Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Fast derivatives of likelihood functionals for ODE based models using
  adjoint-state method   We consider time series data modeled by ordinary differential equations
(ODEs), widespread models in physics, chemistry, biology and science in
general. The sensitivity analysis of such dynamical systems usually requires
calculation of various derivatives with respect to the model parameters.
  We employ the adjoint state method (ASM) for efficient computation of the
first and the second derivatives of likelihood functionals constrained by ODEs
with respect to the parameters of the underlying ODE model. Essentially, the
gradient can be computed with a cost (measured by model evaluations) that is
independent of the number of the ODE model parameters and the Hessian with a
linear cost in the number of the parameters instead of the quadratic one. The
sensitivity analysis becomes feasible even if the parametric space is
high-dimensional.
  The main contributions are derivation and rigorous analysis of the ASM in the
statistical context, when the discrete data are coupled with the continuous ODE
model. Further, we present a highly optimized implementation of the results and
its benchmarks on a number of problems.
  The results are directly applicable in (e.g.) maximum-likelihood estimation
or Bayesian sampling of ODE based statistical models, allowing for faster, more
stable estimation of parameters of the underlying ODE model.

37
The categories of this paper are: supr-con
15
The categories of this paper are: nucl-ex
29
The categories of this paper are: funct-an
34
The categories of this paper are: chem-ph
4
The categories of this paper are: cond-mat
32
The categories of this paper are: atom-ph
11
The categories of this paper are: hep-lat
27
The categories of this paper are: comp-gas
26
The categories of this paper are: bayes-an
31
The categories of this paper are: ao-sci
9
The categories of this paper are: nlin
6
The categories of this paper are: astro-ph
33
The categories of this paper are: plasm-ph
2
The categories of this paper are: math
23
The categories of this paper are: solv-int
0
The categories of this paper are: hep-ph