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Wednesday, June 29 • 10:50am - 10:55am
madness: multivariate automatic differentiation in R

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The madness package provides a class for automatic differentiation of `multivariate' operations via forward accumulation. `Multivariate' means the class computes the derivative of a vector or matrix or multidimensional array (or scalar) with respect to a scalar, vector, matrix, or multidimensional array. The primary intended use of this class is to support the multivariate delta method for performing inference on multidimensional quantities.

Moderators
avatar for Joseph Rickert

Joseph Rickert

Program Manager, Microsoft
Joseph is a Program Manager at Microsoft having come to Microsoft with the acquisition of Revolution Analytics. He is a data scientist and R language evangelist passionate about analyzing data and teaching people about R. He is a regular contributor to the Revolutions blog and an organizer of the Bay Area R Users Group. Joseph is a long-time Silicon Valley start-up guy with experience building statistical models in industries as diverse as... Read More →

Speakers
SE

Steven Elliot Pav

Gilgamath Consulting


Wednesday June 29, 2016 10:50am - 10:55am
SIEPR 120 366 Galvez St, Stanford, CA 94305

Attendees (70)