Maliar

Results: 27



#Item
11Markov chain / Invariant measure / Stochastic process / Algorithm / Ergodicity / Economic model / Alexandra Bellow / Statistics / Mathematical analysis / Ergodic theory

NBER WORKING PAPER SERIES MERGING SIMULATION AND PROJECTION APPROACHES TO SOLVE HIGH-DIMENSIONAL PROBLEMS Kenneth L. Judd Lilia Maliar

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Source URL: stanford.edu

Language: English - Date: 2012-11-08 22:51:46
12Numerical analysis / Data analysis / Multivariate statistics / Cluster analysis / Numerical integration / Ergodic theory / K-means clustering / Monte Carlo method / Gauss–Hermite quadrature / Statistics / Applied mathematics / Probability and statistics

NBER WORKING PAPER SERIES A CLUSTER-GRID PROJECTION METHOD: SOLVING PROBLEMS WITH HIGH DIMENSIONALITY Kenneth L. Judd Lilia Maliar

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Source URL: stanford.edu

Language: English - Date: 2010-08-27 18:08:38
13Journal of Economic Dynamics and Control / Review of Economic Dynamics / Computational economics / Heterogeneity in economics / Macroeconomic model / Economic model / Economics / Fellows of the Econometric Society / Kenneth Judd

SERGUEI MALIAR July 30, 2013 Office 249, Department of Economics Stanford, CA[removed], USA

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Source URL: stanford.edu

Language: English - Date: 2013-08-30 23:18:59
14Cluster analysis / Machine learning / Data mining / Ergodic theory / Principal component analysis / Hierarchical clustering / Algorithm / Computer cluster / Statistics / Multivariate statistics / Data analysis

A Cluster-Grid Algorithm: Solving Problems With High Dimensionality∗ Kenneth L. Judd, Lilia Maliar and Serguei Maliar August 11, 2011 Abstract

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Source URL: stanford.edu

Language: English - Date: 2011-08-11 16:22:36
15Mathematical analysis / Systems theory / Bellman equation / Control theory / Dynamic programming / Integral / Differential equation / Numerical integration / Polynomial / Mathematics / Equations / Mathematical optimization

NBER WORKING PAPER SERIES HOW TO SOLVE DYNAMIC STOCHASTIC MODELS COMPUTING EXPECTATIONS JUST ONCE Kenneth L. Judd Lilia Maliar

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Source URL: stanford.edu

Language: English - Date: 2011-10-06 13:26:04
16Maliar / Surnames / Monte Carlo integration / Curse of dimensionality / Algorithm / Ergodic theory / Asia / Numerical analysis / Mathematics / Applied mathematics

Merging Simulation and Projection Approaches to Solve High-Dimensional Problems Kenneth L. Judd, Lilia Maliar and Serguei Maliar Stanford University, 2012

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Source URL: stanford.edu

Language: English - Date: 2012-11-08 23:41:32
17Applied mathematics / Sparse grid / Interpolation / Polynomial / Chebyshev polynomials / Lagrange polynomial / Numerical analysis / Mathematical analysis / Mathematics

NBER WORKING PAPER SERIES SMOLYAK METHOD FOR SOLVING DYNAMIC ECONOMIC MODELS: LAGRANGE INTERPOLATION, ANISOTROPIC GRID AND ADAPTIVE DOMAIN Kenneth L. Judd Lilia Maliar

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Source URL: stanford.edu

Language: English - Date: 2013-08-16 17:32:57
18Mathematical analysis / Systems theory / Bellman equation / Control theory / Dynamic programming / Integral / Differential equation / Numerical integration / Polynomial / Mathematics / Equations / Mathematical optimization

NBER WORKING PAPER SERIES HOW TO SOLVE DYNAMIC STOCHASTIC MODELS COMPUTING EXPECTATIONS JUST ONCE Kenneth L. Judd Lilia Maliar

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Source URL: stanford.edu

Language: English - Date: 2011-10-06 13:25:52
19Ergodic theory / Maliar / Stochastic simulation / Statistics / Asia / Demographics of Pakistan / Stochastic processes / Operations research / Simulation

Numerically Stable and Accurate Stochastic Simulation Approaches for Solving Dynamic Economic Models Kenneth L. Judd, Lilia Maliar and Serguei Maliar QUANTITATIVE ECONOMICS (forthcoming) July 1, 2011

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Source URL: stanford.edu

Language: English - Date: 2011-09-01 00:19:52
20Journal of Economic Dynamics and Control / Barcelona Graduate School of Economics / Heterogeneity in economics / Macroeconomic model / Review of Economic Dynamics / Computational economics / Economic model / Economics / Fellows of the Econometric Society / Kenneth Judd

August 30, 2013 LILIA MALIAR Office 249, Department of Economics Stanford, CA[removed], USA

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Source URL: stanford.edu

Language: English - Date: 2013-08-30 23:04:54
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