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Line 12 the Holonomic Gradient Descent Method (HGD) </h1> |
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Line 14 the Holonomic Gradient Descent Method (HGD) </h1> |
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<h2> Papers and Tutorials</h2> |
<h2> Papers and Tutorials</h2> |
<ol> |
<ol> |
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<li> M.Adamer, A.Lorincz, A.L.Sattelberger, B.Sturmfels, Algebraic Analysis of Rotation Data |
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<a href="https://arxiv.org/abs/1912.00396"> arxiv: 1912.00396 </a> |
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<li> |
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Anna-Laura Sattelberger, Bernd Sturmfels, |
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D-Modules and Holonomic Functions |
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<a href="https://arxiv.org/abs/1910.01395"> arxiv:1910.01395 </a> |
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<li> |
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N.Takayama, L.Jiu, S.Kuriki, Y.Zhang, |
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Computations of the Expected Euler Characteristic for the Largest Eigenvalue of a Real Wishart Matrix, |
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<a href="https://arxiv.org/abs/1903.10099"> arxiv:1903.10099 </a> |
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<li> M.Harkonen, T.Sei, Y.Hirose, |
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Holonomic extended least angle regression, |
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<a href="https://arxiv.org/abs/1809.08190"> arxiv:1809.08190 </a> |
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<li> S.Mano, |
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Partitions, Hypergeometric Systems, and Dirichlet Processes in Statistics, |
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<a href="https://www.springer.com/jp/book/9784431558866"> |
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JSS Research Series in Statistics</a>, 2018. |
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<li> A.Kume, T.Sei, |
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On the exact maximum likelihood inference of Fisher–Bingham distributions using an adjusted holonomic gradient method, |
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<a href="https://doi.org/10.1007/s11222-017-9765-3"> doi </a> (2018) |
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<li> Yoshihito Tachibana, Yoshiaki Goto, Tamio Koyama, Nobuki Takayama, |
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Holonomic Gradient Method for Two Way Contingency Tables, |
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<a href="https://arxiv.org/abs/1803.04170"> arxiv:1803.04170 </a> |
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<li> F.H.Danufane, K.Ohara, N.Takayama, C.Siriteanu, |
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Holonomic Gradient Method-Based CDF Evaluation for the Largest Eigenvalue of a Complex Noncentral Wishart Matrix |
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(Title of the version 1: Holonomic Gradient Method for the Distribution Function of the Largest Root of Complex Non-central Wishart Matrices), |
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<a href="https://arxiv.org/abs/1707.02564"> arxiv:1707.02564 </a> |
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<li> T.Koyama, |
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An integral formula for the powered sum of the independent, identically and normally distributed random variables, |
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<a href="https://arxiv.org/abs/1706.03989"> arxiv:1706.03989 </a> |
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<li> H.Hashiguchi, N.Takayama, A.Takemura, |
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Distribution of Ratio of two Wishart Matrices and Evaluation of Cumulative Probability |
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by Holonomic Gradient Method, |
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<a href="https://arxiv.org/abs/1610.09187"> arxiv:1610.09187 </a> |
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<li> R.Vidunas, A.Takemura, |
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Differential relations for the largest root distribution |
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of complex non-central Wishart matrices, |
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<a href="http://arxiv.org/abs/1609.01799"> arxiv:1609.01799 </a> |
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<li> S.Mano, |
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The A-hypergeometric System Associated with the Rational Normal Curve and |
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Exchangeable Structures, |
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<a href="http://arxiv.org/abs/1607.03569"> arxiv:1607.03569 </a> |
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<li> M.Noro, |
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System of Partial Differential Equations for the Hypergeometric Function 1F1 of a Matrix Argument on Diagonal Regions, |
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<a href="http://dl.acm.org/citation.cfm?doid=2930889.2930905"> ACM DL </a> |
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<li> Y.Goto, K.Matsumoto, |
<li> Y.Goto, K.Matsumoto, |
Pfaffian equations and contiguity relations of the hypergeometric function of type (k+1,k+n+2) and their applications, |
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 href="http://arxiv.org/abs/1602.01637"> arxiv:1602.01637 </a> |
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<li> T.Koyama, |
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Holonomic gradient method for the probability content of a simplex |
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region |
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with a multivariate normal distribution, |
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<a href="http://arxiv.org/abs/1512.06564"> arxiv:1512.06564 </a> |
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<li> N.Takayama, S.Kuriki, A.Takemura, |
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A-Hpergeometric Distributions and Newton Polytopes, |
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<a href="http://arxiv.org/abs/1510.02269"> arxiv:1510.02269 </a> |
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<li> G.Weyenberg, R.Yoshida, D.Howe, |
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Normalizing Kernels in the Billera-Holmes-Vogtmann Treespace, |
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<a href="http://arxiv.org/abs/1506.00142"> arxiv:1506.00142 </a> |
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<li> C.Siriteanu, A.Takemura, C.Koutschan, S.Kuriki, D.St.P.Richards, H.Sin, |
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Exact ZF Analysis and Computer-Algebra-Aided Evaluation |
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in Rank-1 LoS Rician Fading, |
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<a href="http://arxiv.org/abs/1507.07056"> arxiv:1507.07056 </a> |
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<li> K.Ohara, N.Takayama, |
