Publications under the project
Latent variable models handled with optimization
aided by automatic differentiation;
application to marine resource assessments
Skaug (2002) Automatic differentiation to facilitate maximum likelihood estimation in
nonlinear random effects models Journal of Computational and Graphical Statistics
11 p. 458-470.
Skaug and Fournier (2004) Automatic Evaluation of the Marginal Likelihood in Nonlinear Hierarchical Models
(pdf-file).