:51 |
version 1.5, 2014/03/26 05:02:18 |
Line 12 the Holonomic Gradient Descent Method (HGD) </h1> |
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Line 12 the Holonomic Gradient Descent Method (HGD) </h1> |
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<h2> Papers and Tutorials</h2> |
<h2> Papers and Tutorials</h2> |
<ol> |
<ol> |
<li> T.Koyama, A.Takemura, |
<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> |
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Line 36 Calculating the Normalising Constant of the Bingham Di |
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Line 36 Calculating the Normalising Constant of the Bingham Di |
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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> |
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<li> T.Koyama, |
<li> T.Koyama, A.Takemura, |
Calculation of Orthant Probabilities by the Holonomic Gradient Method, |
Calculation of Orthant Probabilities by the Holonomic Gradient Method, |
<a href="http://arxiv.org/abs/1211.6822"> arxiv:1211.6822</a> |
<a href="http://arxiv.org/abs/1211.6822"> arxiv:1211.6822</a> |
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<ol> |
<ol> |
<li> <a href="http://www.math.kobe-u.ac.jp/OpenXM/Math/hgm/"> hgm package for R </a> for the step 3. |
<li> <a href="http://www.math.kobe-u.ac.jp/OpenXM/Math/hgm/"> hgm package for R </a> for the step 3. |
<li> yang (for Pfaffian systems) , nk_restriction (for D-module integrations), |
<li> yang (for Pfaffian systems) , nk_restriction (for D-module integrations), |
tk_jack (for Jack polynomials) are for the steps 1 or 2 and in the |
tk_jack (for Jack polynomials), ko_fb_pfaffian (Pfaffian system for the Fisher-Bingham system) |
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are for the steps 1 or 2 and in the |
<a href="http://www.math.kobe-u.ac.jp/Asir"> asir-contrib </a> |
<a href="http://www.math.kobe-u.ac.jp/Asir"> asir-contrib </a> |
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<li> nk_fb_gen_c is a package to generate a C program to perform |
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maximal Likehood estimates for the Fisher-Bingham distribution by HGD (holonomic gradient descent) |
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It is in the |
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<a href="http://www.math.kobe-u.ac.jp/Asir"> asir-contrib </a> |
</ol> |
</ol> |
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<h2> Programs to try examples of our papers </h2> |
<h2> Programs to try examples of our papers </h2> |
Line 106 tk_jack (for Jack polynomials) are for the steps 1 or |
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Line 111 tk_jack (for Jack polynomials) are for the steps 1 or |
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<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> |
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<pre> $OpenXM: OpenXM/src/hgm/doc/ref-hgm.html,v 1.2 2014/03/24 06:58:31 takayama Exp $ </pre> |
<pre> $OpenXM: OpenXM/src/hgm/doc/ref-hgm.html,v 1.4 2014/03/24 21:03:55 takayama Exp $ </pre> |
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