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Jonas Hallgren

Publications and source records attributed to Jonas Hallgren.

3 recordsLinked to original sources

Can Network Models of Science Do Without Pluralist Agents?

Science is a process of useful models being proven wrong time and again, but despite its many flaws, it somehow works. Why is this? Paul Feyerabend argued that it works because people dare to hold and defend incompatible rival theories against the accepted one, since a theory's failures often lead to its abandonment in the presence of a more accurate or simpler alternative. He called this view theoretical pluralism. We introduce a theoretical and experimental model in which this can be examined. It compares communities of pluralist agents, which can hold rival theories side by side and maintain beliefs within and between those theories, with communities of monist agents, which can only incorporate what they hear or observe into a single model of their own. In a multi-agent variational inference setting, our experimental demonstrations illustrate how communities with rival theories can go through periods of uncertainty followed by a shift in the theories they hold true, how the information that is communicated between communities affects beliefs when those communities make different observations about the world, and how sharing support for theories and sharing beliefs within them contribute differently to collective belief dynamics.

cs.MA↗

Decomposition Sampling applied to Parallelization of Metropolis-Hastings

This paper presents an algorithm for sampling random variables that allows to separation of the sampling process into subproblems by dividing the sample space into overlapping parts. The subproblems can be solved independently of each other and are thus well suited for parallelization. Furthermore, on each of these subproblems it is possible to use distinct and independent sampling methods. In other words, specific samplers can be designed for specific parts of the sample space. The algorithms are demonstrated on a particle marginal Metropolis-Hastings sampler applied to calibration of a volatility model and two toy examples. Significant speedup and decrease of total variation is observed in experiments.

stat.CO↗

Testing for Causality in Continuous Time Bayesian Network Models of High-Frequency Data

Continuous time Bayesian networks are investigated with a special focus on their ability to express causality. A framework is presented for doing inference in these networks. The central contributions are a representation of the intensity matrices for the networks and the introduction of a causality measure. A new model for high-frequency financial data is presented. It is calibrated to market data and by the new causality measure it performs better than older models.

stat.ML↗