cshalizi + agent-based_models 39
[1204.3946] The Dynamics of Influence Systems
5 weeks ago by cshalizi
"Influence systems form a large class of multiagent systems designed to model how influence, broadly defined, spreads across a dynamic network. We build a general analytical framework which we then use to prove that, while sometimes chaotic, influence dynamics is almost always asymptotically periodic. Besides resolving the dynamics of a popular family of multiagent systems, the other contribution of this work is to introduce a new type of renormalization-based bifurcation analysis for multiagent systems."
to:NB
influence
agent-based_models
dynamical_systems
chazelle.bernard
5 weeks ago by cshalizi
Lanchier : The Axelrod model for the dissemination of culture revisited
8 weeks ago by cshalizi
"This article is concerned with the Axelrod model, a stochastic process which similarly to the voter model includes social influence, but unlike the voter model also accounts for homophily. Each vertex of the network of interactions is characterized by a set of F cultural features, each of which can assume q states. Pairs of adjacent vertices interact at a rate proportional to the number of features they share, which results in the interacting pair having one more cultural feature in common. The Axelrod model has been extensively studied during the past ten years, based on numerical simulations and simple mean-field treatments, while there is a total lack of analytical results for the spatial model itself. Simulation results for the one-dimensional system led physicists to formulate the following conjectures. When the number of features F and the number of states q both equal two, or when the number of features exceeds the number of states, the system converges to a monocultural equilibrium in the sense that the number of cultural domains rescaled by the population size converges to zero as the population goes to infinity. In contrast, when the number of states exceeds the number of features, the system freezes in a highly fragmented configuration in which the ultimate number of cultural domains scales like the population size. In this article, we prove analytically for the one-dimensional system convergence to a monocultural equilibrium in terms of clustering when F = q = 2, as well as fixation to a highly fragmented configuration when the number of states is sufficiently larger than the number of features. Our first result also implies clustering of the one-dimensional constrained voter model."
to:NB
stochastic_processes
interacting_particle_systems
axelrod_model
agent-based_models
8 weeks ago by cshalizi
Phys. Rev. E 84, 041120 (2011): Building macroscale models from microscale probabilistic models: A general probabilistic approach for nonlinear diffusion and multispecies phenomena
october 2011 by cshalizi
"A discrete agent-based model on a periodic lattice of arbitrary dimension is considered. Agents move to nearest-neighbor sites by a motility mechanism accounting for general interactions, which may include volume exclusion. The partial differential equation describing the average occupancy of the agent population is derived systematically. A diffusion equation arises for all types of interactions and is nonlinear except for the simplest interactions. In addition, multiple species of interacting subpopulations give rise to an advection-diffusion equation for each subpopulation. This work extends and generalizes previous specific results, providing a construction method for determining the transport coefficients in terms of a single conditional transition probability, which depends on the occupancy of sites in an influence region. These coefficients characterize the diffusion of agents in a crowded environment in biological and physical processes."
to:NB
macro_from_micro
agent-based_models
interacting_particle_systems
statistical_mechanics
stochastic_processes
re:stacs
october 2011 by cshalizi
Emergent Processes in Group Behavior — Current Directions in Psychological Science
february 2011 by cshalizi
"Just as neurons interconnect in networks that create structured thoughts beyond the ken of any individual neuron, so people spontaneously organize themselves into groups to create emergent organizations that no individual may intend, comprehend, or even perceive. ... two experimental paradigms in which we attempt to build predictive bridges between the beliefs, goals, and cognitive capacities of individuals and patterns of behavior at the group level, showing how the members of a group dynamically allocate themselves to resources and how innovations diffuse through a social network. Agent-based computational models have provided useful explanatory and predictive accounts. Together, the models and experiments point to tradeoffs between exploration and exploitation—that is, compromises between individuals using their own innovations and using innovations obtained from their peers—and the emergence of group-level organizations..."
