Fast derivatives of likelihood functionals for ODE based models using adjoint-state method

DOI10.1007/s00180-017-0765-8zbMath1417.65049arXiv1606.04406MaRDI QIDQ1695436

Wim Vanroose, Valdemar Melicher, Tom Haber

Publication date: 7 February 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.04406

zbMATH Keywords

algorithm; sensitivity analysis; ordinary differential equations; Hessian; gradient; statistical computing; mathematical statistics

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

37N25: Dynamical systems in biology

Uses Software

• SUNDIALS
• CVODES