Dmitri Goloubentsev, Evgeny Lakshtanov and Vladimir Piterbarg explain in mathematical terms, and demonstrate using a simple example, how the automatic implicit function theorem, a special version of ...

Until now we have considered methods for computing derivatives that work directly on the function being differentiated. However, this is not always possible. For example, if the function can only be ...

Automatic differentiation is a transformation of the computational graph associated with the algorithmic implementation of a mathematical function. It breaks it down into atomistic primitive ...