experimental_psychology
collective_cognition
social_life_of_the_mind
via:nielsen
exploitation-exploration_tradeoff
agent-based_models
social_networks
re:do-institutions-evolve
february 2011 by cshalizi
SYMPOSIUM ON AGENT-BASED COMPUTATIONAL ECONOMICS - Eastern Economic Journal - Table of Contents
january 2011 by cshalizi
Looks interesting, and co-edited by my old office mate Troy. (Oh, and Blake has a paper as well!) ETA: We don't subscribe. :(
agent-based_models
economics
macroeconomics
macro_from_micro
via:kinsella
kith_and_kin
january 2011 by cshalizi
Philosophy and Simulation: The Emergence of Synthetic Reason - Continuum
january 2011 by cshalizi
I have liked DeLanda's recent books, though I still find _War in the Age of Intelligent Machines_ bad, and don't get what he sees in Deleuze. I look forward to this one with interest.
books:noted
simulation
complexity
cellular_automata
agent-based_models
philosophy_of_science
delanda.manuel
post-structuralism
january 2011 by cshalizi
Environmental Modelling & Software : NetLogo meets R: Linking agent-based models with a toolbox for their analysis
october 2010 by cshalizi
"NetLogo is a software platform for agent-based modelling that is increasingly used in ecological and environmental modelling. So far, for comprehensive analyses of agent-based models (ABMs) implemented in NetLogo, results needed to be written to files and evaluated by using external software, for example R. Ideally, however, it would be possible to call any R function from within a NetLogo program. This would allow sophisticated interactive statistical analysis of model structure and dynamics, using R functions and packages for generating certain statistical distributions and experimental design, and for implementing complex descriptive submodels within ABMs. Here we present an R extension of NetLogo. It consists of only nine new NetLogo primitives for sending data between NetLogo and R and for calling R functions (six additional primitives for debugging). We demonstrate the usage of the R extension with three short examples."
R
agent-based_models
october 2010 by cshalizi
Comparing Two Sets of Time-Series: The State Similarity Measure
september 2010 by cshalizi
"Static estimation treats variation in the dependent data as noise, or error. In simulations using agent-based models, however — especially with dynamic responses — such variation in the simulated output may well possess valuable information from the simulation. We explore previous methods of estimating simulation models before examining the simulated output from an early agent-based model in marketing, and asking whether these methods allow the modeller to conclude with some degree of confidence that the simulated output is generated by essentially the same process that generated the historical output by measuring the degree of similarity between two sets of time-series. We introduce a new measure, the State Similarity Measure (SSM), to measure the distance beween two sets of time-series that embody dynamic responses." --- Not read yet, no idea if it's useful.
time_series
simulation
agent-based_models
statistics
via:the_author
september 2010 by cshalizi
Shut Down the NEH
october 2009 by cshalizi
"In the list of horrible waste of tax-payer’s hard earned money exposed by Fox News, I saw this: '$50,000 to build a computer model of an ancient city in Pakistan complete with “animated and interactive ‘inhabitants’.' If history is our guide, it won’t be long before these inhabitants fall to radical ideologies and turn back on the NEH! Agent-based computing models are already rife with terrorists and terrorist-sympathizers. We know this."
funny:sad
funny:geeky
agent-based_models
ancient_history
south_asia
archaeology
taxila
track_down_references
october 2009 by cshalizi
[0908.4261] Micro-bias and macro-performance
august 2009 by cshalizi
"We use agent-based modeling to investigate the effect of conservatism and partisanship on the efficiency with which large populations solve the density classification task--a paradigmatic problem for information aggregation and consensus building. We find that conservative agents enhance the populations' ability to efficiently solve the density classification task despite large levels of noise in the system. In contrast, we find that the presence of even a small fraction of partisans holding the minority position will result in deadlock or a consensus on an incorrect answer. Our results provide a possible explanation for the emergence of conservatism and suggest that even low levels of partisanship can lead to significant social costs."
