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  • 标题:Calibrating Agent-Based Models with Linear Regressions
  • 本地全文:下载
  • 作者:Ernesto Carrella ; Richard Bailey ; Jens Madsen
  • 期刊名称:Journal of Artificial Societies and Social Simulation
  • 印刷版ISSN:1460-7425
  • 出版年度:2020
  • 卷号:23
  • 期号:1
  • 页码:1-23
  • DOI:10.18564/jasss.4150
  • 出版社:University of Surrey, Department of Sociology
  • 摘要:In this paper, we introduce a simple way to parametrize simulation models by using regularized linear regression. Regressions bypass the three major challenges of calibrating by minimization: selecting the summary statistics, defining the distance function and minimizing it numerically. By substituting regression with classification, we can extend this approach to model selection. We present five example estimations: a statistical fit, a biological individual-based model, a simple real business cycle model, a non-linear biological simulation and heuristics selection in a fishery agent-based model. The outcome is a method that automatically chooses summary statistics, weighs them and uses them to parametrize models without running any direct minimization.
  • 关键词:Agent-Based Models; Indirect Inference; Estimation; Calibration; Simulated Minimum Distance; Approximate Bayesian Computation
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