AD Model Builder: Using automatic differentiation for statistical inference of highly parameterized complex nonlinear models

Optimization Methods and Software

Volumn 27, Issue 2, 2012, Pages 233-249

  Fournier, David A ^a   Skaug, Hans J ^b   Ancheta, Johnoel ^c   Ianelli, James ^d   Magnusson, Arni ^e   Maunder, Mark N ^f   Nielsen, Anders ^g   Sibert, John ^c  

^a Otter Research Ltd   (Canada)

^b UNIVERSITY OF BERGEN   (Norway)

^c UNIVERSITY OF HAWAII   (United States)

^d NOAA EARTH SYSTEM RESEARCH LABORATORY   (United States)

^e MARINE RESEARCH INSTITUTE   (Iceland)

^f INTER AMERICAN TROPICAL TUNA COMMISSION   (United States)

^g TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

ADMB; automatic differentiation; Laplace approximation; optimization; parameter estimation; separability

Indexed keywords

ADMB; AUTOMATIC DIFFERENTIATIONS; GENERIC IMPLEMENTATION; HIGH-DIMENSIONAL INTEGRALS; HIGHLY NONLINEAR; LAPLACE APPROXIMATION; LATENT VARIABLE MODELS; NON-LINEAR MODEL; NON-LINEAR OPTIMIZATION PROBLEMS; NUMERICAL ACCURACY; OPEN SOURCE PROJECTS; PARAMETERIZED; PRACTICAL PROBLEMS; PROGRAMMING FRAMEWORK; SEPARABILITY; STATISTICAL INFERENCE; STATISTICAL PARAMETERS; STATISTICAL SOFTWARE;

LAPLACE TRANSFORMS; OPTIMIZATION; PARAMETER ESTIMATION; STATISTICAL METHODS;

NONLINEAR SYSTEMS;

EID: 84859172281     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556788.2011.597854     Document Type: Article

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