Related papers: Bayesian calibration of stochastic agent based mod…
Amortized Bayesian model comparison (BMC) enables fast probabilistic ranking of models via simulation-based training of neural surrogates. However, the accuracy of neural surrogates deteriorates when simulation models are misspecified; the…
Agent-Based Models (ABMs) are powerful tools for studying emergent properties in complex systems. In ABMs, agent behaviors are governed by local interactions and stochastic rules. However, these rules are, in general, non-differentiable,…
Every day, weather forecasting centres around the world make use of noisy, incomplete observations of the atmosphere to update their weather forecasts. This process is known as data assimilation, data fusion or state estimation and is best…
Bayesian inference promises to ground and improve the performance of deep neural networks. It promises to be robust to overfitting, to simplify the training procedure and the space of hyperparameters, and to provide a calibrated measure of…
Agent-based models (ABMs) are increasingly used to study complex economic phenomena such as endogenous growth, but their analysis typically relies on ad-hoc Monte Carlo exercises without formal statistical guarantees. We show how…
Stochastic epidemic models provide an interpretable probabilistic description of the spread of a disease through a population. Yet, fitting these models to partially observed data is a notoriously difficult task due to intractability of the…
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…
Agent-based modeling (ABM) provides a powerful framework for exploring how individual behaviors and interactions give rise to collective social dynamics. However, most ABMs rely on handcrafted or parameterized agent rules that are not…
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…
Markov chain Monte Carlo (MCMC) methods are powerful computational tools for analysis of complex statistical problems. However, their computational efficiency is highly dependent on the chosen proposal distribution, which is generally…
Despite the frequent use of agent-based models (ABMs) for studying social phenomena, parameter estimation remains a challenge, often relying on costly simulation-based heuristics. This work uses variational inference to estimate the…
Agent-Based Models (ABMs) are used in several fields to study the evolution of complex systems from micro-level assumptions. However, ABMs typically can not estimate agent-specific (or "micro") variables: this is a major limitation which…
In the last few decades, Markov chain Monte Carlo (MCMC) methods have been widely applied to Bayesian updating of structural dynamic models in the field of structural health monitoring. Recently, several MCMC algorithms have been developed…
Agent-Based Models (ABMs) are often used to model migration and are increasingly used to simulate individual migrant decision-making and unfolding events through a sequence of heuristic if-then rules. However, ABMs lack the methods to embed…
Compartmental epidemiological models categorize individuals based on their disease status, such as the SEIRD model (Susceptible-Exposed-Infected-Recovered-Dead). These models determine the parameters that influence the magnitude of an…
Agent-based models (ABMs) provide a powerful framework to describe complex systems composed of interacting entities, capable of producing emergent collective behaviours such as consensus formation or clustering. However, the increasing…
In this study, we focus on developing efficient calibration methods via Bayesian decision-making for the family of compartmental epidemiological models. The existing calibration methods usually assume that the compartmental model is cheap…
Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to…
Interest in agent-based models of financial markets and the wider economy has increased consistently over the last few decades, in no small part due to their ability to reproduce a number of empirically-observed stylised facts that are not…
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…