AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models
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Publication:2885472
DOI10.1080/10556788.2011.597854zbMath1242.90230OpenAlexW2093603746WikidataQ24289235 ScholiaQ24289235MaRDI QIDQ2885472
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Publication date: 23 May 2012
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://orbit.dtu.dk/en/publications/9aaf2023-e690-4fc6-b502-a5f6ed3fd6a7
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Uses Software
Cites Work
- Fitting mixed-effects models when data are left truncated
- Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models
- An improved acceptance procedure for the hybrid Monte Carlo algorithm
- Approximating the marginal likelihood estimate for models with random parameters
- Algorithm 755: ADOL-C
- Stochastic volatility: Bayesian computation using automatic differentiation and the extended Kalman filter
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