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Model selection in the presence of intractable likelihoods remains a central challenge in Bayesian inference. Approximate Bayesian computation (ABC) provides a flexible likelihood-free framework, but its use for model choice is known to be…

Methodology · Statistics 2026-03-03 Clara Grazian

Approximate Bayesian computation (ABC) is an approach for sampling from an approximate posterior distribution in the presence of a computationally intractable likelihood function. A common implementation is based on simulating model,…

Methodology · Statistics 2013-01-16 D. Prangle , M. G. B. Blum , G. Popovic , S. A. Sisson

Bayes linear analysis and approximate Bayesian computation (ABC) are techniques commonly used in the Bayesian analysis of complex models. In this article we connect these ideas by demonstrating that regression-adjustment ABC algorithms…

Methodology · Statistics 2012-12-10 D. J. Nott , Y. Fan , L. Marshall , S. A. Sisson

Approximate Bayesian computation (ABC) is a method for Bayesian inference when the likelihood is unavailable but simulating from the model is possible. However, many ABC algorithms require a large number of simulations, which can be costly.…

Machine Learning · Statistics 2018-10-15 Marko Järvenpää , Michael U. Gutmann , Arijus Pleska , Aki Vehtari , Pekka Marttinen

We propose a sequential Monte Carlo (SMC) method to efficiently and accurately compute cut-Bayesian posterior quantities of interest, variations of standard Bayesian approaches constructed primarily to account for model misspecification. We…

Computation · Statistics 2024-11-13 Joseph Mathews , Giri Gopalan , James Gattiker , Sean Smith , Devin Francom

Approximate Bayesian Computation (ABC) enables statistical inference in simulator-based models whose likelihoods are difficult to calculate but easy to simulate from. ABC constructs a kernel-type approximation to the posterior distribution…

Methodology · Statistics 2022-12-02 Yuexi Wang , Tetsuya Kaji , Veronika Ročková

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

Computational Engineering, Finance, and Science · Computer Science 2021-07-21 Luca Martino , Víctor Elvira , Javier López-Santiago , Gustau Camps-Valls

Approximate Bayesian computation (ABC) is a well-established family of Monte Carlo methods for performing approximate Bayesian inference in the case where an ``implicit'' model is used for the data: when the data model can be simulated, but…

Computation · Statistics 2022-11-07 Ivis Kerama , Thomas Thorne , Richard G. Everitt

Given the complexity of modern cosmological parameter inference where we are faced with non-Gaussian data and noise, correlated systematics and multi-probe correlated data sets, the Approximate Bayesian Computation (ABC) method is a…

Instrumentation and Methods for Astrophysics · Physics 2017-03-08 Elise Jennings , Maeve Madigan

Approximate Bayesian computation (ABC) is a class of algorithmic methods in Bayesian inference using statistical summaries and computer simulations. ABC has become popular in evolutionary genetics and in other branches of biology. However…

Computation · Statistics 2011-05-03 Olivier Francois , Guillaume Laval

Approximate Bayesian Computation (ABC) is a family of statistical inference techniques, which is increasingly used in biology and other scientific fields. Its main benefit is to be applicable to models for which the computation of the model…

Quantitative Methods · Quantitative Biology 2014-12-25 Franck Jabot , Guillaume Lagarrigues , Benoît Courbaud , Nicolas Dumoulin

Inferring parameter distributions of complex industrial systems from noisy time series data requires methods to deal with the uncertainty of the underlying data and the used simulation model. Bayesian inference is well suited for these…

Applications · Statistics 2021-06-18 David N. John , Livia Stohrer , Claudia Schillings , Michael Schick , Vincent Heuveline

Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome…

In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the…

Methodology · Statistics 2017-02-14 Ajay Jasra , Seongil Jo , David Nott , Christine Shoemaker , Raul Tempone

We use approximate Bayesian computation (ABC) to estimate unknown parameter values, as well as their uncertainties, in Reynolds-averaged Navier-Stokes (RANS) simulations of turbulent flows. The ABC method approximates posterior…

Fluid Dynamics · Physics 2020-11-04 Olga A. Doronina , Scott M. Murman , Peter E. Hamlington

The Python package pyABC provides a framework for approximate Bayesian computation (ABC), a likelihood-free parameter inference method popular in many research areas. At its core, it implements a sequential Monte-Carlo (SMC) scheme, with…

Quantitative Methods · Quantitative Biology 2022-03-25 Yannik Schälte , Emmanuel Klinger , Emad Alamoudi , Jan Hasenauer

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Computation · Statistics 2026-02-09 Grégoire Clarté , Christian P. Robert , Robin Ryder , Julien Stoehr

This paper provides a review of Approximate Bayesian Computation (ABC) methods for carrying out Bayesian posterior inference, through the lens of density estimation. We describe several recent algorithms and make connection with traditional…

Computation · Statistics 2019-09-09 Clara Grazian , Yanan Fan

Approximate Bayesian computation (ABC) is a class of Bayesian inference algorithms that targets for problems with intractable or {unavailable} likelihood function. It uses synthetic data drawn from the simulation model to approximate the…

Computation · Statistics 2024-12-24 Xuefei Cao , Shijia Wang , Yongdao Zhou

We use approximate Bayesian computation (ABC) combined with an "improved" Markov chain Monte Carlo (IMCMC) method to estimate posterior distributions of model parameters in subgrid-scale (SGS) closures for large eddy simulations (LES) of…

Fluid Dynamics · Physics 2020-05-29 Olga A. Doronina , Colin A. Z. Towery , Peter E. Hamlington