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Classifiers label data as belonging to one of a set of groups based on input features. It is challenging to obtain accurate classification performance when the feature distributions in the different classes are complex, with nonlinear,…

Machine Learning · Statistics 2021-10-06 Didong Li , David B Dunson

Graph State Space Models (SSMs) have recently been introduced to enhance Graph Neural Networks (GNNs) in modeling long-range interactions. Despite their success, existing methods either compromise on permutation equivariance or limit their…

Machine Learning · Computer Science 2025-01-23 Moshe Eliasof , Alessio Gravina , Andrea Ceni , Claudio Gallicchio , Davide Bacciu , Carola-Bibiane Schönlieb

Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for determining the key parameters of the agent-based models from…

Statistical Finance · Quantitative Finance 2017-03-21 T. T. Chen , B. Zheng , Y. Li , X. F. Jiang

The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…

Probability · Mathematics 2022-01-04 Céline Comte

How can agents learn internal models that veridically represent interactions with the real world is a largely open question. As machine learning is moving towards representations containing not just observational but also interventional…

Machine Learning · Computer Science 2024-07-03 Hamza Keurti , Hsiao-Ru Pan , Michel Besserve , Benjamin F. Grewe , Bernhard Schölkopf

This paper introduces a Markov chain approach that allows a rigorous analysis of agent based opinion dynamics as well as other related agent based models (ABM). By viewing the ABM dynamics as a micro description of the process, we show how…

Adaptation and Self-Organizing Systems · Physics 2011-08-10 Sven Banisch , Ricardo Lima , Tanya Araújo

Collective Adaptive Systems often consist of many heterogeneous components typically organised in groups. These entities interact with each other by adapting their behaviour to pursue individual or collective goals. In these systems, the…

Logic in Computer Science · Computer Science 2024-02-14 Michele Loreti , Michela Quadrini

Many real-world processes can naturally be modeled as systems of interacting agents. However, the long-term simulation of such agent-based models is often intractable when the system becomes too large. In this paper, starting from a…

The stochastic actor oriented model (SAOM) is a method for modelling social interactions and social behaviour over time. It can be used to model drivers of dynamic interactions using both exogenous covariates and endogenous network…

Methodology · Statistics 2024-02-02 Giacomo Ceoldo , Tom A. B. Snijders , Ernst C. Wit

We present the bond-calculus, a process algebra for modelling biological and chemical systems featuring nonlinear dynamics, multiway interactions, and dynamic bonding of agents. Mathematical models based on differential equations have been…

Logic in Computer Science · Computer Science 2018-05-01 Thomas Wright , Ian Stark

Multi-agent systems can be successfully described by kinetic models, which allow one to explore the large scale aggregate trends resulting from elementary microscopic interactions. The latter may be formalised as collision-like rules, in…

Statistical Mechanics · Physics 2020-11-06 Nadia Loy , Andrea Tosin

This paper develops a new approach for estimating an interpretable, relational model of a black-box autonomous agent that can plan and act. Our main contributions are a new paradigm for estimating such models using a minimal query interface…

Artificial Intelligence · Computer Science 2021-04-12 Pulkit Verma , Shashank Rao Marpally , Siddharth Srivastava

We provide a probabilistic analysis of the banker algorithm when transition probabilities may depend on time and space. The transition probabilities evolve, as time goes by, along the trajectory of an ergodic Markovian environment, whereas…

Probability · Mathematics 2007-05-23 Francis Comets , Francois Delarue , Rene Schott

We provide a generic algorithm for constructing formulae that distinguish behaviourally inequivalent states in systems of various transition types such as nondeterministic, probabilistic or weighted; genericity over the transition type is…

Logic in Computer Science · Computer Science 2021-09-29 Thorsten Wißmann , Stefan Milius , Lutz Schröder

Multivariate time series analysis is becoming an integral part of data analysis pipelines. Understanding the individual time point connections between covariates as well as how these connections change in time is non-trivial. To this aim,…

Machine Learning · Statistics 2021-02-04 Federico Ciech , Veronica Tozzo

This paper studies a multi-player, general-sum stochastic game characterized by a dual-stage temporal structure per period. The agents face uncertainty regarding the time-evolving state that is realized at the beginning of each period.…

Computer Science and Game Theory · Computer Science 2023-10-09 Tao Zhang , Quanyan Zhu

Space and movement through space play an important role in many collective adaptive systems (CAS). CAS consist of multiple components interacting to achieve some goal in a system or environment that can change over time. When these…

Multiagent Systems · Computer Science 2016-07-12 Natalia Zoń , Vashti Galpin , Stephen Gilmore

Bisimulation metrics are powerful tools for measuring similarities between stochastic processes, and specifically Markov chains. Recent advances have uncovered that bisimulation metrics are, in fact, optimal-transport distances, which has…

Machine Learning · Computer Science 2025-05-26 Sergio Calo , Anders Jonsson , Gergely Neu , Ludovic Schwartz , Javier Segovia-Aguas

Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and intelligent sampling to build a surrogate…

Economics · Quantitative Finance 2017-04-07 Francesco Lamperti , Andrea Roventini , Amir Sani

In recent years, individual-based/agent-based modeling has been applied to study a wide range of applications, ranging from engineering problems to phenomena in sociology, economics and biology. Simulating such agent-based models over…

Numerical Analysis · Mathematics 2014-04-30 Ping Liu , Giovanni Samaey , C. William Gear , Ioannis G. Kevrekidis
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