Simon Scheidegger

According to our database, Simon Scheidegger authored at least 10 papers between 2015 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2024

Algorithm 1042: Sparse Precision Matrix Estimation with SQUIC.

Aryan Eftekhari, Lisa Gaedke-Merzhäuser, Dimosthenis Pasadakis, Matthias Bollhöfer, Simon Scheidegger, Olaf Schenk

ACM Trans. Math. Softw., June, 2024

Building Interpretable Climate Emulators for Economics.

Aryan Eftekhari, Doris Folini, Aleksandra Friedl, Felix Kübler, Simon Scheidegger, Olaf Schenk

CoRR, 2024

2023

Uniformly self-justified equilibria.

Felix Kubler, Simon Scheidegger

J. Econ. Theory, September, 2023

2022

High-Dimensional Dynamic Stochastic Model Representation.

Aryan Eftekhari, Simon Scheidegger

SIAM J. Sci. Comput., 2022

2021

Block-enhanced precision matrix estimation for large-scale datasets.

Aryan Eftekhari, Dimosthenis Pasadakis, Matthias Bollhöfer, Simon Scheidegger, Olaf Schenk

J. Comput. Sci., 2021

2019

Large-scale Sparse Inverse Covariance Matrix Estimation.

Matthias Bollhöfer, Aryan Eftekhari, Simon Scheidegger, Olaf Schenk

SIAM J. Sci. Comput., 2019

Machine learning for high-dimensional dynamic stochastic economies.

Simon Scheidegger, Ilias Bilionis

J. Comput. Sci., 2019

2018

Rethinking large-scale Economic Modeling for Efficiency: Optimizations for GPU and Xeon Phi Clusters.

Simon Scheidegger, Dmitry Mikushin, Felix Kubler, Olaf Schenk

Proceedings of the 2018 IEEE International Parallel and Distributed Processing Symposium, 2018

2017

Parallelized Dimensional Decomposition for Large-Scale Dynamic Stochastic Economic Models.

Aryan Eftekhari, Simon Scheidegger, Olaf Schenk

Proceedings of the Platform for Advanced Scientific Computing Conference, 2017

2015

Scalable high-dimensional dynamic stochastic economic modeling.

Johannes Brumm, Dmitry Mikushin, Simon Scheidegger, Olaf Schenk

J. Comput. Sci., 2015