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arXiv · 1005.5273

Holonomic Gradient Descent and its Application to Fisher-Bingham Integral

Tomonari Sei·Nobuki Takayama·Akimichi Takemura·Hiromasa Nakayama·Kenta Nishiyama·Masayuki Noro·Katsuyoshi Ohara
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Abstract

We give a new algorithm to find local maximum and minimum of a holonomic function and apply it for the Fisher-Bingham integral on the sphere $S^n$, which is used in the directional statistics. The method utilizes the theory and algorithms of holonomic systems.

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Tomonari Sei, Nobuki Takayama, Akimichi Takemura, Hiromasa Nakayama, Kenta Nishiyama, Masayuki Noro, Katsuyoshi Ohara. 2010-05-28. Holonomic Gradient Descent and its Application to Fisher-Bingham Integral. https://arxiv.org/abs/1005.5273

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