C++ Stochastic Automatic Differentiation (Q596)
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Software published at Zenodo repository.
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | C++ Stochastic Automatic Differentiation |
Software published at Zenodo repository. |
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22 March 2024
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This is a small C++ library for direct sampling of directional derivatives of piecewise differentiable parametrized stochastic programs. It includes some examples from chemical reaction kinetics.
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