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Philipp H. W. Hoffmann
A Hitchhiker's Guide to Automatic Differentiation
Article in Numerical Algorithms, 2015
Theory & Techniques:
Introduction
Bob Carpenter, Matthew D Hoffman, Marcus Brubaker, Daniel Lee, Peter Li
The Stan Math Library: Reverse-Mode Automatic Differentiation in C++
Article in arXiv, 2015
Application Area:
Dynamical Systems, General Purpose Software Packages, Inverse Problems, Machine Learning, Optimization, Uncertainty Analysis, Statistics
Tools:
Stan Math Library
Theory & Techniques:
Adjoint, Code Optimization, Implementation Strategies, Memory, Reverse Mode, Software Engineering, Toolkits
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