Career Profile

I am a postdoctoral researcher at the University of Oxford’s Department of Computer Science and a Research Fellow at the Oxford Institute for New Economic Thinking. I draw on computational statistics and machine learning to develop tools that help decision-makers reason about and experiment with complex systems using (often agent-based) simulation models.

I recently completed a DPhil in computational statistics and machine learning at the University of Oxford’s Mathematical Institute and Institute for New Economic Thinking under the supervision of Prof. J. Doyne Farmer. Previously, I held visiting positions at The Alan Turing Institute and the University of Bristol as an Alan Turing Enrichment Student, and worked as a Postdoctoral Research Scientist at Improbable before returning to academia.

Experiences

Postdoctoral Researcher

Present
University of Oxford

Research Fellow

Present
Institute for New Economic Thinking, Oxford

Research Scientist

2022 - 2023
Improbable

Data Science Researcher

Summer 2021
Energy Systems Catapult

Videos, projects, and blogs

Some videos, projects, and blogs can be found at the following links:

The expected largest degree in a random attachment model of network growth - Mathematics and simulation study of the expected largest degree in a random attachment model of network growth

Software

Some of my open-source software projects include:

sbi4abm - A toolbox consisting of flexible, simulation-efficient calibration methods for agent-based models
BlackBIRDS - A toolbox consisting of methods to perform Black-Box Inference foR Differentiable Simulators. Published in The Journal of Open Source Software

Selected Publications

A full list of my publications can be found on my Google Scholar page. Some recent papers include:

  • Interventionally consistent surrogates for agent-based simulators
  • J. Dyer, N. Bishop, Y. Felekis, F. M. Zennaro, A. Calinescu, T. Damoulas, M. J. Wooldridge
    Submitted, 2023
  • Black-box Bayesian inference for agent-based models
  • J. Dyer, P. Cannon, J. D. Farmer, S. M. Schmon
    Journal of Economic Dynamics and Control, 2024
  • Population synthesis as scenario generation for simulation-based planning under uncertainty
  • J. Dyer, A. Quera-Bofarull, N. Bishop, J. D. Farmer, A. Calinescu, M. J. Wooldridge
    Forthcoming in the 23rd International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2024)
  • Gradient-assisted calibration for agent-based models in finance
  • J. Dyer, A. Quera-Bofarull, A. Chopra, J. D. Farmer, A. Calinescu, M. J. Wooldridge
    Proceedings of the Fourth International Conference on AI in Finance (ICAIF 2023)
  • BlackBIRDS - Black-Box Inference foR Differentiable Simulators
  • A. Quera-Bofarull, J. Dyer, A. Calinescu, J. D. Farmer, M. J. Wooldridge
    The Journal of Open Source Software
  • Some challenges of calibrating differentiable agent-based models
  • A. Quera-Bofarull, J. Dyer, A. Calinescu, M. J. Wooldridge
    ICML 2023 Workshop on Differentiable Almost Everything
  • Calibrating agent-based models to microdata with graph neural networks
  • J. Dyer, P. Cannon, J. D. Farmer, S. M. Schmon
    Best Short Paper, ICML 2022 Workshop on AI for Agent-based Modelling
  • Approximate Bayesian computation with path signatures
  • J. Dyer, P. Cannon, S. M. Schmon
    Submitted, 2021