Related papers: Stochastic Actor Oriented Model with Random Effect…

Random walks and related spatial stochastic models have been used in a range of application areas including animal and plant ecology, infectious disease epidemiology, developmental biology, wound healing, and oncology. Classical random walk…

Agent-Based Models (ABM) are computational scenario-generators, which can be used to predict the possible future outcomes of the complex system they represent. To better understand the robustness of these predictions, it is necessary to…

Stein operators allow to characterise probability distributions via differential operators. Based on these characterisations, we develop a new method of point estimation for marginal parameters of strictly stationary and ergodic processes,…

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…

The autologistic actor attribute model (ALAAM) is a model for social influence, derived from the more widely known exponential-family random graph model (ERGM). ALAAMs can be used to estimate parameters corresponding to multiple forms of…

This paper studies linear stochastic approximation (SA) algorithms and their application to multi-agent systems in engineering and sociology. As main contribution, we provide necessary and sufficient conditions for convergence of linear SA…

Without loss of generality, existing machine learning techniques may learn spurious correlation dependent on the domain, which exacerbates the generalization of models in out-of-distribution (OOD) scenarios. To address this issue, recent…

The question how social norms can emerge from microscopic interactions between individuals is a key problem in social sciences to explain collective behavior. In this paper we propose an agent-based model to show that randomly distributed…

Evaluating the impact of policy interventions on respondents who are embedded in a social network is often challenging due to the presence of network interference within the treatment groups, as well as between treatment and non-treatment…

This paper studies the performative prediction problem which optimizes a stochastic loss function with data distribution that depends on the decision variable. We consider a setting where the agent(s) provides samples adapted to the…

How can we model influence between individuals in a social system, even when the network of interactions is unknown? In this article, we review the literature on the "influence model," which utilizes independent time series to estimate how…

Relational event network data are becoming increasingly available. Consequently, statistical models for such data have also surfaced. These models mainly focus on the analysis of single networks, while in many applications, multiple…

Agent-based modeling (ABM) has emerged as a powerful tool in social policy-making and socio-economics, offering a flexible and dynamic approach to understanding and simulating complex systems. While traditional analytic methods may be less…

As robots become more prevalent, the complexity of robot-robot, robot-human, and robot-environment interactions increases. In these interactions, a robot needs to consider not only the effects of its own actions, but also the effects of…

Stochastic Approximation (SA) is a classical algorithm that has had since the early days a huge impact on signal processing, and nowadays on machine learning, due to the necessity to deal with a large amount of data observed with…

We introduce a stochastic principal-agent model. A principal and an agent interact in a stochastic environment, each privy to observations about the state not available to the other. The principal has the power of commitment, both to elicit…

We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social interaction within peer groups and…

In model-based learning, an agent's model is commonly defined over transitions between consecutive states of an environment even though planning often requires reasoning over multi-step timescales, with intermediate states either…

Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…

State-space models (SSMs) provide a flexible framework for modelling time series data, but their reliance on Gaussian error assumptions makes them highly sensitive to outliers. We propose a robust estimation method, ROAMS, that mitigates…