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Approximate Bayesian computation (ABC) performs statistical inference for otherwise intractable probability models by accepting parameter proposals when corresponding simulated datasets are sufficiently close to the observations. Producing…

Computation · Statistics 2014-12-05 Dennis Prangle

Approximate Bayesian computation (ABC) has advanced in two decades from a seminal idea to a practically applicable inference tool for simulator-based statistical models, which are becoming increasingly popular in many research domains. The…

Approximate Bayesian Computation (ABC) methods are used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Both the accuracy and computational efficiency of ABC depend on the choice of…

Methodology · Statistics 2017-03-17 Bai Jiang , Tung-yu Wu , Charles Zheng , Wing H. Wong

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

Approximate Bayesian computation (ABC) is a likelihood-free approach for Bayesian inferences based on a rejection algorithm method that applies a tolerance of dissimilarity between summary statistics from observed and simulated data.…

Populations and Evolution · Quantitative Biology 2013-09-26 Shigeki Nakagome , Kenji Fukumizu , Shuhei Mano

Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…

Computation · Statistics 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf

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

1. Challenging calibration of complex models can be approached by using prior knowledge on the parameters. However, the natural choice of Bayesian inference can be computationally heavy when relying on Markov Chain Monte Carlo (MCMC)…

Applications · Statistics 2023-04-27 Charlotte Baey , Henrik G. Smith , Maj Rundlöf , Ola Olsson , Yann Clough , Ullrika Sahlin

ABC (approximate Bayesian computation) is a general approach for dealing with models with an intractable likelihood. In this work, we derive ABC algorithms based on QMC (quasi- Monte Carlo) sequences. We show that the resulting ABC…

Computation · Statistics 2018-05-08 Alexander Buchholz , Nicolas Chopin

Bayesian inference is often used in cosmology and astrophysics to derive constraints on model parameters from observations. This approach relies on the ability to compute the likelihood of the data given a choice of model parameters. In…

Cosmology and Nongalactic Astrophysics · Physics 2015-09-16 Joel Akeret , Alexandre Refregier , Adam Amara , Sebastian Seehars , Caspar Hasner

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

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), also known as likelihood-free methods, have become a favourite tool for the analysis of complex stochastic models, primarily in population genetics but also in financial analyses. We advocated in…

Computation · Statistics 2015-03-18 Christian Robert , Jean-Michel Marin , Natesh S. Pillai

Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…

Statistics Theory · Mathematics 2015-05-14 Stefano Cabras , Maria Eugenia Castellanos Nueda , Erlis Ruli

Many modern statistical applications involve inference for complex stochastic models, where it is easy to simulate from the models, but impossible to calculate likelihoods. Approximate Bayesian computation (ABC) is a method of inference for…

Methodology · Statistics 2015-03-14 Paul Fearnhead , Dennis Prangle

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

Many statistical models can be simulated forwards but have intractable likelihoods. Approximate Bayesian Computation (ABC) methods are used to infer properties of these models from data. Traditionally these methods approximate the posterior…

Machine Learning · Statistics 2018-04-03 George Papamakarios , Iain Murray

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 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 popular likelihood-free inference method for models with intractable likelihood functions. As ABC methods usually rely on comparing summary statistics of observed and simulated data, the choice of…

Machine Learning · Statistics 2022-06-22 Ayush Bharti , Louis Filstroff , Samuel Kaski