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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

The execution and runtime performance of model-based analysis tools for realistic large-scale ABMs (Agent-Based Models) can be excessively long. This due to the computational demand exponentially proportional to the model size (e.g.…

Computation and Language · Computer Science 2024-03-08 Atiyah Elsheikh

Agent-based models (ABMs) provide an intuitive and powerful framework for studying social dynamics by modeling the interactions of individuals from the perspective of each individual. In addition to simulating and forecasting the dynamics…

Dynamical Systems · Mathematics 2024-02-22 Jan-Hendrik Niemann , Stefan Klus , Nataša Djurdjevac Conrad , Christof Schütte

Simulating physical systems is essential in engineering, but analytical solutions are limited to straightforward problems. Consequently, numerical methods like the Finite Element Method (FEM) are widely used. However, the FEM becomes…

Machine Learning · Computer Science 2026-01-30 Niklas Freymuth , Philipp Dahlinger , Tobias Würth , Simon Reisch , Luise Kärger , Gerhard Neumann

This paper presents an advancement to an approach for model-independent surrogate-based optimization with adaptive batch sampling, known as Adaptive Model Refinement (AMR). While the original AMR method provides unique decisions with…

Optimization and Control · Mathematics 2019-06-04 Payam Ghassemi , Sumeet Sanjay Lulekar , Souma Chowdhury

Surrogate assisted evolutionary algorithms (EA) are rapidly gaining popularity where applications of EA in complex real world problem domains are concerned. Although EAs are powerful global optimizers, finding optimal solution to complex…

Neural and Evolutionary Computing · Computer Science 2013-03-13 Maumita Bhattacharya

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…

Machine Learning · Statistics 2026-05-13 Šimon Kucharský , Aayush Mishra , Daniel Habermann , Stefan T. Radev , Paul-Christian Bürkner

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…

General Economics · Economics 2022-08-08 Karl Naumann-Woleske , Max Sina Knicker , Michael Benzaquen , Jean-Philippe Bouchaud

This paper presents a novel mechanism to adapt surrogate-assisted population-based algorithms. This mechanism is applied to ACM-ES, a recently proposed surrogate-assisted variant of CMA-ES. The resulting algorithm, saACM-ES, adjusts online…

Neural and Evolutionary Computing · Computer Science 2012-04-12 Ilya Loshchilov , Marc Schoenauer , Michèle Sebag

The next generation of cosmological surveys is expected to generate unprecedented high-quality data, consequently increasing the already substantial computational costs of Bayesian statistical methods. This will pose a significant challenge…

Cosmology and Nongalactic Astrophysics · Physics 2024-03-22 Evan Saraivanov , Kunhao Zhong , Vivian Miranda , Supranta S. Boruah , Tim Eifler , Elisabeth Krause

Understanding how genetically encoded rules drive and guide complex neuronal growth processes is essential to comprehending the brain's architecture, and agent-based models (ABMs) offer a powerful simulation approach to further develop this…

Computational Engineering, Finance, and Science · Computer Science 2024-05-24 Tobias Duswald , Lukas Breitwieser , Thomas Thorne , Barbara Wohlmuth , Roman Bauer

Computer simulations offer a robust toolset for exploring complex systems across various disciplines. A particularly impactful approach within this realm is Agent-Based Modeling (ABM), which harnesses the interactions of individual agents…

Artificial Intelligence · Computer Science 2023-12-19 Zengqing Wu , Run Peng , Xu Han , Shuyuan Zheng , Yixin Zhang , Chuan Xiao

Agent-based modeling (ABM) is a well-established paradigm for simulating complex systems via interactions between constituent entities. Machine learning (ML) refers to approaches whereby statistical algorithms 'learn' from data on their…

Quantitative Methods · Quantitative Biology 2022-11-10 Nikita Sivakumar , Cameron Mura , Shayn M. Peirce

Large language model (LLM)-based multi-agent systems enable expressive agent reasoning but are expensive to scale and poorly calibrated for timestep-aligned state-transition simulation, while classical agent-based models (ABMs) offer…

Multiagent Systems · Computer Science 2026-02-10 Kavana Venkatesh , Yinhan He , Jundong Li , Jiaming Cui

Multi-agent simulation is commonly used across multiple disciplines, specifically in artificial intelligence in recent years, which creates an environment for downstream machine learning or reinforcement learning tasks. In many practical…

Statistical Finance · Quantitative Finance 2022-09-22 Yuanlu Bai , Henry Lam , Svitlana Vyetrenko , Tucker Balch

Agent-based simulators provide granular representations of complex intelligent systems by directly modelling the interactions of the system's constituent agents. Their high-fidelity nature enables hyper-local policy evaluation and testing…

Surrogate-assisted evolutionary algorithms (SAEAs) aim to use efficient computational models with the goal of approximating the fitness function in evolutionary computation systems. This area of research has been active for over two decades…

Neural and Evolutionary Computing · Computer Science 2023-08-08 Fergal Stapleton , Edgar Galván

Surrogate-assisted search-based testing (SA-SBT) aims to reduce the computational time for testing compute-intensive systems. Surrogates enhance testing techniques by improving test case generation focusing the testing budget on the most…

Software Engineering · Computer Science 2023-05-02 Shiva Nejati , Lev Sorokin , Damir Safin , Federico Formica , Mohammad Mahdi Mahboob , Claudio Menghi

The global economy is one of today's major challenges, with increasing relevance in recent decades. A frequent observation by policy makers is the lack of tools that help at least to understand, if not predict, economic crises. Currently,…

General Finance · Quantitative Finance 2023-05-16 Martin Jaraiz

Machine learning surrogates are increasingly used in engineering to accelerate costly simulations, yet distribution shifts between training and deployment often cause severe performance degradation (e.g., unseen geometries or…

Machine Learning · Computer Science 2026-02-18 Anna Zimmel , Paul Setinek , Gianluca Galletti , Johannes Brandstetter , Werner Zellinger