3 citations · 6 across the 17 of their papers we have counts for
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econ.EM2019
Maximum Approximated Likelihood Estimation
Michael Griebel, Florian Heiss, Jens Oettershagen +1
Empirical economic research frequently applies maximum likelihood estimation in cases where the likelihood function is analytically intractable. Most of the theoretical literature…
math.NA2019
On the Numerical Approximation of the Karhunen-Loève Expansion for Lognormal Random Fields
Michael Griebel, Guanglian Li
The Karhunen-Loève (KL) expansion is a popular method for approximating random fields by transforming an infinite-dimensional stochastic domain into a finite-dimensional parameter…
math.NA2019
Analysis of tensor approximation schemes for continuous functions
Michael Griebel, Helmut Harbrecht
In this article, we analyze tensor approximation schemes for continuous functions. We assume that the function to be approximated lies in an isotropic Sobolev space and discuss the…