Inhalt: The lecture "Stochastic Approximation" is aimed at Master's students who have a sound basic knowledge of probability theory including martingale theory. The lecture is concerned with ...
The stochastic approximation EM (SAEM) algorithm is a simulation-based alternative to the expectation/maximization (EM) algorithm for situations when the E-step is ...
This article describes three approximation methods I used to solve the growth model (Model 1) studied by the National Bureau of Economic Research's nonlinear rational-expectations-modeling group ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback