=================================================================== RCS file: /home/cvs/OpenXM/src/hgm/doc/ref-hgm.html,v retrieving revision 1.1 retrieving revision 1.2 diff -u -p -r1.1 -r1.2 --- OpenXM/src/hgm/doc/ref-hgm.html 2014/03/24 06:43:55 1.1 +++ OpenXM/src/hgm/doc/ref-hgm.html 2014/03/24 06:58:31 1.2 @@ -30,11 +30,16 @@ 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, +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, @@ -73,11 +78,26 @@ Advances in Applied Mathematics 47 (2011), 639--658, DOI +

    Three Steps of HGM

    +
      +
    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

      -
    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 +tk_jack (for Jack polynomials) are for the steps 1 or 2 and in the asir-contrib
    @@ -86,6 +106,6 @@ tk_jack (for Jack polynomials) are in the
  • d-dimensional Fisher-Bingham System -
     $OpenXM$ 
    +
     $OpenXM: OpenXM/src/hgm/doc/ref-hgm.html,v 1.1 2014/03/24 06:43:55 takayama Exp $