Computer Science > Multiagent Systems
[Submitted on 26 Oct 2026]
Title:Simulation-Efficient Double-Flow Neural Posterior Estimation for Agent-Based Models
View PDF HTML (experimental)Abstract:Neural posterior estimation (NPE) enables Bayesian inference of the posterior parameter in agent-based models (ABMs) with intractable likelihoods, but simulating training data can be computationally expensive. We propose Double-Flow Neural Posterior Estimation (DF-NPE), which combines learned time-series summaries with two conditional normalizing flows for synthetic-data generation and posterior estimation. The framework supplements direct simulations with synthetic training pairs and supports both pooled and ordered training strategies. Experiments in two settings of the Brock-Hommes asset-pricing model show that DF-NPE can reduce direct simulations by 90 percent while achieving lower mean posterior discrepancies and runtime than standard NPE. Performance varies with the allocation of directly simulated and synthetic data and the training strategy. These results establish learned summary augmentation as a practical approach to reducing simulation costs for Bayesian posterior inference of parameters in ABMs.
From: Junqi (Billy) Tang [view email][v1] Mon, 26 Oct 2026 13:41:09 UTC (281 KB)
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