Skip to content
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
31 commits
Select commit Hold shift + click to select a range
dddf5bb
Update translation: lectures/aiyagari_egm.md
mmcky Aug 18, 2026
e8d6ac8
Update translation: .translate/state/aiyagari_egm.md.yml
mmcky Aug 18, 2026
22a7316
Update translation: lectures/ar1_bayes.md
mmcky Aug 18, 2026
1a906fd
Update translation: .translate/state/ar1_bayes.md.yml
mmcky Aug 18, 2026
5ae98d2
Update translation: lectures/back_prop.md
mmcky Aug 18, 2026
601d30c
Update translation: .translate/state/back_prop.md.yml
mmcky Aug 18, 2026
74cf140
Update translation: lectures/ifp_advanced.md
mmcky Aug 18, 2026
4aed57e
Update translation: .translate/state/ifp_advanced.md.yml
mmcky Aug 18, 2026
fe06479
Update translation: lectures/ifp_egm.md
mmcky Aug 18, 2026
9a902b0
Update translation: .translate/state/ifp_egm.md.yml
mmcky Aug 18, 2026
a9404ce
Update translation: lectures/ifp_egm_transient_shocks.md
mmcky Aug 18, 2026
3a2165a
Update translation: .translate/state/ifp_egm_transient_shocks.md.yml
mmcky Aug 18, 2026
70bf78a
Update translation: lectures/lake_model.md
mmcky Aug 18, 2026
4e0ab9e
Update translation: .translate/state/lake_model.md.yml
mmcky Aug 18, 2026
eb56b03
Update translation: lectures/mccall_fitted_vfi.md
mmcky Aug 18, 2026
cdbf21e
Update translation: .translate/state/mccall_fitted_vfi.md.yml
mmcky Aug 18, 2026
0270960
Update translation: lectures/mccall_model.md
mmcky Aug 18, 2026
422a473
Update translation: .translate/state/mccall_model.md.yml
mmcky Aug 18, 2026
371820f
Update translation: lectures/mccall_model_with_sep_markov.md
mmcky Aug 18, 2026
b4c52bf
Update translation: .translate/state/mccall_model_with_sep_markov.md.yml
mmcky Aug 18, 2026
30544c7
Update translation: lectures/mccall_persist_trans.md
mmcky Aug 18, 2026
2c24c4f
Update translation: .translate/state/mccall_persist_trans.md.yml
mmcky Aug 18, 2026
71ed763
Update translation: lectures/newton_method.md
mmcky Aug 18, 2026
7522987
Update translation: .translate/state/newton_method.md.yml
mmcky Aug 18, 2026
624feb6
Update translation: lectures/os_egm_jax.md
mmcky Aug 18, 2026
0072d3a
Update translation: .translate/state/os_egm_jax.md.yml
mmcky Aug 18, 2026
8f9b09c
Update translation: lectures/unemployment_linear.md
mmcky Aug 18, 2026
c46d739
Update translation: .translate/state/unemployment_linear.md.yml
mmcky Aug 18, 2026
fbfcade
Update translation: lectures/unemployment_shocks.md
mmcky Aug 18, 2026
aa69bc0
Update translation: .translate/state/unemployment_shocks.md.yml
mmcky Aug 18, 2026
7907026
Merge branch 'main' into translation-sync-2026-08-12T07-04-14-pr-965
mmcky Aug 19, 2026
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
10 changes: 5 additions & 5 deletions .translate/state/aiyagari_egm.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: 8bfb28272ea5943355965d090cb600fbb4c3d041
synced-at: "2026-07-22"
model: claude-opus-4-8
mode: NEW
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: UPDATE
section-count: 8
tool-version: 0.20.0
tool-version: 0.26.0
8 changes: 4 additions & 4 deletions .translate/state/ar1_bayes.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: 59c6877fa298226d160b302900d53ba6ed0f5ea2
synced-at: "2026-07-18"
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: RESYNC
mode: UPDATE
section-count: 3
tool-version: 0.17.0
tool-version: 0.26.0
8 changes: 4 additions & 4 deletions .translate/state/back_prop.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: c8f8a90f6ae33787966d6b33b9072117ef4337fd
synced-at: "2026-07-18"
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: RESYNC
mode: UPDATE
section-count: 8
tool-version: 0.17.0
tool-version: 0.26.0
6 changes: 3 additions & 3 deletions .translate/state/ifp_advanced.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: 60af4806201dc1bc99275122aea5b7dc7bd02a52
synced-at: "2026-07-29"
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: UPDATE
section-count: 7
tool-version: 0.24.0
