Software packages for holonomic gradient method

DOI10.1007/978-3-662-44199-2_105MaRDI QIDQ2879198zbMATH OpenOpenAlexFDO

Authors Tamio Koyama, Hiromasa Nakayama, Katsuyoshi Ohara, Tomonari Sei, Nobuki Takayama

Publication date 8 September 2014

Published in Mathematical Software – ICMS 2014 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-662-44199-2_105

zbMATH Keywords

Bingham priorholonomic gradient methodnormalizing constantR projectregion probability

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to numerical analysis (65-04) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Packaged methods for numerical algorithms (65Y15)

Recommendations

• Holonomic gradient method for two-way contingency tables
• Calculation of orthant probabilities by the holonomic gradient method
• Calculating the normalising constant of the Bingham distribution on the sphere using the holonomic gradient method
• Holonomic gradient descent and its application to the Fisher-Bingham integral
• The holonomic gradient method for the distribution function of the largest root of a Wishart matrix

Cited in

(3)

• Calculation of orthant probabilities by the holonomic gradient method
• Holonomic gradient method for two-way contingency tables
• On the fractional moments of a truncated centered multivariate normal distribution

Describes a project that uses

Uses Software

• R
• Risa/Asir
• hgm R

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