distributed_systems
evolving_local_rules
collective_cognition
agent-based_models
to_read
amaral.luis
august 2009 by cshalizi
Beyond DSGE Models: Towards an Empirically-Based Macroeconomics
august 2009 by cshalizi
My reaction to the first half is "preach it, brothers and sisters!" Perhaps inevitably, the constructive proposals of the 2nd half are less compelling.
economics
macroeconomics
macro_from_micro
agent-based_models
complexity
econometrics
economic_policy
social_engineering
via:?
have_read
re:your_favorite_dsge_sucks
august 2009 by cshalizi
Brad DeLong's Scrapbook - DeLong: The Simplest Possible Behavioral Finance Bubble Model
june 2009 by cshalizi
Ummm... maybe my memory is playing tricks with me, but this really sounds like the Brock & Hommes models from the mid-1990s...
finance
market_bubbles
delong.brad
imitation
agent-based_models
june 2009 by cshalizi
Portfolio Manager Behavior and Global Financial Crises (Todd Feldman)
january 2009 by cshalizi
"...two market agent-based model [of] how global portfolio managers affect global financial crises and stability. The Markowitz model [plus] several insights from behavioral finance. Simulation results ... reveal that global financial crises do not occur when global managers are added to the model. However, when risk is determined based on investors’ historical losses and exponential averaging, slight global manager losses can trigger a widening of both markets’ risk premium, accelerating the decline in asset prices worldwide. ... global managers are ... stabilizing
... in smaller numbers [but] destabilizing in larger numbers. The ability to reduce risk by diversifying across markets results in excessive risk taking. If global managers exist in larger numbers, systematic over leverage may result such that a deleveraging process can lead to the spreading of financial crises."
finance
financial_speculation
agent-based_models
... in smaller numbers [but] destabilizing in larger numbers. The ability to reduce risk by diversifying across markets results in excessive risk taking. If global managers exist in larger numbers, systematic over leverage may result such that a deleveraging process can lead to the spreading of financial crises."
january 2009 by cshalizi
[0810.2813] Limit Theorems for Individual-Based Models in Economics and Finance
december 2008 by cshalizi
Laws of large numbers and central limit theorems for (simple) agent-based models.
to_read
agent-based_models
interacting_particle_systems
stochastic_processes
december 2008 by cshalizi
Computational Beauty of Nature: Computer Explorations of Fractals, Chaos, Complex Systems, and Adaptation - G. W. Flake [@Labyrinth]
books:recommended theoretical_computer_science algorithmic_information_theory machine_learning chaos dynamical_systems adaptive_behavior artificial_life fractals agent-based_models cellular_automata neural_networks flake.gary_william
august 2008 by cshalizi
books:recommended theoretical_computer_science algorithmic_information_theory machine_learning chaos dynamical_systems adaptive_behavior artificial_life fractals agent-based_models cellular_automata neural_networks flake.gary_william
august 2008 by cshalizi
Social Science Statistics Blog: The statistics of race
november 2007 by cshalizi
there isn't any real statistics in this...
racial_thinking
agent-based_models
prefors.amy
axelrod.robert
november 2007 by cshalizi
The Computational Beauty of Nature: supplementary site
october 2007 by cshalizi
Source code for simulations - can I get them to work? hard to assign if not
complexity
simulation:instructional
to_teach:complexity-and-inference
cellular_automata
fractals
chaos
agent-based_models
genetic_algorithms
flake.gary_william
october 2007 by cshalizi
The Computational Beauty of Nature - Gary William Flake
october 2007 by cshalizi
Required text for my "chaos, complexity and inference" class
complexity
to_teach:complexity-and-inference
cellular_automata
diagonalization
godels_theorem
uncomputability
recursion
fractals
agent-based_models
chaos
control_of_chaos
genetic_algorithms
evolutionary_computation
modeling
simulation
simulation:instructional
computation
books:recommended
flake.gary_william
october 2007 by cshalizi
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