Archimedean Copula Inference via Taylor-Mode AD

No existing nested Archimedean copula tool handles all three of (a) arbitrary per-variable (right-)censoring in survival analysis, (b) arbitrary nesting trees, and (c) exact parameter gradients. Existing implementations handle only bivariate problems, low dimensional (i.e., $d \leq 10$) cases, two layers of nesting, or only hand-derived copula nestings. We present acopula, a JAX-native framework that, given any Archimedean generator—classical or neural—evaluates exact nested-copula likelihoods and parameter gradients under arbitrary censoring masks in polynomial time. The mechanism is polynomial powering of Taylor-mode automatic differentiation output, which replaces per-family hand-derived partial Bell polynomial tables with a single differentiable computation that any user-defined generator can drive. We conduct extensive simulations to verify the correctness of acopula. We then demonstrate (a) per-variable censoring on $85,229$ MIMIC-IV ICU admissions in high dimensions with $d=53$, fit by both classical Archimedean families and nested neural Archimedean copulas; (b) an 11-sector hierarchical model on S&P 500 daily returns at $d=98$; (c) family-agnostic censored MLE across ten families, five of them with no prior implementation, on a retinopathy study; and (d) a $\sim650\times$ per-density speedup over R's nacLL at $d=35$, scaling quadratically to $d=8,000$.