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Define AD rules #34

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ElOceanografo opened this issue Nov 29, 2024 · 1 comment
Open

Define AD rules #34

ElOceanografo opened this issue Nov 29, 2024 · 1 comment

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@ElOceanografo
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Need to define AD rules that can differentiate through calls to a MarginalLogDensity. These are defined in the TMB paper, just need to be implemented here...
@ElOceanografo ElOceanografo mentioned this issue Nov 29, 2024
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@ElOceanografo
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To be more specific, in section 4.1 of http://www.jstatsoft.org/v70/i05/. It's pretty dense, but since we have https://github.com/ElOceanografo/SparseInverseSubset.jl it should be feasible.

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@ElOceanografo