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Approximate Bayesian computation (ABC) has gained popularity over the past few years for the analysis of complex models arising in population genetic, epidemiology and system biology. Sequential Monte Carlo (SMC) approaches have become work…

Computation · Statistics 2012-10-16 Sarah Filippi , Chris Barnes , Julien Cornebise , Michael P. H. Stumpf

An important problem for HCI researchers is to estimate the parameter values of a cognitive model from behavioral data. This is a difficult problem, because of the substantial complexity and variety in human behavioral strategies. We report…

Human-Computer Interaction · Computer Science 2017-01-16 Antti Kangasrääsiö , Kumaripaba Athukorala , Andrew Howes , Jukka Corander , Samuel Kaski , Antti Oulasvirta

We analyze the behavior of approximate Bayesian computation (ABC) when the model generating the simulated data differs from the actual data generating process; i.e., when the data simulator in ABC is misspecified. We demonstrate both…

Statistics Theory · Mathematics 2020-12-17 David T. Frazier , Christian P. Robert , Judith Rousseau

In recent years, methods of approximate parameter estimation have attracted considerable interest in complex problems where exact likelihoods are hard to obtain. In their most basic form, Bayesian methods such as Approximate Bayesian…

Computation · Statistics 2015-07-17 Johanna Bertl , Gregory Ewing , Carolin Kosiol , Andreas Futschik

This Chapter, "A Guide to General-Purpose ABC Software", is to appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). We present general-purpose software to perform Approximate Bayesian Computation (ABC) as…

Computation · Statistics 2018-06-22 Athanasios Kousathanas , Pablo Duchen , Daniel Wegmann

Approximate Bayesian Computation (ABC) methods often require extensive simulations, resulting in high computational costs. This paper focuses on multifidelity simulation models and proposes a pre-filtering hierarchical importance sampling…

Computation · Statistics 2026-02-03 Xuefei Cao , Shijia Wang , Yongdao Zhou

In this paper, we describe a procedure for modelling strong lensing galaxy clusters with parametric methods, and to rank models quantitatively using the Bayesian evidence. We use a publicly available Markov chain Monte-Carlo (MCMC) sampler…

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) is the most popular approach to inferring parameters in the case where the data model is specified in the form of a simulator. It is not possible to directly implement standard Monte Carlo methods for…

Methodology · Statistics 2024-07-29 Richard G Everitt

Background: When conducting a meta-analysis of a continuous outcome, estimated means and standard deviations from the selected studies are required in order to obtain an overall estimate of the mean effect and its confidence interval. If…

Methodology · Statistics 2020-04-07 Deukwoo Kwon , Isildinha M. Reis

Likelihood-free inference provides a rigorous approach to preform Bayesian analysis using forward simulations only. The main advantage of likelihood-free methods is its ability to account for complex physical processes and observational…

Cosmology and Nongalactic Astrophysics · Physics 2022-02-09 Sut-Ieng Tam , Keiichi Umetsu , Adam Amara

Determining the physical characteristics of a star is an inverse problem consisting in estimating the parameters of models for the stellar structure and evolution, knowing certain observable quantities. We use a Bayesian approach to solve…

Solar and Stellar Astrophysics · Physics 2015-06-11 M. Bazot , S. Bourguignon , J. Christensen-Dalsgaard

We propose a novel approach for solving inverse-problems with high-dimensional inputs and an expensive forward mapping. It leverages joint deep generative modelling to transfer the original problem spaces to a lower dimensional latent…

Methodology · Statistics 2021-04-19 Eliane Maalouf , David Ginsbourger , Niklas Linde

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

The Approximate Bayesian Computation (ABC) algorithm considers natural selection in biology as a guiding principle for statistical model selection and parameter estimation. We take this ABC approach to cosmology and use it to infer which…

Cosmology and Nongalactic Astrophysics · Physics 2023-08-16 Reginald Christian Bernardo , You-Ru Lee

Background: We proposed approximate Bayesian computation with single distribution selection (ABC-SD) for estimating mean and standard deviation from other reported summary statistics. The ABC-SD generates pseudo data from a single…

Methodology · Statistics 2016-07-12 Deukwoo Kwon , Isildinha M. Reis

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 (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 Computational (ABC) methods (or likelihood-free methods) have appeared in the past fifteen years as useful methods to perform Bayesian analyses when the likelihood is analytically or computationally intractable. Several…

Methodology · Statistics 2012-05-01 Meili Baragatti , Agnès Grimaud , Denys Pommeret

Approximate Bayesian Computation (ABC) methods rely on asymptotic arguments, implying that parameter inference can be systematically biased even when sufficient statistics are available. We propose to construct the ABC accept/reject step…

Methodology · Statistics 2014-01-24 Oliver Ratmann , Anton Camacho , Adam Meijer , Gé Donker