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~institution:"Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA"
~institution:"National Bureau of Economic Research"
~person:"Perla, Jesse"
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Perla, Jesse
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Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA
National Bureau of Economic Research
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Exploiting Symmetry in High-Dimensional Dynamic Programming
Kahou, Mahdi Ebrahimi
;
Fernández-Villaverde, Jesús
; …
-
National Bureau of Economic Research
-
2021
) constructing a concentration of measure to calculate high-dimensional expectations using a single Monte
Carlo
draw from the …
Persistent link: https://www.econbiz.de/10012599271
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2
Differentiable State-Space Models and Hamiltonian Monte
Carlo
Estimation
Childers, David
;
Fernández-Villaverde, Jesús
;
Perla, Jesse
-
National Bureau of Economic Research
-
2022
combination of differentiable state-space models and the Hamiltonian Monte
Carlo
(HMC) sampler. First, we introduce a method for …
Persistent link: https://www.econbiz.de/10013435135
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