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.

Variational Inference and 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.