Efficient Hessian computation using sparse matrix derivatives in RAM notation
نویسندگان
چکیده
منابع مشابه
Efficient Hessian computation using sparse matrix derivatives in RAM notation.
This article proposes a new, more efficient method to compute the minus two log likelihood, its gradient, and the Hessian for structural equation models (SEMs) in reticular action model (RAM) notation. The method exploits the beneficial aspect of RAM notation that the matrix derivatives used in RAM are sparse. For an SEM with K variables, P parameters, and P' entries in the symmetrical or asymm...
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ژورنال
عنوان ژورنال: Behavior Research Methods
سال: 2013
ISSN: 1554-3528
DOI: 10.3758/s13428-013-0384-4