AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models

DOI10.1080/10556788.2011.597854zbMath1242.90230OpenAlexW2093603746WikidataQ24289235 ScholiaQ24289235MaRDI QIDQ2885472

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Publication date: 23 May 2012

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://orbit.dtu.dk/en/publications/9aaf2023-e690-4fc6-b502-a5f6ed3fd6a7

zbMATH Keywords

optimizationparameter estimationseparabilityautomatic differentiationLaplace approximationADMB

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30)

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Uses Software

• ADOL-C
• ADIFOR
• AMPL
• TAPENADE
• PBSadmb
• R2admb
• AD Model Builder
• BayesDA

Cites Work

• Unnamed Item
• Unnamed Item
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• Fitting mixed-effects models when data are left truncated
• Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models
• An improved acceptance procedure for the hybrid Monte Carlo algorithm
• Approximating the marginal likelihood estimate for models with random parameters
• Algorithm 755: ADOL-C
• Stochastic volatility: Bayesian computation using automatic differentiation and the extended Kalman filter

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