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The multiple-try Metropolis (MTM) algorithm is an extension of the Metropolis-Hastings (MH) algorithm by selecting the proposed state among multiple trials according to some weight function. Although MTM has gained great popularity owing to…

Methodology · Statistics 2022-10-17 Hyunwoong Chang , Changwoo J. Lee , Zhao Tang Luo , Huiyan Sang , Quan Zhou

Pseudo-marginal Metropolis-Hastings (pmMH) is a powerful method for Bayesian inference in models where the posterior distribution is analytical intractable or computationally costly to evaluate directly. It operates by introducing…

Computation · Statistics 2016-08-06 Johan Dahlin , Fredrik Lindsten , Joel Kronander , Thomas B. Schön

This paper considers cooperative Multi-Agent Reinforcement Learning, focusing on emergent communication in settings where multiple pairs of independent learners interact at varying frequencies. In this context, multiple distinct and…

Artificial Intelligence · Computer Science 2021-11-23 J. D. Thomas , R. Santos-Rodríguez , R. Piechocki , M. Anca

A key challenge in multi-agent systems is the design of intelligent agents solving real-world tasks in close interaction with other agents (e.g. humans), thereby being confronted with a variety of behavioral variations and limited knowledge…

Multiagent Systems · Computer Science 2020-07-13 Julian Bernhard , Alois Knoll

Traditional MCMC algorithms are computationally intensive and do not scale well to large data. In particular, the Metropolis-Hastings (MH) algorithm requires passing over the entire dataset to evaluate the likelihood ratio in each…

Machine Learning · Statistics 2019-08-29 Tung-Yu Wu , Y. X. Rachel Wang , Wing H. Wong

A two-player game-theoretic problem on resilient graphs in a multiagent consensus setting is formulated. An attacker is capable to disable some of the edges of the network with the objective to divide the agents into clusters by emitting…

Systems and Control · Electrical Eng. & Systems 2023-01-10 Yurid Nugraha , Ahmet Cetinkaya , Tomohisa Hayakawa , Hideaki Ishii , Quanyan Zhu

This paper develops a Bayesian computational platform at the interface between posterior sampling and optimization in models whose marginal likelihoods are difficult to evaluate. Inspired by adversarial optimization, namely Generative…

Statistics Theory · Mathematics 2021-12-01 Tetsuya Kaji , Veronika Rockova

In this work, we propose a computational framework in which agents equipped with communication capabilities simultaneously play a series of referential games, where agents are trained using deep reinforcement learning. We demonstrate that…

Computation and Language · Computer Science 2020-03-03 Laura Graesser , Kyunghyun Cho , Douwe Kiela

The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to perform such sampling, but this method is known to…

Methodology · Statistics 2019-10-29 Belhal Karimi , Marc Lavielle , Eric Moulines

Playing repeated matrix games (RMG) while maximizing the cumulative returns is a basic method to evaluate multi-agent learning (MAL) algorithms. Previous work has shown that $UCB$, $M3$, $S$ or $Exp3$ algorithms have good behaviours on…

Machine Learning · Computer Science 2018-11-02 Bruno Bouzy , Marc Métivier , Damien Pellier

Naming game simulates the process of naming an object by a single word, in which a population of communicating agents can reach global consensus asymptotically through iteratively pair-wise conversations. We propose an extension of the…

Computation and Language · Computer Science 2020-04-28 Yang Lou , Guanrong Chen , Jianwei Hu

This paper proposes a simulation-based deep learning Bayesian procedure for the estimation of macroeconomic models. This approach is able to derive posteriors even when the likelihood function is not tractable. Because the likelihood is not…

General Economics · Economics 2022-03-15 Cameron Fen

Constantine et al. (2016) introduced a Metropolis-Hastings (MH) approach that target the active subspace of a posterior distribution: a linearly projected subspace that is informed by the likelihood. Schuster et al. (2017) refined this…

Methodology · Statistics 2025-01-10 Leonardo Ripoli , Richard G. Everitt

This paper proposes Memory-Augmented State Machine Prompting (MASMP), a novel framework for LLM agents in real-time strategy games. Addressing key challenges like hallucinations and fragmented decision-making in existing approaches, MASMP…

Artificial Intelligence · Computer Science 2025-10-22 Runnan Qi , Yanan Ni , Lumin Jiang , Zongyuan Li , Kuihua Huang , Xian Guo

Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…

Computation · Statistics 2023-05-10 David Gunawan , Pratiti Chatterjee , Robert Kohn

Standard multi-agent reinforcement learning (MARL) algorithms are vulnerable to sim-to-real gaps. To address this, distributionally robust Markov games (RMGs) have been proposed to enhance robustness in MARL by optimizing the worst-case…

Machine Learning · Computer Science 2025-02-03 Laixi Shi , Jingchu Gai , Eric Mazumdar , Yuejie Chi , Adam Wierman

The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such…

Computation · Statistics 2018-03-28 Christophe Andrieu , Arnaud Doucet , Sinan Yıldırım , Nicolas Chopin

Multi-agent reinforcement learning (MARL) is well-suited for runtime decision-making in optimizing the performance of systems where multiple agents coexist and compete for shared resources. However, applying common deep learning-based MARL…

Due to the expanding scope of machine learning (ML) to the fields of sensor networking, cooperative robotics and many other multi-agent systems, distributed deployment of inference algorithms has received a lot of attention. These…

Machine Learning · Computer Science 2024-01-09 Kinjal Bhar , He Bai , Jemin George , Carl Busart

Computational simulations are a popular method for testing hypotheses about the emergence of communication. This kind of research is performed in a variety of traditions including language evolution, developmental psychology, cognitive…

Artificial Intelligence · Computer Science 2023-03-09 Julian Zubek , Tomasz Korbak , Joanna Rączaszek-Leonardi