Holonomic Gradient Descent and its Application to Fisher-Bingham Integral
Abstract
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 Sn, which is used in the directional statistics. The method utilizes the theory and algorithms of holonomic systems.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.