===================================================================
RCS file: /home/cvs/OpenXM/src/hgm/doc/ref-hgm.html,v
retrieving revision 1.1
retrieving revision 1.11
diff -u -p -r1.1 -r1.11
--- OpenXM/src/hgm/doc/ref-hgm.html 2014/03/24 06:43:55 1.1
+++ OpenXM/src/hgm/doc/ref-hgm.html 2014/05/20 02:12:18 1.11
@@ -12,7 +12,19 @@ the Holonomic Gradient Descent Method (HGD)
Papers and Tutorials
-- T.Koyama,
+
- N.Marumo, T.Oaku, A.Takemura,
+Properties of powers of functions satisfying second-order linear differential equations with applications to statistics,
+ arxiv:1405.4451
+
+
- J.Hayakawa, A.Takemura,
+Estimation of exponential-polynomial distribution by holonomic gradient descent
+ arxiv:1403.7852
+
+
- C.Siriteanu, A.Takemura, S.Kuriki,
+MIMO Zero-Forcing Detection Performance Evaluation by Holonomic Gradient Method
+ arxiv:1403.3788
+
+
- T.Koyama,
Holonomic Modules Associated with Multivariate Normal Probabilities of Polyhedra,
arxiv:1311.6905
@@ -30,15 +42,21 @@ T.Hibi et al, Groebner Bases : Statistics and Software
Introduction to the Holonomic Gradient Method (movie), 2013.
movie at youtube
+
- 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
+
- T.Koyama, A.Takemura,
+Calculation of Orthant Probabilities by the Holonomic Gradient Method,
+ arxiv:1211.6822
+
- 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),
+ DOI
-
T. Koyama, H. Nakayama, K. Nishiyama, N. Takayama,
@@ -61,8 +79,8 @@ Journal of Multivariate Analysis, 116 (2013), 440--455
- T.Koyama, A Holonomic Ideal which Annihilates the Fisher-Bingham Integral,
Funkcialaj Ekvacioj 56 (2013), 51--61.
-
-jstage
+DOI
+
-
Hiromasa Nakayama, Kenta Nishiyama, Masayuki Noro, Katsuyoshi Ohara,
@@ -73,12 +91,55 @@ Advances in Applied Mathematics 47 (2011), 639--658,
DOI
+ Three Steps of HGM
+
+- 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.
+
- 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.
+
- 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.
+
+
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 page below,
+or look up our
+cvsweb page.
-- hgm package for R
-
- yang (for Pfaffian systems) , nk_restriction (for D-module integrations),
-tk_jack (for Jack polynomials) are in the
- asir-contrib
+
- Command line interfaces are in the folder OpenXM/src/hgm
+in the OpenXM source tree. See
+OpenXM distribution page .
+
- hgm package for R (hgm_*tar.gz, hgm-manual.pdf) for the step 3.
+To install this package in R, type in
+
+R CMD install hgm_*.tar.gz
+
+ - The following packages are
+for the computer algebra system
+ Risa/Asir.
+They are in the asir-contrib collection.
+
+- 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.
+
- 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).
+
- ot_hgm_ahg.rr (HGM for A-distributions, very experimental).
+
Programs to try examples of our papers
@@ -86,6 +147,6 @@ tk_jack (for Jack polynomials) are in the
d-dimensional Fisher-Bingham System
- $OpenXM$
+ $OpenXM: OpenXM/src/hgm/doc/ref-hgm.html,v 1.10 2014/05/16 11:30:31 takayama Exp $