Related papers: Validation and Inference of Agent Based Models
This note presents an Agent-Based Model (ABM) with Monte Carlo sampling, designed to simulate the behaviour of a population of objects over time. The model incorporates damage functions with the risk parameters of the ABC framework to…
Bayesian inference with stochastic models is often difficult because their likelihood functions involve high-dimensional integrals. Approximate Bayesian Computation (ABC) avoids evaluating the likelihood function and instead infers model…
Simulation models, in particular agent-based models, are gaining popularity in economics. The considerable flexibility they offer, as well as their capacity to reproduce a variety of empirically observed behaviours of complex systems, give…
An agent-based model (ABM) for simulating flood-pedestrian interaction is augmented to particularly explore more realistic responses of evacuating pedestrians during flooding. Pedestrian agents within the ABM follow navigation rules of…
Approximate Bayesian computation (ABC) is a method for Bayesian inference when the likelihood is unavailable but simulating from the model is possible. However, many ABC algorithms require a large number of simulations, which can be costly.…
Simulation models for pedestrian crowds are a ubiquitous tool in research and industry. It is crucial that the parameters of these models are calibrated carefully and ultimately it will be of interest to compare competing models to decide…
Probabilistic model checking is a technique for formal automated reasoning about software or hardware systems that operate in the context of uncertainty or stochasticity. It builds upon ideas and techniques from a diverse range of fields,…
The ability to efficiently infer system parameters is essential in any signal-processing task that requires fast operation. Dealing with quantum systems, a serious challenge arises due to substantial growth of the underlying Hilbert space…
Agent-based models (ABMs) are simulation models used in economics to overcome some of the limitations of traditional frameworks based on general equilibrium assumptions. However, agents within an ABM follow predetermined 'bounded rational'…
In recent years, many scholars praised the seemingly endless possibilities of using machine learning (ML) techniques in and for agent-based simulation models (ABM). To get a more comprehensive understanding of these possibilities, we…
Approximate Bayesian Computation (ABC) is a statistical learning technique to calibrate and select models by comparing observed data to simulated data. This technique bypasses the use of the likelihood and requires only the ability to…
Many statistical models can be simulated forwards but have intractable likelihoods. Approximate Bayesian Computation (ABC) methods are used to infer properties of these models from data. Traditionally these methods approximate the posterior…
Understanding how complex societal behaviors emerge from individual cognition and interactions requires both high-fidelity modeling of human behavior and large-scale simulations. Traditional agent-based models (ABMs) have been employed to…
This paper describes a formalization of agent-based models (ABMs) as random walks on regular graphs and relates the symmetry group of those graphs to a coarse-graining of the ABM that is still Markovian. An ABM in which $N$ agents can be in…
The understanding of human central nervous system depends on knowledge of its wiring. However, there are still gaps in our understanding of its wiring due to technical difficulties. While some information is coming out from human…
Recently, using Large Language Models (LLMs) to generate optimization models from natural language descriptions has became increasingly popular. However, a major open question is how to validate that the generated models are correct and…
A formal but intuitive framework is introduced to bridge the gap between data obtained from empirical studies and that generated by agent-based models. This is based on three key tenets. Firstly, a simulation can be given multiple formal…
We propose a novel use of a recent new computational tool for Bayesian inference, namely the Approximate Bayesian Computation (ABC) methodology. ABC is a way to handle models for which the likelihood function may be intractable or even…
Human cognition excels at transcending sensory input and forming latent representations that structure our understanding of the world. While Large Language Model (LLM) agents demonstrate emergent reasoning and decision-making abilities,…
In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applications, including econometrics and applied mathematics. This…