Supplement to “ Merging simulation and projection approaches to solve high - dimensional problems with an application to a new Keynesian model ”
نویسندگان
چکیده
Appendix A: Properties of EDS grids In this appendix, we characterize the dispersion of points, the number of points, and the degree of uniformity of the constructed EDS. Also, we discuss the relation of our results to recent mathematical literature. A.1 Dispersion of points in EDS grids We borrow the notion of dispersion from the literature on quasi-Monte Carlo optimization methods; see, for example, Niederreiter (1992, p. 148) for a review. Dispersion measures are used to characterize how dense a given set of points is in a given area of the state space.
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