all.bib

% a do-nothing command that serves a purpose
@preamble{ " \newcommand{\noop}[1]{} " }

@misc{carpenter:2018,
  author = {Carpenter, Bob},
  year = {2018},
  month = {July},
  title = {A new continuation-based autodiff by refactoring},
  howpublished = {Stan developer forums},
  url = {https://discourse.mc-stan.org/t/5037}
}

@incollection{giles:2008,
  title={Collected matrix derivative results for forward and reverse
    mode algorithmic differentiation},
  author={Giles, Mike B},
  edtior = {Bischof, Christian H. and and B\"uckner, Martin and
    Hovland, Paul and Naumann, Uwe and Utke, Jean},
  booktitle={Advances in Automatic Differentiation},
  series = {Lecture Notes in Computational Science and Engineering},
  volume = {64},
  pages ={35--44},
  year={2008},
  publisher={Springer}
}

@techreport{giles:2008b,
  title={An extended collection of matrix derivative results for
         forward and reverse mode automatic differentiation},
  author={Giles, Mike B},
  year={2008},
  month={Janary},
  institution = {Oxford University},
  group = {Computing Laboratory},
  number = {Report 08/01}
}

@MISC{gunnebaud:2020,
  author = {Guennebaud, Ga\"{e}l and Jacob, Beno\^{i}t and others},
  title = {Eigen Version 3},
  url = {http://eigen.tuxfamily.org},
  howpublished = {Web site},
  year = {2020}
}

@article{kucukelbir:2017,
  title={Automatic differentiation variational inference},
  author={Kucukelbir, Alp and Tran, Dustin and Ranganath, Rajesh and Gelman, Andrew and Blei, David M},
  year={2017},
  journal={The Journal of Machine Learning Research},
  volume={18},
  number={1},
  pages={430--474}
}

@book{magnus:2019,
  title = {Matrix differential calculus with applications in statistics and econometrics},
  edition = {Third Edition},
  author = {Magnus, Jan R and Neudecker, Heinz},
  year = {2019},
  publisher = {John Wiley \& Sons}
}

@article{mohamed:2019,
  title={Monte carlo gradient estimation in machine learning},
  author={Mohamed, Shakir and Rosca, Mihaela and Figurnov, Michael and Mnih, Andriy},
  journal={arXiv},
  number = {1906.10652},
  year={2019}
}

@article{qin:2000,
  title={A direct optimization approach to hidden {M}arkov modeling
         for single channel kinetics},
  author={Qin, Feng and Auerbach, Anthony and Sachs, Frederick},
  journal={Biophysical journal},
  volume={79},
  number={4},
  pages={1915--1927},
  year={2000}
}

@misc{vandevoorde:2017,
  title={C++ Templates: The Complete Guide},
  author={Vandevoorde, David and Josuttis, Nicolai M and Gregor, Douglas},
  year={2017},
  edition = {Second Edition},
  publisher={Addison-Wesley}
}

@article{wei:1990,
  title={A {M}onte {C}arlo implementation of the {EM} algorithm and the
         poor man's data augmentation algorithms},
  author={Wei, Greg CG and Tanner, Martin A},
  year={1990},
  journal={Journal of the American Statistical Association},
  volume={85},
  number={411},
  pages={699--704}
}