A holonomic ideal which annihilates the Fisher-Bingham integral

DOI10.1619/FESI.56.51MaRDI QIDQ5301082zbMATHOpenAlexFDO

Authors Tamio Koyama

Publication date 2 July 2013

Published in Funkcialaj Ekvacioj (Search for Journal in Brave)

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

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)

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.

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Cited in

(6)

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

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