no code implementations • 26 Apr 2024 • Fabio Massimo Zennaro, Nicholas Bishop, Joel Dyer, Yorgos Felekis, Anisoara Calinescu, Michael Wooldridge, Theodoros Damoulas
Multi-armed bandits (MAB) and causal MABs (CMAB) are established frameworks for decision-making problems.
no code implementations • 18 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.
no code implementations • 3 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.
no code implementations • 24 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.
no code implementations • 15 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.
no code implementations • 23 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.
no code implementations • 1 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.
1 code implementation • 23 Jun 2021 • Joel Dyer, Patrick Cannon, Sebastian M Schmon
Simulation models often lack tractable likelihood functions, making likelihood-free inference methods indispensable.
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.
no code implementations • 3 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