C++ Stochastic Automatic Differentiation
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Software:6483047
Zenodo10854561MaRDI QIDQ6483047
Software published at Zenodo repository.
Jan-Hendrik Niemann, Martin Weiser
Publication date: 22 March 2024
Community: MATH+
Internal Project ID: EF4-12
This is a small C++ library for direct sampling of directional derivatives of piecewise differentiable parametrized stochastic programs. It includes some examples from chemical reaction kinetics.
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