Search Results for author: Joel Dyer

Found 10 papers, 1 papers with code

Interventionally Consistent Surrogates for Agent-based Simulators

no code implementations18 Dec 2023 Joel Dyer, Nicholas Bishop, Yorgos Felekis, Fabio Massimo Zennaro, Anisoara Calinescu, Theodoros Damoulas, Michael Wooldridge

Agent-based simulators provide granular representations of complex intelligent systems by directly modelling the interactions of the system's constituent agents.

Some challenges of calibrating differentiable agent-based models

no code implementations3 Jul 2023 Arnau Quera-Bofarull, Joel Dyer, Anisoara Calinescu, Michael Wooldridge

Agent-based models (ABMs) are a promising approach to modelling and reasoning about complex systems, yet their application in practice is impeded by their complexity, discrete nature, and the difficulty of performing parameter inference and optimisation tasks.

Bayesian calibration of differentiable agent-based models

no code implementations24 May 2023 Arnau Quera-Bofarull, Ayush Chopra, Anisoara Calinescu, Michael Wooldridge, Joel Dyer

Agent-based modelling (ABMing) is a powerful and intuitive approach to modelling complex systems; however, the intractability of ABMs' likelihood functions and the non-differentiability of the mathematical operations comprising these models present a challenge to their use in the real world.

Bayesian Inference Variational Inference

Calibrating Agent-based Models to Microdata with Graph Neural Networks

no code implementations15 Jun 2022 Joel Dyer, Patrick Cannon, J. Doyne Farmer, Sebastian M. Schmon

Calibrating agent-based models (ABMs) to data is among the most fundamental requirements to ensure the model fulfils its desired purpose.

Bayesian Inference Time Series +1

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

no code implementations23 Feb 2022 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 impossible.

Time Series Time Series Analysis

Black-box Bayesian inference for economic agent-based models

no code implementations1 Feb 2022 Joel Dyer, Patrick Cannon, J. Doyne Farmer, Sebastian Schmon

We present benchmarking experiments in which we demonstrate that neural network based black-box methods provide state of the art parameter inference for economic simulation models, and crucially are compatible with generic multivariate time-series data.

Bayesian Inference Benchmarking +3

Approximate Bayesian Computation with Path Signatures

1 code implementation23 Jun 2021 Joel Dyer, Patrick Cannon, Sebastian M Schmon

Simulation models often lack tractable likelihood functions, making likelihood-free inference methods indispensable.

Time Series Time Series Analysis

Deep Signature Statistics for Likelihood-free Time-series Models

no code implementations ICML Workshop INNF 2021 Joel Dyer, Patrick W Cannon, Sebastian M Schmon

Our approach leverages deep signature transforms, trained concurrently with a neural density estimator, to produce informative statistics for multivariate sequential data that encode important geometric properties of the underlying path.

Time Series Time Series Analysis

Public risk perception and emotion on Twitter during the Covid-19 pandemic

no code implementations3 Aug 2020 Joel Dyer, Blas Kolic

Signatures of public emotion and attention are present in social media data, thus natural language analysis of this text enables near-to-real-time monitoring of indicators of public risk perception.

Social and Information Networks Computers and Society 62P15, 91D30 J.4

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