Holonomic gradient descent and its application to the Fisher-Bingham integral
Holonomic gradient descent and its application to the Fisher-Bingham integral
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DOI:
10.1016/j.aam.2011.03.001
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发表时间:
2011-09
期刊:
影响因子:
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通讯作者:
Hiromasa Nakayama;Kenta Nishiyama;Masayuki Noro;Katsuyoshi Ohara;T. Sei;N. Takayama;Akimichi Takemura
中科院分区:
文献类型:
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作者:
Hiromasa Nakayama;Kenta Nishiyama;Masayuki Noro;Katsuyoshi Ohara;T. Sei;N. Takayama;Akimichi Takemura
We give a new algorithm to find local maxima and minima of a holonomic function and apply it for the Fisher–Bingham integral on the sphere Sn, which is used in the directional statistics. The method utilizes the theory and algorithms of holonomic systems.