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most citedHolonomic Gradient Descent for the Fisher-Bingham Distribution on the -dimensional Sphere

7 citations · 22 across the 9 of their papers we have counts for

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math.ST2015

Holonomic gradient method for the probability content of a simplex region with a multivariate normal distribution

Tamio Koyama

We use the holonomic gradient method to evaluate the probability content of a simplex region under a multivariate normal distribution. This probability equals to the integral of th…

math.ST2012★ 7 cited

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

Tamio Koyama, Hiromasa Nakayama, Kenta Nishiyama +1

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 -di…