Search Results - subject:"APPROXIMATION"

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Computing Bayes : Bayesian computation from 1763 to the 21st century

Martin, Gael M.; Frazier, David T.; Robert, Christian P. - 2020

Persistent link: https://www.econbiz.de/10012607643

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A Hands-on Machine Learning Primer for Social Scientists: Math, Algorithms and Code

Askitas, Nikos - 2024

pivotal Universal Approximation Theorem—an essential "existence theorem". The exposition extends to the algorithmic …

Persistent link: https://www.econbiz.de/10014567597

Simple estimation of semiparametric models with measurement errors

Evdokimov, Kirill S.; Zeleneev, Andrei - 2024

We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...

Persistent link: https://www.econbiz.de/10014581781

Generalized optimization algorithms for complex models

Martinoli, Mario; Seri, Raffaello; Corsi, Fulvio - 2024

stochastic approximation schemes and inexact Newton methods. Building on these results, we put forward a new optimization scheme … of the GINM. The results apply to both deterministic and stochastic approximation schemes, and are particular effective …

Persistent link: https://www.econbiz.de/10015045957