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

DOI10.1137/S1064827595281800MaRDI QIDQ4376221zbMATH OpenDBLPWikidataFDO

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

Publication date 10 February 1998

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

Full work available at URL https://doi.org/10.1137/S1064827595281800

zbMATH Keywords

ADIFORautomatic differentiationcomputational costcomputational differentiationderivativesinterface contractionlog-likelihood functions

Mathematics Subject Classification ID

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

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Cited in

(9)

• On computing the largest fraction of missing information for the EM algorithm and the worst linear function for data augmentation.
• Fitting psychometric models with methods based on automatic differentiation
• Estimation in Dirichlet random effects models
• Sensitivity tools vs. Poincaré sections
• 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
• Modeling the performance of interface contraction
• Development of an adjoint system-based hydrofoil optimisation framework using algorithmic differentiation
• Statistical unfolding of elementary particle spectra: empirical Bayes estimation and bias-corrected uncertainty quantification

Describes a project that uses

Uses Software

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

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