=================================================================== RCS file: /home/cvs/OpenXM/src/hgm/doc/ref-hgm.html,v retrieving revision 1.11 retrieving revision 1.14 diff -u -p -r1.11 -r1.14 --- OpenXM/src/hgm/doc/ref-hgm.html 2014/05/20 02:12:18 1.11 +++ OpenXM/src/hgm/doc/ref-hgm.html 2016/02/07 05:18:20 1.14 @@ -3,7 +3,7 @@ References for HGM - + @@ -12,6 +12,43 @@ the Holonomic Gradient Descent Method (HGD)

Papers and Tutorials

    +
  1. Y.Goto, K.Matsumoto, +Pfaffian equations and contiguity relations of the hypergeometric function of type (k+1,k+n+2) and their applications, + arxiv:1602.01637 + +
  2. T.Koyama, +Holonomic gradient method for the probability content of a simplex +region +with a multivariate normal distribution, + arxiv:1512.06564 + + +
  3. N.Takayama, S.Kuriki, A.Takemura, +A-Hpergeometric Distributions and Newton Polytopes, + arxiv:1510.02269 + +
  4. G.Weyenberg, R.Yoshida, D.Howe, +Normalizing Kernels in the Billera-Holmes-Vogtmann Treespace, + arxiv:1506.00142 + +
  5. K.Ohara, N.Takayama, +Pfaffian Systems of A-Hypergeometric Systems II --- +Holonomic Gradient Method, + arxiv:1505.02947 + +
  6. T.Koyama, +The Annihilating Ideal of the Fisher Integral, + arxiv:1503.05261 + +
  7. T.Koyama, A.Takemura, +Holonomic gradient method for distribution function of a weighted sum +of noncentral chi-square random variables, + arxiv:1503.00378 + +
  8. Y.Goto, +Contiguity relations of Lauricella's F_D revisited, + arxiv:1412.3256 +
  9. N.Marumo, T.Oaku, A.Takemura, Properties of powers of functions satisfying second-order linear differential equations with applications to statistics, arxiv:1405.4451 @@ -89,8 +126,19 @@ Holonomic Gradient Descent and its Application to Fis Advances in Applied Mathematics 47 (2011), 639--658, DOI +
+Early papers related to HGM.
+
    +
  1. +H.Dwinwoodie, L.Matusevich, E. Mosteig, +Transform methods for the hypergeometric distribution, +Statistics and Computing 14 (2004), 287--297. +
+ + +

Three Steps of HGM

  1. Finding a holonomic system satisfied by the normalizing constant. @@ -107,7 +155,11 @@ equations.

Software Packages for HGM

-Most software packages are experimental and temporary documents are found in + +CRAN package hgm (for R). + +
+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 @@ -121,7 +173,7 @@ cvsweb page.
  • 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. +
  • Experimental version of 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
    @@ -147,6 +199,6 @@ maximal Likehood estimates for the Fisher-Bingham dist
     
  • d-dimensional Fisher-Bingham System -
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