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Pfaffian Systems of A-Hypergeometric Systems II --- |
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Holonomic Gradient Method, |
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<a href="http://arxiv.org/abs/1505.02947"> arxiv:1505.02947 </a> |
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<li> T.Koyama, |
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The Annihilating Ideal of the Fisher Integral, |
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<a href="http://arxiv.org/abs/1503.05261"> arxiv:1503.05261 </a> |
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<li> T.Koyama, A.Takemura, |
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Holonomic gradient method for distribution function of a weighted sum |
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of noncentral chi-square random variables, |
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<a href="http://arxiv.org/abs/1503.00378"> arxiv:1503.00378 </a> |
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<li> Y.Goto, |
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Contiguity relations of Lauricella's F_D revisited, |
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<a href="http://arxiv.org/abs/1412.3256"> arxiv:1412.3256 </a> |
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<li> |
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T.Koyama, H.Nakayama, K.Ohara, T.Sei, N.Takayama, |
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Software Packages for Holonomic Gradient Method, |
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Mathematial Software --- ICMS 2014, |
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4th International Conference, Proceedings. |
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Edited by Hoon Hong and Chee Yap, |
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Springer lecture notes in computer science 8592, |
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706--712. |
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<a href="http://link.springer.com/chapter/10.1007%2F978-3-662-44199-2_105"> |
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DOI |
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</a> |
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<li>N.Marumo, T.Oaku, A.Takemura, |
<li>N.Marumo, T.Oaku, A.Takemura, |
Properties of powers of functions satisfying second-order linear differential equations with applications to statistics, |
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> |
<a href="http://arxiv.org/abs/1405.4451"> arxiv:1405.4451</a> |
Line 36 Holonomic Modules Associated with Multivariate Normal |
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Line 137 Holonomic Modules Associated with Multivariate Normal |
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Pfaffian Systems of A-Hypergeometric Equations I, |
Pfaffian Systems of A-Hypergeometric Equations I, |
Bases of Twisted Cohomology Groups, |
Bases of Twisted Cohomology Groups, |
<a href="http://arxiv.org/abs/1212.6103"> arxiv:1212.6103 </a> |
<a href="http://arxiv.org/abs/1212.6103"> arxiv:1212.6103 </a> |
(major revision v2 of arxiv:1212.6103) |
(major revision v2 of arxiv:1212.6103). |
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Accepted version is at |
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<a href="http://dx.doi.org/10.1016/j.aim.2016.10.021"> DOI </a> |
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<li> <img src="./wakaba01.png" alt="Intro"> |
<li> <img src="./wakaba01.png" alt="Intro"> |
<a href="http://link.springer.com/book/10.1007/978-4-431-54574-3"> |
<a href="http://link.springer.com/book/10.1007/978-4-431-54574-3"> |
Line 93 Holonomic Gradient Descent and its Application to Fis |
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Line 196 Holonomic Gradient Descent and its Application to Fis |
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<!-- <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> |
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</ol> |
</ol> |
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Early papers related to HGM. <br> |
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<ol> |
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<li> |
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H.Dwinwoodie, L.Matusevich, E. Mosteig, |
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Transform methods for the hypergeometric distribution, |
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Statistics and Computing 14 (2004), 287--297. |
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</ol> |
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<h2> Three Steps of HGM </h2> |
<h2> Three Steps of HGM </h2> |
<ol> |
<ol> |
<li> Finding a holonomic system satisfied by the normalizing constant. |
<li> Finding a holonomic system satisfied by the normalizing constant. |
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</ol> |
</ol> |
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<h2> Software Packages for HGM</h2> |
<h2> Software Packages for HGM</h2> |
Most software packages are experimental and temporary documents are found in |
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<ul> |
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<li> |
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CRAN package <a href="https://cran.r-project.org/web/packages/hgm/index.html"> hgm </a> (for R). |
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<li> |
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Some software packages are experimental and temporary documents are found in |
"asir-contrib manual" (auto-autogenerated part), or |
"asir-contrib manual" (auto-autogenerated part), or |
"Experimental Functions in Asir", or "miscellaneous and other documents" |
"Experimental Functions in Asir", or "miscellaneous and other documents" |
of the |
of the |
Line 125 cvsweb page</a>. |
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Line 245 cvsweb page</a>. |
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<li> Command line interfaces are in the folder OpenXM/src/hgm |
<li> Command line interfaces are in the folder OpenXM/src/hgm |
in the OpenXM source tree. See <a href="http://www.math.kobe-u.ac.jp/OpenXM"> |
in the OpenXM source tree. See <a href="http://www.math.kobe-u.ac.jp/OpenXM"> |
OpenXM distribution page </a>. |
OpenXM distribution page </a>. |
<li> <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. |
<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 |
To install this package in R, type in |
<pre> |
<pre> |
R CMD install hgm_*.tar.gz |
R CMD install hgm_*.tar.gz |
Line 146 maximal Likehood estimates for the Fisher-Bingham dist |
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Line 266 maximal Likehood estimates for the Fisher-Bingham dist |
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</ul> |
</ul> |
</ol> |
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</ul> |
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<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> |
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<pre> $OpenXM: OpenXM/src/hgm/doc/ref-hgm.html,v 1.11 2014/05/20 02:12:18 takayama Exp $ </pre> |
<pre> $OpenXM: OpenXM/src/hgm/doc/ref-hgm.html,v 1.29 2019/10/31 01:53:51 takayama Exp $ </pre> |
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