A holonomic ideal which annihilates the Fisher-Bingham integral

DOI10.1619/FESI.56.51zbMATH Open1270.32003arXiv1104.1411OpenAlexW1975417092MaRDI QIDQ5301082FDOQ5301082

Authors: Tamio Koyama 

Publication date: 2 July 2013

Published in: Funkcialaj Ekvacioj (Search for Journal in Brave)

Abstract: We calculate the integration ideal of annihilating differential operators of the non-normalized Fisher-Bingham distribution and show that the ideal agrees with the set of operators for the Fisher-Bingham integral given in "Holonomic Gradient Descent and its Application to the Fisher-Bingham Integral". They conjectured that the set generates a holonomic ideal and we prove their conjecture.

Full work available at URL: https://arxiv.org/abs/1104.1411

Recommendations

• The annihilating ideal of the Fisher integral
• Holonomic gradient descent and its application to the Fisher-Bingham integral
• Calculating the normalising constant of the Bingham distribution on the sphere using the holonomic gradient method
• The holonomic rank of the Fisher-Bingham system of differential equations
• On the exact maximum likelihood inference of Fisher-Bingham distributions using an adjusted holonomic gradient method

zbMATH Keywords

holonomic idealFisher-Bingham integral

Mathematics Subject Classification ID

Point estimation (62F10) Rings of differential operators (associative algebraic aspects) (16S32) Sheaves of differential operators and their modules, (D)-modules (32C38) Computational aspects of associative rings (16Z99)

Cited In (6)

• Holonomic gradient descent for the Fisher-Bingham distribution on the \(d\)-dimensional sphere
• The holonomic rank of the Fisher-Bingham system of differential equations
• Calculation of orthant probabilities by the holonomic gradient method
• Holonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables
• Holonomic gradient descent and its application to the Fisher-Bingham integral
• The annihilating ideal of the Fisher integral

This page was built for publication: A holonomic ideal which annihilates the Fisher-Bingham integral

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5301082)