An Analysis of Vectorised Automatic Differentiation for Statistical Applications
Automatic differentiation (AD) is a general method for computing exact derivatives in complex sensitivity analyses and optimisation tasks, particularly when closed-form solutions are unavailable and traditional analytical or numerical methods fall short. This paper introduces a vectorised formulatio...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-05-01
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| Series: | Stats |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-905X/8/2/40 |
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