Efficient Derivative Codes through Automatic Differentiation and Interface Contraction: An Application in Biostatistics

DOI10.1137/S1064827595281800zbMath0891.65016DBLPjournals/siamsc/HovlandBSC97WikidataQ23919050 ScholiaQ23919050MaRDI QIDQ4376221

Donna Spiegelman, Mario Casella, Christian H. Bischof, Paul D. Hovland

Publication date: 10 February 1998

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

automatic differentiationderivativesADIFORcomputational costlog-likelihood functionscomputational differentiationinterface contraction

Mathematics Subject Classification ID

Numerical differentiation (65D25) Complexity and performance of numerical algorithms (65Y20)

Related Items (7)

Estimation in Dirichlet random effects models ⋮ Statistical unfolding of elementary particle spectra: empirical Bayes estimation and bias-corrected uncertainty quantification ⋮ On computing the largest fraction of missing information for the EM algorithm and the worst linear function for data augmentation. ⋮ Sensitivity tools vs. Poincaré sections ⋮ Fitting psychometric models with methods based on automatic differentiation ⋮ Segmented Regression in the Presence of Covariate Measurement Error in Main Study/Validation Study Designs ⋮ Stochastic volatility: Bayesian computation using automatic differentiation and the extended Kalman filter

Uses Software

• ADOL-C
• GRESS
• Maple
• PADRE2
• ADIFOR
• ADIC
• MINPACK-2
• Odyssee

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