Validation and Inference of Agent Based Models

Abstract: Agent Based Modelling (ABM) is a computational framework for simulating the behaviours and interactions of autonomous agents. As Agent Based Models are usually representative of complex systems, obtaining a likelihood function of the model parameters is nearly always intractable. There is a necessity to conduct inference in a likelihood free context in order to understand the model output. Approximate Bayesian Computation is a suitable approach for this inference. It can be applied to an Agent Based Model to both validate the simulation and infer a set of parameters to describe the model. Recent research in ABC has yielded increasingly efficient algorithms for calculating the approximate likelihood. These are investigated and compared using a pedestrian model in the Hamilton CBD.