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It is a significant challenge to design probabilistic programming systems that can accommodate a wide variety of inference strategies within a unified framework. Noting that the versatility of modern automatic differentiation frameworks is…

Machine Learning · Statistics 2020-03-12 Fritz Obermeyer , Eli Bingham , Martin Jankowiak , Du Phan , Jonathan P. Chen

We discuss the functional lazy techniques in generation and handling of arbitrarily long sequences of derivatives of numerical expressions in one ``variable''; the domain to which the paper belongs is usually nicknamed ``Automatic…

Programming Languages · Computer Science 2025-01-24 Jerzy Karczmarczuk

The main outcomes of the paper are divided into two parts. First, we present a new dual for quadratic programs, in which, the dual variables are affine functions, and we prove strong duality. Since the new dual is intractable, we consider a…

Optimization and Control · Mathematics 2019-01-31 Moslem Zamani

Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…

Chaotic Dynamics · Physics 2007-05-23 Igor Chueshov , Jinqiao Duan , Bjorn Schmalfuss

Backpropagation is a classic automatic differentiation algorithm computing the gradient of functions specified by a certain class of simple, first-order programs, called computational graphs. It is a fundamental tool in several fields, most…

Logic in Computer Science · Computer Science 2019-11-07 Alois Brunel , Damiano Mazza , Michele Pagani

The notion of a real-valued function is central to mathematics, computer science, and many other scientific fields. Despite this importance, there are hardly any positive results on decision procedures for predicate logical theories that…

Logic in Computer Science · Computer Science 2025-04-30 Stefan Ratschan

The differentiable programming paradigm is a cornerstone of modern scientific computing. It refers to numerical methods for computing the gradient of a numerical model's output. Many scientific models are based on differential equations,…

Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…

Dynamical Systems · Mathematics 2016-08-16 Igor Chueshov , Jinqiao Duan , Björn Schmalfuß

We present semantic correctness proofs of forward-mode Automatic Differentiation (AD) for languages with sources of partiality such as partial operations, lazy conditionals on real parameters, iteration, and term and type recursion. We…

Programming Languages · Computer Science 2024-05-28 Matthijs Vákár

We show that Automatic Differentiation (AD) operators can be provided in a dynamic language without sacrificing numeric performance. To achieve this, general forward and reverse AD functions are added to a simple high-level dynamic…

Programming Languages · Computer Science 2016-11-11 Jeffrey Mark Siskind , Barak A. Pearlmutter

Most numerical solvers used to determine free variables of dynamical systems rely on first-order derivatives of the state of the system w.r.t. the free variables. The number of the free variables can be fairly large. One of the approaches…

Mathematical Software · Computer Science 2019-05-27 Ivan Dolgakov , Dmitry Pavlov

This paper presents our work toward correct and efficient automatic differentiation of OpenMP parallel worksharing loops in forward and reverse mode. Automatic differentiation is a method to obtain gradients of numerical programs, which are…

Mathematical Software · Computer Science 2021-11-04 Jan Hückelheim , Laurent Hascoët

In this work we use the tensorial language developed in [8] and [9] to differentiate functions of eigenvalues of symmetric matrices. We describe the formulae for the k-th derivative of such functions in two cases. The first case concerns…

Optimization and Control · Mathematics 2007-05-23 Hristo S. Sendov

Algorithmic differentiation (AD) allows exact computation of derivatives given only an implementation of an objective function. Although many AD tools are available, a proper and efficient implementation of AD methods is not…

Mathematical Software · Computer Science 2018-07-27 Filip Šrajer , Zuzana Kukelova , Andrew Fitzgibbon

A construction of fully abstract typed models for PCF and PCF^+ (i.e., PCF + "parallel conditional function"), respectively, is presented. It is based on general notions of sequential computational strategies and wittingly consistent…

Logic in Computer Science · Computer Science 2015-07-01 Vladimir Sazonov

Based on a class of associative algebras with zero-divisors which are called real-like algebras by us, we introduce a way of defining automatic differentiation and present different ways of doing automatic differentiation to compute the…

Numerical Analysis · Mathematics 2020-06-16 Keqin Liu

The software tool GRworkbench is an ongoing project in visual, numerical General Relativity at The Australian National University. Recently, the numerical differential geometric engine of GRworkbench has been rewritten using functional…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Andrew J. Moylan , Susan M. Scott , Antony C. Searle

We give a domain-theoretic semantics to a statistical programming language, using the plain old category of dcpos, in contrast to some more sophisticated recent proposals. Remarkably, our monad of minimal valuations is commutative, which…

Logic in Computer Science · Computer Science 2021-09-14 Jean Goubault-Larrecq , Xiaodong Jia , Clément Théron

In order to describe more complex problem using the concept of fractional derivatives, we introduce in this paper the concept of fractional derivatives with orders. The new definitions are based upon the concept of power law together with…

Classical Analysis and ODEs · Mathematics 2016-04-19 Abdon Atangana

In recent times, functional data analysis (FDA) has been successfully applied in the field of high dimensional data classification. In this paper, we present a novel classification framework using functional data and classwise Principal…

Machine Learning · Statistics 2021-06-29 Avishek Chatterjee , Satyaki Mazumder , Koel Das
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