SMC Reading group

Fortnightly from 11am to 12.15pm Paris time on Zoom

7 October 2021 (Led by Nicolas Chopin)

Dennis Prangle. Distilling importance sampling [Link]

Jiequn Han, Arnulf Jentzen, and Weinan E. Solving high-dimensional partial differential equations using deep learning. [Link]

Lilia Maliar, Serguei Maliar and Pablo Winant. Deep learning for solving dynamic economic models. [Link]

Also note concurrent work in
Azinovic, Marlon, Luca Gaegauf, and Simon Scheidegger. "Deep equilibrium nets." [Link]

Francesca R. Crucinio, Arnaud Doucet, and Adam M. Johansen (2021): A Particle Method for Solving Fredholm Equations of the First Kind. [Link]

Juan Antolin-Diaz, Thomas Drechsel and Ivan Petrella. Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data. [Link]

Patrick Cheridito and Balint Gersey. Computation of conditional expectations with guarantees. [Link]

Petr Mokrov et al. Large-Scale Wasserstein Gradient Flows [Link]

Achdou,Han,Lasry,Lions and Moll: Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach. [Link]