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"Approximate Bayesian Computation" (ABC) represents a powerful methodology for the analysis of complex stochastic systems for which the likelihood of the observed data under an arbitrary set of input parameters may be entirely…

Instrumentation and Methods for Astrophysics · Physics 2015-06-04 E. Cameron , A. N. Pettitt

Approximate Bayesian Computation (ABC) is a popular sampling method in applications involving intractable likelihood functions. Without evaluating the likelihood function, ABC approximates the posterior distribution by the set of accepted…

Computation · Statistics 2017-08-17 Jin Zhou , Kenji Fukumizu

Approximate Bayesian Computation is widely used in systems biology for inferring parameters in stochastic gene regulatory network models. Its performance hinges critically on the ability to summarize high-dimensional system responses such…

Machine Learning · Statistics 2021-04-13 Mattias Åkesson , Prashant Singh , Fredrik Wrede , Andreas Hellander

A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…

Computation · Statistics 2021-12-23 Thomas P Prescott , Ruth E Baker

Until recently, the use of Bayesian inference in population genetics was limited to a few cases because for many realistic population genetic models the likelihood function cannot be calculated analytically . The situation changed with the…

Methodology · Statistics 2009-01-16 Christoph Leuenberger Daniel Wegmann Laurent Excoffier

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

Complex simulators have become a ubiquitous tool in many scientific disciplines, providing high-fidelity, implicit probabilistic models of natural and social phenomena. Unfortunately, they typically lack the tractability required for…

Methodology · Statistics 2021-02-24 Sebastian M Schmon , Patrick W Cannon , Jeremias Knoblauch

Approximate Bayesian computation (ABC) using a sequential Monte Carlo method provides a comprehensive platform for parameter estimation, model selection and sensitivity analysis in differential equations. However, this method, like other…

Machine Learning · Statistics 2015-07-21 Sanmitra Ghosh , Srinandan Dasmahapatra , Koushik Maharatna

Bayesian synthetic likelihood (BSL) is a popular method for estimating the parameter posterior distribution for complex statistical models and stochastic processes that possess a computationally intractable likelihood function. Instead of…

Computation · Statistics 2019-07-26 Ziwen An , Leah F South , Christopher Drovandi

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

Approximate Bayes Computations (ABC) are used for parameter inference when the likelihood function of the model is expensive to evaluate but relatively cheap to sample from. In particle ABC, an ensemble of particles in the product space of…

Computation · Statistics 2016-04-15 Carlo Albert , Hans R. Kuensch , Andreas Scheidegger

Approximate Bayesian computation (ABC) methods make use of comparisons between simulated and observed summary statistics to overcome the problem of computationally intractable likelihood functions. As the practical implementation of ABC…

Methodology · Statistics 2013-06-12 M. G. B. Blum , M. A. Nunes , D. Prangle , S. A. Sisson

Approximate Bayesian Computation (ABC) are likelihood-free Monte Carlo methods. ABC methods use a comparison between simulated data, using different parameters drew from a prior distribution, and observed data. This comparison process is…

Machine Learning · Statistics 2015-03-31 Carlos D. Zuluaga , Edgar A. Valencia , Mauricio A. Álvarez

Composite likelihood provides approximate inference when the full likelihood is intractable and sub-likelihood functions of marginal events can be evaluated relatively easily. It has been successfully applied for many complex models.…

Methodology · Statistics 2024-09-05 Wentao Li , Rosabeth White , Dennis Prangle

Approximate Bayesian Computation has been successfully used in population genetics to bypass the calculation of the likelihood. These methods provide accurate estimates of the posterior distribution by comparing the observed dataset to a…

Many scientifically well-motivated statistical models in natural, engineering, and environmental sciences are specified through a generative process. However, in some cases, it may not be possible to write down the likelihood for these…

Methodology · Statistics 2020-11-17 Sanjay Chaudhuri , Subhroshekhar Ghosh , David J. Nott , Kim Cuc Pham

There is an increasing amount of literature focused on Bayesian computational methods to address problems with intractable likelihood. One approach is a set of algorithms known as Approximate Bayesian Computational (ABC) methods. One of the…

Methodology · Statistics 2015-10-27 Weixuan Zhu , Juan Miguel Marin , Fabrizio Leisen

Phylogeny is the field of modelling the temporal discrete dynamics of speciation. Complex models can nowadays be studied using the Approximate Bayesian Computation approach which avoids likelihood calculations. The field's progression is…

Populations and Evolution · Quantitative Biology 2020-11-23 Krzysztof Bartoszek , Pietro Liò

A maximum likelihood methodology for a general class of models is presented, using an approximate Bayesian computation (ABC) approach. The typical target of ABC methods are models with intractable likelihoods, and we combine an ABC-MCMC…

Methodology · Statistics 2016-08-16 Umberto Picchini , Rachele Anderson

We analyze the computational efficiency of approximate Bayesian computation (ABC), which approximates a likelihood function by drawing pseudo-samples from the associated model. For the rejection sampling version of ABC, it is known that…

Computation · Statistics 2016-02-18 Luke Bornn , Natesh Pillai , Aaron Smith , Dawn Woodard
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