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rikkajounin t1_isxk23o wrote

Very interesting work!

What about doing the same with reverse mode AD? Are there some issues in this case?

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ChrisRackauckas OP t1_isxmv6s wrote

We mentioned at the end of the paper that reverse mode requires smoothing in a way that works but indices a bias (except in some cases like the particle filter). This is something we will be looking deeper into.

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