Imputing Data with Transformers

This paper uses a transformer neural network model to perform imputation of missing data. The method returns a distribution which allows for easy marginalization which can allow for statistically efficient analysis when combined with a model for inference.

Simulation Based Maximum Likelihood Estimation

This paper introduces a novel, fast, and robust method to perform maximum likelihood estimation without using a likelihood function and only relying on samples generated from the model.

Variational Inference for Fast Bayesian DSGE Estimation

This paper demonstrates how to use variational inference as well as a flexible variational family that allows fast estimation of DSGE models, which roughly reduces computation time by a factor of 100 compared to Markov chain Monte Carlo.