C++ Stochastic Automatic Differentiation (Q6483047): Difference between revisions

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Latest revision as of 22:57, 11 June 2025

Software published at Zenodo repository.
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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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