@inproceedings{3185ee850f184657a443217d586d2e62,
title = "Software packages for holonomic gradient method",
abstract = "We present software packages for the holonomic gradient method (HGM). These packages compute normalizing constants and the probabilities of some regions. While many algorithms which compute integrals over high-dimensional regions utilize the Monte-Carlo method, our HGM utilizes algorithms for solving ordinary differential equations such as the Runge-Kutta-Fehlberg method. As a result, our HGM can evaluate many integrals with a high degree of accuracy and moderate computational time. The source code of our packages is distributed on our web page [12].",
keywords = "Bingham prior, R project, holonomic gradient method, normalizing constant, region probability",
author = "Tamio Koyama and Hiromasa Nakayama and Katsuyoshi Ohara and Tomonari Sei and Nobuki Takayama",
year = "2014",
doi = "10.1007/978-3-662-44199-2_105",
language = "English",
isbn = "9783662441985",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer Verlag",
pages = "706--712",
booktitle = "Mathematical Software, ICMS 2014 - 4th International Congress, Proceedings",
note = "4th International Congress on Mathematical Software, ICMS 2014 ; Conference date: 05-08-2014 Through 09-08-2014",
}