Neural parameter calibration and uncertainty quantification for epidemic forecasting.

The recent COVID-19 pandemic has thrown the importance of accurately forecasting contagion dynamics and learning infection parameters into sharp focus. At the same time, effective policy-making requires knowledge of the uncertainty on such predictions, in order, for instance, to be able to ready hospitals and intensive care units for a worst-case scenario without needlessly wasting resources. In this work, we apply a novel and powerful computational method to the problem of learning probability densities on contagion parameters and providing uncertainty quantification for pandemic projections.

Machine learning for the identification of phase transitions in interacting agent-based systems: A Desai-Zwanzig example.

Deriving closed-form analytical expressions for reduced-order models, and judiciously choosing the closures leading to them, has long been the strategy of choice for studying phase- and noise-induced transitions for agent-based models (ABMs). In this paper, we propose a data-driven framework that pinpoints phase transitions for an ABM-the Desai-Zwanzig model-in its mean-field limit, using a smaller number of variables than traditional closed-form models. To this end, we use the manifold learning algorithm Diffusion Maps to identify a parsimonious set of data-driven latent variables, and we show that they are in one-to-one correspondence with the expected theoretical order parameter of the ABM.

Inferring networks from time series: A neural approach.

Network structures underlie the dynamics of many complex phenomena, from gene regulation and foodwebs to power grids and social media. Yet, as they often cannot be observed directly, their connectivities must be inferred from observations of the dynamics to which they give rise. In this work, we present a powerful computational method to infer large network adjacency matrices from time series data using a neural network, in order to provide uncertainty quantification on the prediction in a manner that reflects both the degree to which the inference problem is underdetermined as well as the noise on the data.

Path integrals, particular kinds, and strange things.

This paper describes a path integral formulation of the free energy principle. The ensuing account expresses the paths or trajectories that a particle takes as it evolves over time. The main results are a method or principle of least action that can be used to emulate the behaviour of particles in open exchange with their external milieu.

Neural parameter calibration for large-scale multiagent models.

Computational models have become a powerful tool in the quantitative sciences to understand the behavior of complex systems that evolve in time. However, they often contain a potentially large number of free parameters whose values cannot be obtained from theory but need to be inferred from data. This is especially the case for models in the social sciences, economics, or computational epidemiology.