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Holonomic Gradient Descent and its Application to Fisher-Bingham Integral

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 نشر من قبل Nobuki Takayama
 تاريخ النشر 2010
  مجال البحث الهندسة المعلوماتية
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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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