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Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method.
Hiroki Hashiguchi
Nobuki Takayama
Akimichi Takemura
Published in:
J. Multivar. Anal. (2018)
Keyphrases
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gradient method
probability distribution
positive definite
convergence rate
genetic algorithm
optimization methods
multiscale
mobile robot
step size
negative matrix factorization
neural network
image processing
objective function