We show that a steady-state stock-flow consistent macro-economic model can be represented as a Constraint Satisfaction Problem (CSP). The set of solutions is a polytope, which volume depends on the constraints applied and reveals the potential fragility of the economic circuit, with no need to study the dynamics. Several methods to compute the volume are compared, inspired by operations research methods and the analysis of metabolic networks, both exact and approximate. We also introduce a random transaction matrix, and study the particular case of linear flows with respect to money stocks.
Even though all ABM do not verify stock-flow consistency, it is an hypothesis used by several authors @cite_57 @cite_40 @cite_29 @cite_37 @cite_27 . ABM are praised for their flexibility, their ability to study large populations of heterogeneous and learning agents that interact in possibly non-linear ways. However, ABM need computer intensive simulations and face the problem of being over-parametrized. Calibration is thus difficult and unstable, all the more since empirical studies and reliable data are not abundant compared to the dimension of the parameter space. Recent works tackle the issue of an efficient exploration of the parameter space @cite_31 .The issue of comparing a model to experimental data is another problem posed to practitioners, that has been addressed by different methods @cite_47 . Under simplifying assumptions such as the aggregation of a subset of agents, theoretical results concerning some macro-economic ABM were recently obtained in a stock-flow-consistent framework, and phase diagrams established, for specific dynamic rules @cite_18 @cite_44 .
@cite_37 @cite_47 @cite_18 @cite_29 @cite_57 @cite_44 @cite_27 @cite_40 @cite_31
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A hierarchical Bayes Gaussian Mixture Model (HBGMM) with adaptive sparsity is proposed.We impose our hierarchical Bayes prior on the entries of precision matrices in GMM to encourage sparsity.Our adaptive sparsity can reduce the dimensionality of the parameters in GMM to be estimated.Our HBGMM method does not involve any hyperparameters to be estimated, i.e., it is hyperparameter-free. Gaussian Mixture Model (GMM) has been widely used in statistics for its great flexibility. However, parameter estimation for GMM with high dimensionality is a challenge because of the large number of parameters and the lack of observation data. In this paper, we propose an effective method named hierarchical Bayes based Adaptive Sparsity in Gaussian Mixture Model (ASGMM) to estimate the parameters in a GMM by incorporating a two-layer hierarchical Bayes based adaptive sparsity prior. The prior we impose on the precision matrices can encourage sparsity and hence reduce the dimensionality of the parameters to be estimated. In contrast to the l 1 -norm penalty or Laplace prior, our approach does not involve any hyperparameters that must be tuned, and the sparsity adapts to the observation data. The proposed method is achieved by three steps: first, we formulate an adaptive hierarchical Bayes model of the precision matrices in the GMM with a Jeffrey's noninformative hyperprior, which expresses scale-invariance and, more importantly, is hyperparameter-free and unbiased. Second, we perform a Cholesky decomposition on the precision matrices to impose the positive definite property. Finally, we exploit the expectation maximization (EM) algorithm to obtain the final estimated parameters in the GMM. Experimental results on synthetic and real-world datasets demonstrate that ASGMM cannot only adapt the sparsity of high-dimensional data with small estimated error, but also achieve better clustering performance comparing with several classical methods. Motivated by recent progress in natural image statistics, we use newly available datasets with ground truth optical flow to learn the local statistics of optical flow and compare the learned models to prior models assumed by computer vision researchers. We find that a Gaussian mixture model (GMM) with 64 components provides a significantly better model for local flow statistics when compared to commonly used models. We investigate the source of the GMM's success and show it is related to an explicit representation of flow boundaries. We also learn a model that jointly models the local intensity pattern and the local optical flow. In accordance with the assumptions often made in computer vision, the model learns that flow boundaries are more likely at intensity boundaries. However, when evaluated on a large dataset, this dependency is very weak and the benefit of conditioning flow estimation on the local intensity pattern is marginal. This paper examines techniques for finding falsifying trajectories of hybrid systems using an approach that we call trajectory splicing. Many formal verification techniques for hybrid systems, including flowpipe construction, can identify plausible abstract counterexamples for property violations. However, there is often a gap between the reported abstract counterexamples and the concrete system trajectories. Our approach starts with a candidate sequence of disconnected trajectory segments, each segment lying inside a discrete mode. However, such disconnected segments do not form concrete violations due to the gaps that exist between the ending state of one segment and the starting state of the subsequent segment. Therefore, trajectory splicing uses local optimization to minimize the gap between these segments, effectively splicing them together to form a concrete trajectory. We demonstrate the use of our approach for falsifying safety properties of hybrid systems using standard optimization techniques. As such, our approach is not restricted to linear systems. We compare our approach with other falsification approaches including uniform random sampling and a robustness guided falsification approach used in the tool S-Taliro. Our preliminary evaluation clearly shows the potential of our approach to search for candidate trajectory segments and use them to find concrete property violations. In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel Monte Carlo (MLMC) methods. The former provides a hierarchy of approximations of different resolution, whereas the latter gives an efficient way to estimate quantities of interest using samples on different levels. The number of basis functions in the online GMsFEM stage can be varied to determine the solution resolution and the computational cost, and to efficiently generate samples at different levels. In particular, it is cheap to generate samples on coarse grids but with low resolution, and it is expensive to generate samples on fine grids with high accuracy. By suitably choosing the number of samples at different levels, one can leverage the expensive computation in larger fine-grid spaces toward smaller coarse-grid spaces, while retaining the accuracy of the final Monte Carlo estimate. Further, we describe a multilevel Markov chain Monte Carlo method, which sequentially screens the proposal with different levels of approximations and reduces the number of evaluations required on fine grids, while combining the samples at different levels to arrive at an accurate estimate. The framework seamlessly integrates the multiscale features of the GMsFEM with the multilevel feature of the MLMC methods following the work in [26], and our numerical experiments illustrate its efficiency and accuracy in comparison with standard Monte Carlo estimates.