=================================================================== RCS file: /home/cvs/OpenXM/src/hgm/doc/ref-hgm.html,v retrieving revision 1.1 retrieving revision 1.8 diff -u -p -r1.1 -r1.8 --- OpenXM/src/hgm/doc/ref-hgm.html 2014/03/24 06:43:55 1.1 +++ OpenXM/src/hgm/doc/ref-hgm.html 2014/04/03 07:34:31 1.8 @@ -12,7 +12,15 @@ the Holonomic Gradient Descent Method (HGD)

Papers and Tutorials

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  1. T.Koyama, +
  2. J.Hayakawa, A.Takemura, +Estimation of exponential-polynomial distribution by holonomic gradient descent + arxiv:1403.7852 + +
  3. C.Siriteanu, A.Takemura, S.Kuriki, +MIMO Zero-Forcing Detection Performance Evaluation by Holonomic Gradient Method + arxiv:1403.3788 + +
  4. T.Koyama, Holonomic Modules Associated with Multivariate Normal Probabilities of Polyhedra, arxiv:1311.6905 @@ -30,11 +38,16 @@ T.Hibi et al, Groebner Bases : Statistics and Software Introduction to the Holonomic Gradient Method (movie), 2013. movie at youtube +
  5. 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, DOI +
  6. T.Koyama, A.Takemura, +Calculation of Orthant Probabilities by the Holonomic Gradient Method, + arxiv:1211.6822 +
  7. T. Koyama, H. Nakayama, K. Nishiyama, N. Takayama, Holonomic Rank of the Fisher-Bingham System of Differential Equations, @@ -73,12 +86,42 @@ Advances in Applied Mathematics 47 (2011), 639--658, DOI
+

Three Steps of HGM

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  1. Find 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. +
  2. Find 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. +
  3. Solve 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. +
+

Software Packages for HGM

+Most 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 +or in this folder. +The nightly snapshot of the asir-contrib can be found in the Asir-Contrib page below, +or look up our +cvsweb page.
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  1. hgm package for R +
  2. hgm package for R for the step 3.
  3. yang (for Pfaffian systems) , nk_restriction (for D-module integrations), -tk_jack (for Jack polynomials) are in the - asir-contrib +tk_jack (for Jack polynomials), ko_fb_pfaffian (Pfaffian system for the Fisher-Bingham system) +are for the steps 1 or 2 and in the + asir-contrib. +
  4. nk_fb_gen_c 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 + asir-contrib.

Programs to try examples of our papers

@@ -86,6 +129,6 @@ tk_jack (for Jack polynomials) are in the
  • d-dimensional Fisher-Bingham System -
     $OpenXM$ 
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     $OpenXM: OpenXM/src/hgm/doc/ref-hgm.html,v 1.7 2014/03/31 07:23:09 takayama Exp $