Using Wasserstein Generative Adversarial Networks for the design of Monte Carlo simulations
利用 Wasserstein 生成对抗网络设计蒙特卡洛模拟
When researchers develop new econometric methods it is common practice to compare the performance of the new methods to those of existing methods in Monte Carlo studies. The credibility of such Monte Carlo studies is often limited because of the discretion the researcher has in choosing the Monte Carlo designs reported. To improve the credibility we propose using a class of generative models that has recently been developed in the machine learning literature, termed…