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arXiv · 1201.3239

Holonomic Gradient Descent for the Fisher-Bingham Distribution on the $d$-dimensional Sphere

Tamio Koyama·Hiromasa Nakayama·Kenta Nishiyama·Nobuki Takayama
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Abstract

We propose an accelerated version of the holonomic gradient descent and apply it to calculating the maximum likelihood estimate (MLE) of the Fisher-Bingham distribution on a $d$-dimensional sphere. We derive a Pfaffian system (an integrable connection) and a series expansion associated with the normalizing constant with an error estimation. These enable us to solve some MLE problems up to dimension $d=7$ with a specified accuracy.

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Tamio Koyama, Hiromasa Nakayama, Kenta Nishiyama, Nobuki Takayama. 2013-06-22. Holonomic Gradient Descent for the Fisher-Bingham Distribution on the $d$-dimensional Sphere. https://arxiv.org/abs/1201.3239

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