most citedBlack-box Bayesian inference for economic agent-based models

30 citations · 59 across the 7 of their papers we have counts for

collaborators

7 papers

stat.ML2022★ 9 cited

Robust Neural Posterior Estimation and Statistical Model Criticism

Daniel Ward, Patrick Cannon, Mark Beaumont +2

Computer simulations have proven a valuable tool for understanding complex phenomena across the sciences. However, the utility of simulators for modelling and forecasting purposes…

stat.ML2022★ 12 cited

Investigating the Impact of Model Misspecification in Neural Simulation-based Inference

Patrick Cannon, Daniel Ward, Sebastian M. Schmon

Aided by advances in neural density estimation, considerable progress has been made in recent years towards a suite of simulation-based inference (SBI) methods capable of performin…

cs.MA2022

High Performance Simulation for Scalable Multi-Agent Reinforcement Learning

Jordan Langham-Lopez, Sebastian M. Schmon, Patrick Cannon

Multi-agent reinforcement learning experiments and open-source training environments are typically limited in scale, supporting tens or sometimes up to hundreds of interacting agen…

cs.MA2022★ 6 cited

Calibrating Agent-based Models to Microdata with Graph Neural Networks

Joel Dyer, Patrick Cannon, J. Doyne Farmer +1

Calibrating agent-based models (ABMs) to data is among the most fundamental requirements to ensure the model fulfils its desired purpose. In recent years, simulation-based inferenc…

stat.ML2022

Amortised Likelihood-free Inference for Expensive Time-series Simulators with Signatured Ratio Estimation

Joel Dyer, Patrick Cannon, Sebastian M Schmon

Simulation models of complex dynamics in the natural and social sciences commonly lack a tractable likelihood function, rendering traditional likelihood-based statistical inference…

econ.EM2022★ 30 cited

Black-box Bayesian inference for economic agent-based models

Joel Dyer, Patrick Cannon, J. Doyne Farmer +1

Simulation models, in particular agent-based models, are gaining popularity in economics. The considerable flexibility they offer, as well as their capacity to reproduce a variety…

stat.ME2021★ 2 cited

Approximate Bayesian Computation with Path Signatures

Joel Dyer, Patrick Cannon, Sebastian M Schmon

Simulation models often lack tractable likelihood functions, making likelihood-free inference methods indispensable. Approximate Bayesian computation generates likelihood-free post…