R package hgm: Holonomic Gradient Method and Gradient Descent. The holonomic gradient method (HGM, hgm) gives a way to evaluate normalization constants of unnormalized probability distributions by utilizing holonomic systems of differential or difference equations. The holonomic gradient descent (HGD, hgd) gives a method to find maximal likelihood estimates by utilizing the HGM.
Keywords for this software
References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Härkönen, Marc; Sei, Tomonari; Hirose, Yoshihiro: Holonomic extended least angle regression (2020)
- Bee, Marco; Benedetti, Roberto; Espa, Giuseppe: Approximate maximum likelihood estimation of the Bingham distribution (2017)