tool-version: 0.26.0
8 changes: 4 additions & 4 deletions .translate/state/ifp_egm.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: 0bfcac8105ac8c11f06797579a9f4d565db7b53d
synced-at: "2026-07-18"
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: RESYNC
mode: UPDATE
section-count: 6
tool-version: 0.17.0
tool-version: 0.26.0
10 changes: 5 additions & 5 deletions .translate/state/ifp_egm_transient_shocks.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: b6245397ef7e794a81e502af4fa03f3a2e30047e
synced-at: "2026-07-22"
model: claude-opus-4-8
mode: NEW
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: UPDATE
section-count: 7
tool-version: 0.20.0
tool-version: 0.26.0
8 changes: 4 additions & 4 deletions .translate/state/lake_model.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: 0bfcac8105ac8c11f06797579a9f4d565db7b53d
synced-at: "2026-07-18"
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: RESYNC
mode: UPDATE
section-count: 5
tool-version: 0.17.0
tool-version: 0.26.0
8 changes: 4 additions & 4 deletions .translate/state/mccall_fitted_vfi.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: 0bfcac8105ac8c11f06797579a9f4d565db7b53d
synced-at: "2026-07-18"
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: RESYNC
mode: UPDATE
section-count: 6
tool-version: 0.17.0
tool-version: 0.26.0
8 changes: 4 additions & 4 deletions .translate/state/mccall_model.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: 0bfcac8105ac8c11f06797579a9f4d565db7b53d
synced-at: "2026-07-18"
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: RESYNC
mode: UPDATE
section-count: 7
tool-version: 0.17.0
tool-version: 0.26.0
10 changes: 5 additions & 5 deletions .translate/state/mccall_model_with_sep_markov.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: 0bfcac8105ac8c11f06797579a9f4d565db7b53d
synced-at: "2026-07-22"
model: claude-opus-4-8
mode: NEW
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: UPDATE
section-count: 9
tool-version: 0.20.0
tool-version: 0.26.0
8 changes: 4 additions & 4 deletions .translate/state/mccall_persist_trans.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: 0bfcac8105ac8c11f06797579a9f4d565db7b53d
synced-at: "2026-07-18"
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: RESYNC
mode: UPDATE
section-count: 5
tool-version: 0.17.0
tool-version: 0.26.0
6 changes: 3 additions & 3 deletions .translate/state/newton_method.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: a4fbd8653600ac99163bfd5d4f7d98c1e613042e
synced-at: "2026-07-26"
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: UPDATE
section-count: 5
tool-version: 0.24.0
tool-version: 0.26.0
10 changes: 5 additions & 5 deletions .translate/state/os_egm_jax.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: 1abb15f5fc0273ea02b47850f447b3c224255123
synced-at: "2026-07-22"
model: claude-opus-4-8
mode: NEW
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: UPDATE
section-count: 3
tool-version: 0.20.0
tool-version: 0.26.0
10 changes: 5 additions & 5 deletions .translate/state/unemployment_linear.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: 538a1f8c838a7311588f4b5c75708b1f77924914
synced-at: "2026-07-22"
model: claude-opus-4-8
mode: NEW
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: UPDATE
section-count: 8
tool-version: 0.20.0
tool-version: 0.26.0
10 changes: 5 additions & 5 deletions .translate/state/unemployment_shocks.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: 68e893d3439ab2628bc04324aad7a0f329ebdab9
synced-at: "2026-07-22"
model: claude-opus-4-8
mode: NEW
source-sha: 96ede29937a77fb0cb26b731e1eecce5e62f6726
synced-at: "2026-08-18"
model: claude-sonnet-5
mode: UPDATE
section-count: 6
tool-version: 0.20.0
tool-version: 0.26.0
8 changes: 3 additions & 5 deletions lectures/aiyagari_egm.md
Original file line number Diff line number Diff line change
Expand Up @@ -85,7 +85,6 @@ translation:
* {cite}`Carroll2006`,介绍了内生网格法
* {cite}`Ljungqvist2012` 的第 18 章,提供了教科书式的处理


