# SMC Reading group
Fortnightly from 11am to 12.15pm Paris time on [Zoom](https://essec.zoom.us/j/97578543883)
## 7 October 2021 (Led by Nicolas Chopin)
Dennis Prangle. Distilling importance sampling [[Link]](https://arxiv.org/abs/1910.03632)

## 21 October 2021 (Led by Jeremy Heng)
Jiequn Han, Arnulf Jentzen, and Weinan E. Solving high-dimensional partial differential equations using deep learning. [[Link]](https://www.pnas.org/content/115/34/8505)

## 4 November 2021 (Led by Andras Fulop)
Lilia Maliar, Serguei Maliar and Pablo Winant. Deep learning for solving dynamic economic models. [[Link]](https://www.sciencedirect.com/science/article/abs/pii/S0304393221000799)

Also note concurrent work in
Azinovic, Marlon, Luca Gaegauf, and Simon Scheidegger. "Deep equilibrium nets." [[Link]](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3393482)

## 2 December 2021 (Led by Nicolas Chopin)
Francesca R. Crucinio, Arnaud Doucet, and Adam M. Johansen (2021): A Particle Method for Solving Fredholm Equations of the First Kind. [[Link]](https://www.tandfonline.com/doi/pdf/10.1080/01621459.2021.1962328)

## 16 December 2021 (Led by Patrick Tang)
Juan Antolin-Diaz, Thomas Drechsel and Ivan Petrella. Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data. [[Link]](http://econweb.umd.edu/~drechsel/papers/advances.pdf)

## 14 January 2022 (Led by Jeremy Heng)
Patrick Cheridito and Balint Gersey. Computation of conditional expectations with guarantees. [[Link]](https://arxiv.org/abs/2112.01804)

## 28 January 2022 (Led by Kossi Gnameho)
Petr Mokrov et al. Large-Scale Wasserstein Gradient Flows [[Link]](https://arxiv.org/abs/2106.00736)

## 11 February 2022 (Led by Andras Fulop)
Achdou,Han,Lasry,Lions and Moll: Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach. [[Link]](https://benjaminmoll.com/wp-content/uploads/2019/07/HACT.pdf)