Search Results for author: Patrick Cannon

Found 7 papers, 1 papers with code

Robust Neural Posterior Estimation and Statistical Model Criticism

no code implementations12 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.

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

no code implementations5 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.

Bayesian Inference Density Estimation

High Performance Simulation for Scalable Multi-Agent Reinforcement Learning

no code implementations8 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

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

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