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RCS file: /home/cvs/OpenXM/src/hgm/doc/ref-hgm.html,v
retrieving revision 1.1
retrieving revision 1.3
diff -u -p -r1.1 -r1.3
--- 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 07:54:51 1.3
@@ -12,7 +12,7 @@ the Holonomic Gradient Descent Method (HGD)
Papers and Tutorials
-- T.Koyama,
+
- T.Koyama, A.Takemura,
Holonomic Modules Associated with Multivariate Normal Probabilities of Polyhedra,
arxiv:1311.6905
@@ -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
+
+- 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.
+
- 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.
+
- 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
-- hgm package for R
+
- hgm package for R for the step 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 1.2 2014/03/24 06:58:31 takayama Exp $