9,647 research outputs found
Equivalence-Checking on Infinite-State Systems: Techniques and Results
The paper presents a selection of recently developed and/or used techniques
for equivalence-checking on infinite-state systems, and an up-to-date overview
of existing results (as of September 2004)
A Sparse Multi-Scale Algorithm for Dense Optimal Transport
Discrete optimal transport solvers do not scale well on dense large problems
since they do not explicitly exploit the geometric structure of the cost
function. In analogy to continuous optimal transport we provide a framework to
verify global optimality of a discrete transport plan locally. This allows
construction of an algorithm to solve large dense problems by considering a
sequence of sparse problems instead. The algorithm lends itself to being
combined with a hierarchical multi-scale scheme. Any existing discrete solver
can be used as internal black-box.Several cost functions, including the noisy
squared Euclidean distance, are explicitly detailed. We observe a significant
reduction of run-time and memory requirements.Comment: Published "online first" in Journal of Mathematical Imaging and
Vision, see DO
Bayesian analysis of DSGE models
This paper reviews Bayesian methods that have been developed in recent years to estimate and evaluate dynamic stochastic general equilibrium (DSGE) models. We consider the estimation of linearized DSGE models, the evaluation of models based on Bayesian model checking, posterior odds comparisons, and comparisons to vector autoregressions, as well as the nonlinear estimation based on a second-order accurate model solution. These methods are applied to data generated from correctly specified and misspecified linearized DSGE models, and a DSGE model that was solved with a second-order perturbation method.Macroeconomics ; Vector autoregression
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