### 预备知识

我们使用以下导入:
Expand Down Expand Up @@ -163,7 +162,6 @@ $$

其中 $s$ 是最优储蓄策略函数。


### 厂商

厂商在规模报酬不变的条件下,通过雇用资本和劳动来生产产出。
Expand Down Expand Up @@ -498,7 +496,7 @@ def capital_supply(household, prices, key,
```{code-cell} ipython3
household = create_household()
prices = Prices(r=0.01, w=1.0)
key = jax.random.PRNGKey(42)
key = jax.random.key(42)

with qe.Timer():
K_supply = capital_supply(household, prices, key)
Expand Down Expand Up @@ -555,7 +553,7 @@ def compute_equilibrium(firm, household, key,
```{code-cell} ipython3
firm = Firm()
household = create_household()
key = jax.random.PRNGKey(42)
key = jax.random.key(42)

with qe.Timer():
K_star = compute_equilibrium(firm, household, key)
Expand Down Expand Up @@ -736,4 +734,4 @@ print(f"\nGini coefficient: {gini:.4f}")
2. 为每个状态定义收入水平。
3. 重新计算均衡。
4. 额外的异质性如何影响财富分布?
```
```
14 changes: 5 additions & 9 deletions lectures/ar1_bayes.md
Original file line number Diff line number Diff line change
Expand Up @@ -58,7 +58,6 @@ translation:

- 将其视为从 $\{y_t\}$ 随机过程的[平稳分布](https://intro.quantecon.org/ar1_processes.html)中抽取的随机变量


### 模型设定

统计模型的第一个组成部分是
Expand Down Expand Up @@ -147,12 +146,10 @@ logger = logging.getLogger('pymc')
logger.setLevel(logging.CRITICAL)
```


## 估计

让我们转向估计问题,先从似然函数开始。


### 似然函数

对于来自AR(1)模型的样本 $\{y_t\}_{t=0}^T$,似然函数可以**分解**如下:
Expand Down Expand Up @@ -241,7 +238,6 @@ plt.show()

可以看到,初始条件异常地大——该序列迅速脱离这个初始值,并在一个较低的区间内波动。


### PyMC实现

在本节中,我们使用PyMC分别在关于 $y_0$ 的两种假设下计算后验分布——首先是条件化假设,然后是平稳性假设。
Expand Down Expand Up @@ -400,10 +396,10 @@ summary_y0

fig, ax = plt.subplots()
ax.hist(ρ_cond, bins=50, density=True, alpha=0.5,
label='条件化假设')
label='conditioning assumption')
ax.hist(ρ_stat, bins=50, density=True, alpha=0.5,
label='平稳性假设')
ax.axvline(ρ_true, color='k', linestyle='--', lw=2, label='真实值')
label='stationary assumption')
ax.axvline(ρ_true, color='k', linestyle='--', lw=2, label='true value')
Comment on lines 398 to +402
ax.set_xlabel('ρ')
ax.legend()
plt.show()
Expand Down Expand Up @@ -497,7 +493,7 @@ NUTS_kernel = numpyro.infer.NUTS(AR1_model)

# 运行MCMC
mcmc = numpyro.infer.MCMC(NUTS_kernel, num_samples=50000, num_warmup=10000, progress_bar=False)
mcmc.run(rng_key=random.PRNGKey(1), data=y)
mcmc.run(rng_key=random.key(1), data=y)
```

我们绘制轨迹图和后验分布图。
Expand Down Expand Up @@ -549,7 +545,7 @@ NUTS_kernel = numpyro.infer.NUTS(AR1_model_y0)

