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Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…

Machine Learning · Statistics 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

We consider a scenario where the aim of a group of agents is to perform the optimal coverage of a region according to a sensory function. In particular, centroidal Voronoi partitions have to be computed. The difficulty of the task is that…

Multiagent Systems · Computer Science 2014-07-23 Andrea Carron , Marco Todescato , Ruggero Carli , Luca Schenato , Gianluigi Pillonetto

A system to update estimates from a sequence of probability distributions is presented. The aim of the system is to quickly produce estimates with a user-specified bound on the Monte Carlo error. The estimates are based upon weighted…

Methodology · Statistics 2014-06-04 F. Din-Houn Lau , Axel Gandy

We propose a data assimilation scheme that produces the analyses for a global and an embedded limited area model simultaneously, considering forecast information from both models. The purpose of the proposed approach is twofold. First, we…

Chaotic Dynamics · Physics 2011-08-20 Young-noh Yoon , Brian R. Hunt , Edward Ott , Istvan Szunyogh

This study proposes a distributed algorithm that makes agents' adaptive grouping entrap multiple targets via automatic decision making, smooth flocking, and well-distributed entrapping. Agents make their own decisions about which targets to…

Multiagent Systems · Computer Science 2022-06-30 Chen Wang , Minqiang Gu , Wenxi Kuang , Dongliang Wang , Weicheng Luo , Zhaohui Shi , Zhun Fan

Data assimilation provides a systematic framework for combining dynamical models with partial and noisy observations to infer the evolving state of a system. In this work, we undertake a comparative study of Data Assimilation with Transfer…

Computational Engineering, Finance, and Science · Computer Science 2026-05-07 Emanuele Donno , Giovanni Conti , Paolo Oddo , Silvio Gualdi , Luca Mainetti , Giovanni Aloisio

Model fitting is possibly the most extended problem in science. Classical approaches include the use of least-squares fitting procedures and maximum likelihood methods to estimate the value of the parameters in the model. However, in recent…

Instrumentation and Methods for Astrophysics · Physics 2022-04-12 J. Lopez-Santiago , L. Martino , J. Miguez , M. A. Vazquez

A challenge arising from the local Bayesian assimilation of data in an atmospheric flow simulation is the imbalances it may introduce. Acoustic fast-mode imbalances of the order of the slower dynamics can be negated by employing a blended…

Numerical Analysis · Mathematics 2024-03-11 Ray Chew , Tommaso Benacchio , Gottfried Hastermann , Rupert Klein

The rapidly growing field of network analytics requires data sets for use in evaluation. Real world data often lack truth and simulated data lack narrative fidelity or statistical generality. This paper presents a novel, mixed-membership,…

Social and Information Networks · Computer Science 2013-09-09 Garrett Bernstein , Kyle O'Brien

We propose a novel approach to the statistical analysis of stochastic simulation models and, especially, agent-based models (ABMs). Our main goal is to provide fully automated, model-independent and tool-supported techniques and algorithms…

General Economics · Economics 2023-11-09 Andrea Vandin , Daniele Giachini , Francesco Lamperti , Francesca Chiaromonte

In multi-agent systems, agents need to interact and collaborate with other agents in environments. Agent modeling is crucial to facilitate agent interactions and make adaptive cooperation strategies. However, it is challenging for agents to…

Artificial Intelligence · Computer Science 2023-10-20 Baofu Fang , Caiming Zheng , Hao Wang

Analysing non-Gaussian spatial-temporal data requires introducing spatial as well as temporal dependence in generalised linear models through the link function of an exponential family distribution. Unlike in Gaussian likelihoods, inference…

Methodology · Statistics 2025-12-29 Soumyakanti Pan , Lu Zhang , Jonathan R. Bradley , Sudipto Banerjee

We present a data augmentation scheme to perform Markov chain Monte Carlo inference for models where data generation involves a rejection sampling algorithm. Our idea, which seems to be missing in the literature, is a simple scheme to…

Computation · Statistics 2015-08-04 Vinayak Rao , Lizhen Lin , David Dunson

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

Computation · Statistics 2018-08-03 Jonathan U Harrison , Ruth E Baker

Active inference is a Bayesian framework for understanding biological intelligence. The underlying theory brings together perception and action under one single imperative: minimizing free energy. However, despite its theoretical utility in…

Neurons and Cognition · Quantitative Biology 2020-10-23 Zafeirios Fountas , Noor Sajid , Pedro A. M. Mediano , Karl Friston

We present a new model-based reinforcement learning algorithm, Cooperative Prioritized Sweeping, for efficient learning in multi-agent Markov decision processes. The algorithm allows for sample-efficient learning on large problems by…

Machine Learning · Computer Science 2020-01-22 Eugenio Bargiacchi , Timothy Verstraeten , Diederik M. Roijers , Ann Nowé

Coupled human-environment systems are increasingly being understood as complex adaptive systems (CAS), in which micro-level interactions between components lead to emergent behavior. Agent-based models (ABMs) hold great promise for…

Applications · Statistics 2026-02-20 Dylan Munson , Arijit Dey , Simon Mak

Statistical Data Assimilation (SDA) is the transfer of information from field or laboratory observations to a user selected model of the dynamical system producing those observations. The data is noisy and the model has errors; the…

Computation · Statistics 2019-01-16 Adrian S. Wong , Kangbo Hao , Zheng Fang , Henry D. I. Abarbanel

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

In this paper, we address the problem of how a network of agents can collaboratively fit a linear model when each agent only ever has an arbitrary summand of the regression data. This problem generalizes previously studied…

Optimization and Control · Mathematics 2014-08-06 François D. Côté , Ioannis N. Psaromiligkos , Warren J. Gross