I will be hosting a variety of Zoom lectures and workshops starting Tuesday. The first one will be presented by the estimagic team. Economics has been hampered by the fractured collection of software tools typically used by economists, the lack of free software designed to solve their problems, and the absence of organized efforts to train young economists in modern computational tools and methods. Janos, Tim and Sebastian are building the estimagic package which aims to make good solvers accessible to economists and others who want to solve statistical problems. I am working with them to expand the collection of solvers in estimagic along with illustrative examples. This project has tremendous potential. I invite you to take a look at estimagic in this workshop.
Title: Practical nonlinear optimization and estimation with scipy and estimagic
Presenters: Janos Gabler, Tim Mensinger and Sebastian Gsell (University of Bonn)
Tuesday, August 2, 2022: 10am-3pm (PST)
Abstract: This workshop shows how to use the Python libraries scipy and estimagic to tackle complex numerical optimization problems that arise in statistics and econometrics. estimagic provides a unified interface to an extensive collection of numerical optimizers. It comes with powerful features such as plotting and diagnostic tools. The important concepts are explained using live-coding examples. Detailed knowledge of Python is not needed; you only need to be able to read pseudo-code.
Join from PC, Mac, Linux, iOS or Android: https://stanford.zoom.us/j/96245142747?pwd=cTlYVjhmVkhVTVMrbmFNSVRhczRDZz09
Feel free to forward this to other graduate students you may think would be interested.
This was a tutorial at a SciPy 2022 presentation: https://www.scipy2022.scipy.org/tutorials-schedule. The slides are available at https://tinyurl.com/stanford-estimagic-workshop.