sparseHessianFD: An R Package for Estimating Sparse Hessian Matrices
Sparse Hessian matrices occur often in statistics, and their fast and accurate estimation can improve efficiency of numerical optimization and sampling algorithms. By exploiting the known sparsity pattern of a Hessian, methods in the sparseHessianFD package require many fewer function or gradient ev...
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| 主要作者: | |
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| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
Foundation for Open Access Statistics
2017-12-01
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| 叢編: | Journal of Statistical Software |
| 主題: | |
| 在線閱讀: | https://www.jstatsoft.org/index.php/jss/article/view/2717 |
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