Automatic Differentiation to Facilitate Maximum Likelihood Estimation in Nonlinear Random Effects Models
By Hans Julius Skaug. 2002
53 citations recorded by the source corpus.
Subfields: Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/e20aec1bf345e8c2eedb3f37f7923d60effae576
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In Management Science and Operations Research
In Statistics and Probability
Citations in the corpus
- Estimating space‐use and habitat preference from wildlife telemetry data (2008, methodology): “It then uses automatic differentiation to obtain exact derivatives of this approximation, which it maximizes with a quasiNewton method (Skaug 2002).”