Efficient Derivative Codes through Automatic Differentiation and Interface Contraction: An Application in Biostatistics
Hovland P, Bischof C, Spiegelman D, Casella M. Efficient Derivative Codes through Automatic Differentiation and Interface Contraction: An Application in Biostatistics. SIAM Journal On Scientific Computing 1997, 18: 1056-1066. DOI: 10.1137/s1064827595281800.Peer-Reviewed Original ResearchAutomatic differentiationDerivative codeInterface contractionHigh-level structureADIFOR (Automatic Differentiation of Fortran) toolEfficient codeNumber of variablesPerformance figuresComputation of derivativesCodeLittle effortComputationDivided difference approximationsJudicious fashionUsersCase studyChain ruleLikelihood functionErrorSubroutine