A holonomic ideal which annihilates the Fisher-Bingham integral
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Publication:5301082
DOI10.1619/FESI.56.51zbMATH Open1270.32003arXiv1104.1411OpenAlexW1975417092MaRDI QIDQ5301082FDOQ5301082
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
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- 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
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