Consider a joint cumulant of derivatives of the log likelihood function. This cumulant will depend on the parameter of the model, and it is proved that its derivative with respect to the parameter is ...

The input argument fun refers to an IML module that specifies a function that returns f, a vector of length m for least-squares subroutines or a scalar for other optimization subroutines. The returned ...

This is a preview. Log in through your library . Abstract Motivated by infinitesimal perturbation analysis (IPA) and the likelihood ratio (LR) method, we derive a new unbiased stochastic derivative ...