no code implementations • 12 Oct 2022 • Daniel Ward, Patrick Cannon, Mark Beaumont, Matteo Fasiolo, Sebastian M Schmon
In this work we revisit neural posterior estimation (NPE), a class of algorithms that enable black-box parameter inference in simulation models, and consider the implication of a simulation-to-reality gap.
no code implementations • 5 Sep 2022 • Patrick Cannon, Daniel Ward, Sebastian M. Schmon
In this work, we provide the first comprehensive study of the behaviour of neural SBI algorithms in the presence of various forms of model misspecification.
no code implementations • 8 Jul 2022 • 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 agents.
Multi-agent Reinforcement Learning reinforcement-learning +2
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.