Bayesian inference for agent-based models with 90% fewer simulations
The DF-NPE method combines learned time-series summaries with two conditional normalizing flows for synthetic-data generation and posterior estimation. It supplements direct simulations with synthetic training pairs and supports pooled and ordered training strategies. In two settings of the Brock-Hommes asset-pricing model it cuts direct simulations by 90% while achieving lower posterior discrepancy and runtime.