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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…

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…

F-ABC is introduced, using universal sufficient statistics, unlike previous ABC papers, e.g. Bernton et al. (2019), and avoiding in the approximate posterior artifacts due to a Kernel. The nature of matching tolerance is examined and…

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Generalized Bayesian inference (GBI) is an alternative inference framework motivated by robustness to modeling errors, where a specific loss function is used to link the model parameters with observed data, instead of the log-likelihood…

Multiple kernel learning algorithms are proposed to combine kernels in order to obtain a better similarity measure or to integrate feature representations coming from different data sources. Most of the previous research on such methods is…

Additive principal components (APCs for short) are a nonlinear generalization of linear principal components. We focus on smallest APCs to describe additive nonlinear constraints that are approximately satisfied by the data. Thus APCs fit…

This document is due to appear as a chapter of the forthcoming Handbook of Approximate Bayesian Computation (ABC) edited by S. Sisson, Y. Fan, and M. Beaumont. Since the earliest work on ABC, it has been recognised that using summary…

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…

Approximate Bayesian computation (ABC) is computationally intensive for complex model simulators. To exploit expensive simulations, data-resampling via bootstrapping can be employed to obtain many artificial datasets at little cost.…

Finite mixture models are used in statistics and other disciplines, but inference for mixture models is challenging due, in part, to the multimodality of the likelihood function and the so-called label switching problem. We propose…

Approximate confidence distribution computing (ACDC) offers a new take on the rapidly developing field of likelihood-free inference from within a frequentist framework. The appeal of this computational method for statistical inference…

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…

The paper describes an application of Aggregating Algorithm to the problem of regression. It generalizes earlier results concerned with plain linear regression to kernel techniques and presents an on-line algorithm which performs nearly as…

We consider the problem of uniformity testing of Lipschitz continuous distributions with bounded support. The alternative hypothesis is a composite set of Lipschitz continuous distributions that are at least $\varepsilon$ away in $\ell_1$…

Understanding how genetically encoded rules drive and guide complex neuronal growth processes is essential to comprehending the brain's architecture, and agent-based models (ABMs) offer a powerful simulation approach to further develop this…

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…

This Chapter, "ABC Samplers", is to appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and algorithms used to sample from the ABC approximation to the posterior distribution, including…

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…

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…