# Black-box Bayesian inference for economic agent-based models

*Source* · `src-dyer-2024-bayesian-inference-economic-abm` · status: **n/a**

| field | value |
|---|---|
| kind | Peer-reviewed paper |
| authors | Joel Dyer, Patrick Cannon, J. Doyne Farmer, Sebastian Schmon |
| venue | Journal of Economic Dynamics and Control |
| date | 2024 |
| url | https://arxiv.org/abs/2202.00625 |
| doi | 10.1016/j.jedc.2024.104827 |
| arxiv | 2202.00625 |
| accessed | 2026-10-24 |

## Notes

Neural posterior estimation and neural ratio estimation give state-of-the-art parameter inference for economic ABMs from multivariate time series, versus older methods needing hundreds of thousands of runs.

## Backlinks (computed)

**cited by:** [Simulation-based inference for calibrating simulators](../technique/simulation-based-inference.md)

## Citation

Joel Dyer, Patrick Cannon, J. Doyne Farmer, Sebastian Schmon (2024). *Black-box Bayesian inference for economic agent-based models*. Journal of Economic Dynamics and Control https://arxiv.org/abs/2202.00625

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Provenance: created in run `2026-10-24-techniques-sim-math`.
