Black-box Bayesian inference for economic agent-based models.
Joel DyerPatrick CannonJ. Doyne FarmerSebastian M. SchmonPublished in: CoRR (2022)
Keyphrases
- black box
- bayesian inference
- agent based models
- complex systems
- simulation model
- probabilistic model
- black boxes
- prior information
- white box
- multi agent
- spatial structure
- white box testing
- integration testing
- test cases
- financial markets
- cooperative
- particle filter
- long term
- expectation propagation
- prior knowledge
- reinforcement learning
- learning algorithm