Holonomic Gradient Descent and its Application to Fisher-Bingham Integral

Details Holonomic Gradient Descent and its Application to Fisher-Bingham Integral Holonomic Gradient Descent and its Application to Fisher-Bingham Integral

2010-05-28

arxiv.org/abs/1005.5273v2

Computer Science

Symbolic Computation

23 pages, 1 figure

Scientific paper

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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