Differentiation of matrix functionals using triangular factorization (Q3015047)

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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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