Differentiation of matrix functionals using triangular factorization (Q3015047)
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English | Differentiation of matrix functionals using triangular factorization |
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Differentiation of matrix functionals using triangular factorization (English)
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8 July 2011
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differentiation matrix functionals
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triangular factorization
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algorithmic differentiation
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log-det relationships
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robust generalized cross validation
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smoothing splines
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covariance selection
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first and second derivatives
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algorithms
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log determinant
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maximum likelihood
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