Comparing Data Assimilation and Likelihood-Based Inference on Latent State Estimation in Agent-Based Models
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| Format: | Preprint |
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2025
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| _version_ | 1866918473491283968 |
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| author | Kolic, Blas Monti, Corrado Morales, Gianmarco De Francisci Pangallo, Marco |
| author_facet | Kolic, Blas Monti, Corrado Morales, Gianmarco De Francisci Pangallo, Marco |
| contents | In this paper, we present the first systematic comparison of Data Assimilation (DA) and Likelihood-Based Inference (LBI) in the context of an Agent-Based Model (ABM). These models generate observable time series driven by evolving, partially-latent microstates. Latent states must be estimated to align simulations with real-world data, a task traditionally addressed by DA, particularly in continuous and equation-based models used in weather forecasting. However, the nature of ABMs poses challenges for standard DA methods. Solving such issues requires adapting previous DA techniques or using ad hoc alternatives such as LBI. DA approximates the likelihood in a model-agnostic way, making it broadly applicable but potentially less precise. In contrast, LBI provides more accurate state estimation by directly leveraging the model's likelihood, but at the cost of requiring a hand-crafted, model-specific likelihood function, which may be complex or infeasible to derive. We compare the two methods on the Bounded-Confidence Model, a well-known opinion dynamics ABM, where agents are affected only by others holding sufficiently similar opinions. We find that LBI better recovers latent agent-level opinions, even under model mis-specification, leading to improved individual-level forecasts. At the aggregate level, however, both methods perform comparably, and DA remains competitive across levels of aggregation under certain parameter settings. Our findings suggest that DA is well-suited for aggregate predictions, while LBI is preferable for agent-level inference. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2509_17625 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Comparing Data Assimilation and Likelihood-Based Inference on Latent State Estimation in Agent-Based Models Kolic, Blas Monti, Corrado Morales, Gianmarco De Francisci Pangallo, Marco Machine Learning Computers and Society Physics and Society Methodology In this paper, we present the first systematic comparison of Data Assimilation (DA) and Likelihood-Based Inference (LBI) in the context of an Agent-Based Model (ABM). These models generate observable time series driven by evolving, partially-latent microstates. Latent states must be estimated to align simulations with real-world data, a task traditionally addressed by DA, particularly in continuous and equation-based models used in weather forecasting. However, the nature of ABMs poses challenges for standard DA methods. Solving such issues requires adapting previous DA techniques or using ad hoc alternatives such as LBI. DA approximates the likelihood in a model-agnostic way, making it broadly applicable but potentially less precise. In contrast, LBI provides more accurate state estimation by directly leveraging the model's likelihood, but at the cost of requiring a hand-crafted, model-specific likelihood function, which may be complex or infeasible to derive. We compare the two methods on the Bounded-Confidence Model, a well-known opinion dynamics ABM, where agents are affected only by others holding sufficiently similar opinions. We find that LBI better recovers latent agent-level opinions, even under model mis-specification, leading to improved individual-level forecasts. At the aggregate level, however, both methods perform comparably, and DA remains competitive across levels of aggregation under certain parameter settings. Our findings suggest that DA is well-suited for aggregate predictions, while LBI is preferable for agent-level inference. |
| title | Comparing Data Assimilation and Likelihood-Based Inference on Latent State Estimation in Agent-Based Models |
| topic | Machine Learning Computers and Society Physics and Society Methodology |
| url | https://arxiv.org/abs/2509.17625 |