Latent variable models handled with optimization
aided by automatic differentiation;
application to marine resource assessments



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People
Hans Julius Skaug Lennart Frimannslund
Christian Brinch Trond Steihaug Tore Schweder David Fournier

Applications
Marine resource assessments
Economics

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Newton and Leibniz:
Fathers of differential calculus
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Laplace:
Inverse probability /
Baysesian statistics

Funding

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Project goals

To develop efficient computational methods for statistical model fitting. The three cornerstones of the approach are:
  • Latent variable models
  • Automatic differentiation
  • Laplace approximation
  • Bias correction