Stefan Sedlmair

Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics

Theresienstrasse 39

Munich

Germany

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Scholarly Papers (1)

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Stochastic Automatic Differentiation: Efficient Tapeless Implementation of Automatic Differentiation for Monte-Carlo Simulations

Posted: 01 Aug 2017
Christian P. Fries and Stefan Sedlmair
Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics and Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics

Abstract:

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Automatic Differentiation, Adjoint Automatic Differentiation Monte Carlo Simulation, Object Oriented Implementation