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We research relations between optimal transport theory (OTT) and approximate Bayesian computation (ABC) possibly connected to relevant metrics defined on probability measures. Those of ABC are computational methods based on Bayesian…

Statistics Theory · Mathematics 2021-05-06 Marco Tarsia , Antonietta Mira , Daniele Cassani

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…

The frequentist method of simulated minimum distance (SMD) is widely used in economics to estimate complex models with an intractable likelihood. In other disciplines, a Bayesian approach known as Approximate Bayesian Computation (ABC) is…

Methodology · Statistics 2017-11-16 Jean-Jacques Forneron , Serena Ng

Approximate Bayesian computation (ABC) provides us with a way to infer parameters of models, for which the likelihood function is not available, from an observation. Using ABC, which depends on many simulations from the considered model, we…

We address the problem of parameter estimation in models of systems biology from noisy observations. The models we consider are characterized by simultaneous deterministic nonlinear differential equations whose parameters are either taken…

Machine Learning · Statistics 2017-05-01 Xin Liu , Mahesan Niranjan

We present a new semi-analytical model of galaxy formation, GECO (Galaxy Evolution COde), aimed at a better understanding of when and how the two processes of star formation and galaxy assembly have taken place. Our model is structured into…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-18 E. Ricciardelli , A. Franceschini

This Chapter, "Overview of Approximate Bayesian Computation", is to appear as the first chapter in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and concepts behind ABC methods with many…

Computation · Statistics 2018-02-28 S. A. Sisson , Y. Fan , M. A. Beaumont

We develop a Bayesian inference method for discretely-observed stochastic differential equations (SDEs). Inference is challenging for most SDEs, due to the analytical intractability of the likelihood function. Nevertheless, forward…

Methodology · Statistics 2024-11-08 Petar Jovanovski , Andrew Golightly , Umberto Picchini

The development of statistical methods and numerical algorithms for model choice is vital to many real-world applications. In practice, the ABC approach can be instrumental for sequential model design; however, the theoretical basis of its…

Methodology · Statistics 2011-06-30 Oliver Ratmann , Pierre Pudlo , Sylvia Richardson , Christian Robert

This paper proposes a novel approach to generate samples from target distributions that are difficult to sample from using Markov Chain Monte Carlo (MCMC) methods. Traditional MCMC algorithms often face slow convergence due to the…

Cosmology and Nongalactic Astrophysics · Physics 2023-08-11 Sandro Dias Pinto Vitenti , Eduardo J. Barroso

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

Inferring the parameters of models describing biological systems is an important problem in the reverse engineering of the mechanisms underlying these systems. Much work has focused on parameter inference of stochastic and ordinary…

Quantitative Methods · Quantitative Biology 2021-11-09 Thomas Thorne , Paul D. W. Kirk , Heather A. Harrington

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

For several decades now, Bayesian inference techniques have been applied to theories of particle physics, cosmology and astrophysics to obtain the probability density functions of their free parameters. In this study, we review and compare…

High Energy Physics - Phenomenology · Physics 2025-09-03 Joshua Albert , Csaba Balazs , Andrew Fowlie , Will Handley , Nicholas Hunt-Smith , Roberto Ruiz de Austri , Martin White

We discuss an approach for deriving robust posterior distributions from $M$-estimating functions using Approximate Bayesian Computation (ABC) methods. In particular, we use $M$-estimating functions to construct suitable summary statistics…

Methodology · Statistics 2019-06-13 Erlis Ruli , Nicola Sartori , Laura Ventura

Accurate redshift calibration is required to obtain unbiased cosmological information from large-scale galaxy surveys. In a forward modelling approach, the redshift distribution n(z) of a galaxy sample is measured using a parametric galaxy…

Cosmology and Nongalactic Astrophysics · Physics 2024-05-13 Beatrice Moser , Tomasz Kacprzak , Silvan Fischbacher , Alexandre Refregier , Dominic Grimm , Luca Tortorelli

Analyzes of next-generation galaxy data require accurate treatment of systematic effects such as the bias between observed galaxies and the underlying matter density field. However, proposed models of the phenomenon are either numerically…

Cosmology and Nongalactic Astrophysics · Physics 2021-04-28 Guilhem Lavaux , Jens Jasche

We consider the asymptotic properties of Approximate Bayesian Computation (ABC) for the realistic case of summary statistics with heterogeneous rates of convergence. We allow some statistics to converge faster than the ABC tolerance, other…

Computation · Statistics 2023-11-17 Caroline Lawless , Christian P. Robert , Judith Rousseau , Robin J. Ryder

A new recalibration post-processing method is presented to improve the quality of the posterior approximation when using Approximate Bayesian Computation (ABC) algorithms. Recalibration may be used in conjunction with existing…

Computation · Statistics 2017-04-24 G. S. Rodrigues , D. Prangle , S. A. Sisson

Photometric galaxy surveys constitute a powerful cosmological probe but rely on the accurate characterization of their redshift distributions using only broadband imaging, and can be very sensitive to incomplete or biased priors used for…

Cosmology and Nongalactic Astrophysics · Physics 2020-09-30 Alex Alarcon , Carles Sánchez , Gary M. Bernstein , Enrique Gaztañaga