Estimating Sequential-move Games by a Recursive Conditioning Simulator

Sequential decision-making is a noticeable feature of strategic interactions among agents. The full estimation of sequential games, however, has been challenging due to the sheer computational burden, especially when the game is large and asymmetric. In this paper, I propose an estimation method for discrete choice sequential games that is computationally feasible, easy-to-implement, and e¢ cient, by modifying the Geweke-Hajivassiliou-Keane (GHK) simulator, the most widely used probit simulator. I show that the recursive nature of the GHK simulator is easily dovetailed with the sequential structure of strategic interactions.

An error estimate of Gaussian Recursive Filter in 3Dvar problem

Computational kernel of the three-dimensional variational data assimilation (3D-Var) problem is a linear system, generally solved by means of an iterative method. The most costly part of each iterative step is a matrix-vector product with a very large covariance matrix having Gaussian correlation structure. This operation may be interpreted as a Gaussian convolution, that is a very expensive numerical kernel. Recursive Filters (RFs) are a well known way to approximate the Gaussian convolution and are intensively applied in the meteorology, in the oceanography and in forecast models. In this paper, we deal with an oceanographic 3D-Var data assimilation scheme, named OceanVar, where the linear system is solved by using the Conjugate Gradient (GC) method by replacing, at each step, the Gaussian convolution with RFs. Here we give theoretical issues on the discrete convolution approximation with a first order (1st-RF) and a third order (3rd-RF) recursive filters. Numerical experiments confirm given error bounds and show the benefits, in terms of accuracy and performance, of the 3-rd RF.Comment: 9 page

PixColor: Pixel Recursive Colorization

We propose a novel approach to automatically produce multiple colorized versions of a grayscale image. Our method results from the observation that the task of automated colorization is relatively easy given a low-resolution version of the color image. We first train a conditional PixelCNN to generate a low resolution color for a given grayscale image. Then, given the generated low-resolution color image and the original grayscale image as inputs, we train a second CNN to generate a high-resolution colorization of an image. We demonstrate that our approach produces more diverse and plausible colorizations than existing methods, as judged by human raters in a "Visual Turing Test"