rikkajounin t1_isxk23o wrote
Very interesting work!
What about doing the same with reverse mode AD? Are there some issues in this case?
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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