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20112018
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.NA2012★ 1 cited

Calculation of orthant probabilities by the holonomic gradient method

Tamio Koyama, Akimichi Takemura

We apply the holonomic gradient method (HGM) introduced by [9] to the calculation of orthant probabilities of multivariate normal distribution. The holonomic gradient method applie…

math.CA2012★ 2 cited

The Holonomic Rank of the Fisher-Bingham System of Differential Equations

Tamio Koyama, Hiromasa Nakayama, Kenta Nishiyama +1

The Fisher-Bingham system is a system of linear partial differential equations satisfied by the Fisher-Bingham integral for the -dimensional sphere . The system is given in…

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…