# 运行MCMC
mcmc2 = numpyro.infer.MCMC(NUTS_kernel, num_samples=50000, num_warmup=10000, progress_bar=False)
mcmc2.run(rng_key=random.PRNGKey(1), data=y)
mcmc2.run(rng_key=random.key(1), data=y)
```

我们再次绘制轨迹图和后验分布图。
Expand Down
12 changes: 5 additions & 7 deletions lectures/back_prop.md
Original file line number Diff line number Diff line change
Expand Up @@ -4,9 +4,9 @@ jupytext:
extension: .md
format_name: myst
format_version: 0.13
jupytext_version: 1.11.5
jupytext_version: 1.16.7
kernelspec:
display_name: Python 3
display_name: Python 3 (ipykernel)
language: python
name: python3
translation:
Expand Down Expand Up @@ -381,7 +381,7 @@ N = 3 # 层数
layer_sizes = [1, ] * (N + 1)
param_scale = 0.1
step_size = 0.01
params = init_network_params(layer_sizes, random.PRNGKey(1))
params = init_network_params(layer_sizes, random.key(1))
```

```{code-cell} ipython3
Expand Down Expand Up @@ -482,12 +482,12 @@ f_val = f(grid)

```{code-cell} ipython3
indices = jnp.arange(M)
key = random.PRNGKey(0)
key = random.key(0)

def train(params, grid, f_val, key, num_epochs=300):
for epoch in range(num_epochs):
key, _ = random.split(key)
random_permutation = random.permutation(random.PRNGKey(1), indices)
random_permutation = random.permutation(random.key(1), indices)
Comment on lines 489 to +490
for x, y in zip(grid[random_permutation], f_val[random_permutation]):
params = update_la(params, x, y)

Expand Down Expand Up @@ -529,8 +529,6 @@ Image(fig.to_image(format="png"))
* 在本讲所考虑的情况下,步长和训练轮数等其他参数可能与网络层数一样重要或更重要
* 实际上,由于 $f$ 是 $x$ 的线性函数,使用恒等映射作为激活函数的单层网络可能效果最好。



## 示例2

我们使用与前一个示例相同的设置,其中
Expand Down
4 changes: 2 additions & 2 deletions lectures/ifp_advanced.md
Original file line number Diff line number Diff line change
Expand Up @@ -334,7 +334,7 @@ def create_ifp(
assert β * ER < 1, "稳定性条件不成立。"

# 使用 JAX 生成随机抽取
key = jax.random.PRNGKey(seed)
key = jax.random.key(seed)
subkey1, subkey2 = jax.random.split(key)
η_draws = jax.random.normal(subkey1, (shock_draw_size,))
ζ_draws = jax.random.normal(subkey2, (shock_draw_size,))
Expand Down Expand Up @@ -558,7 +558,7 @@ def compute_asset_stationary(
z_idx_0_vector = jnp.zeros(num_households).astype(jnp.int32)

# 对许多家庭进行向量化
key = jax.random.PRNGKey(seed)
key = jax.random.key(seed)
keys = jax.random.split(key, num_households)
# 在 (key, a_0, z_idx_0) 上向量化 simulate_household
sim_all_households = jax.vmap(
Expand Down
12 changes: 11 additions & 1 deletion lectures/ifp_egm.md
Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,8 @@ jupytext:
text_representation:
extension: .md
format_name: myst
format_version: 0.13
jupytext_version: 1.17.2
kernelspec:
display_name: Python 3
language: python
Expand Down Expand Up @@ -30,6 +32,14 @@ translation:
Simulation: 模拟
---

```{raw} jupyter
<div id="qe-notebook-header" align="right" style="text-align:right;">
<a href="https://quantecon.org/" title="quantecon.org">
<img style="width:250px;display:inline;" width="250px" src="https://assets.quantecon.org/img/qe-menubar-logo.svg" alt="QuantEcon">
</a>
</div>
```

# {index}`收入波动问题 III:内生网格法 <single: The Income Fluctuation Problem III: The Endogenous Grid Method>`

```{include} _admonition/gpu.md
Expand Down Expand Up @@ -854,7 +864,7 @@ def compute_asset_stationary(
z_idx_0_vector = jnp.zeros(num_households).astype(jnp.int32)

# 对多个家庭进行向量化
key = jax.random.PRNGKey(seed)
key = jax.random.key(seed)
keys = jax.random.split(key, num_households)
# 对 (key, a_0, z_idx_0) 向量化 simulate_household
sim_all_households = jax.vmap(
Expand Down
Loading
Loading