===================================================================
RCS file: /home/cvs/OpenXM/src/hgm/doc/ref-hgm.html,v
retrieving revision 1.1
retrieving revision 1.6
diff -u -p -r1.1 -r1.6
--- OpenXM/src/hgm/doc/ref-hgm.html 2014/03/24 06:43:55 1.1
+++ OpenXM/src/hgm/doc/ref-hgm.html 2014/03/28 03:02:36 1.6
@@ -12,7 +12,7 @@ the Holonomic Gradient Descent Method (HGD)
Papers and Tutorials
-- T.Koyama,
+
- T.Koyama,
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, 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,
@@ -73,12 +78,41 @@ 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
+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.
+The nightly snapshot of the asir-contrib can be found in the Asir-Contrib page below,
+or look up our
+cvsweb page
-- 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), ko_fb_pfaffian (Pfaffian system for the Fisher-Bingham system)
+are for the steps 1 or 2 and in the
asir-contrib
+
- 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 +120,6 @@ tk_jack (for Jack polynomials) are in the
d-dimensional Fisher-Bingham System
- $OpenXM$
+ $OpenXM: OpenXM/src/hgm/doc/ref-hgm.html,v 1.5 2014/03/26 05:02:18 takayama Exp $