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Incorporating Deep Learning Into System Dynamics: Amortized Bayesian Inference for Scalable Likelihood‐Free Parameter Estimation

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  • Hazhir Rahmandad
  • Ali Akhavan
  • Mohammad S. Jalali

Abstract

Estimating parameters and their credible intervals for complex system dynamics models is challenging but critical to continuous model improvement and reliable communication with an increasing fraction of audiences. The purpose of this study is to integrate Amortized Bayesian Inference (ABI) methods with system dynamics. Utilizing Neural Posterior Estimation (NPE), we train neural networks using synthetic data (pairs of ground truth parameters and outcome time series) to estimate parameters of system dynamics models. We apply this method to two example models: a simple Random Walk model and a moderately complex SEIRb model. We show that the trained neural networks can output the posterior for parameters instantly given new unseen time series data. Our analysis highlights the potential of ABI to facilitate a principled, scalable, and likelihood‐free inference workflow that enhance the integration of models of complex systems with data. Accompanying code streamlines application to diverse system dynamics models.

Suggested Citation

  • Hazhir Rahmandad & Ali Akhavan & Mohammad S. Jalali, 2025. "Incorporating Deep Learning Into System Dynamics: Amortized Bayesian Inference for Scalable Likelihood‐Free Parameter Estimation," System Dynamics Review, System Dynamics Society, vol. 41(1), January.
  • Handle: RePEc:bla:sysdyn:v:41:y:2025:i:1:n:e1798
    DOI: 10.1002/sdr.1798
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