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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.…

Computation · Statistics 2021-07-05 Umberto Picchini , Richard G. Everitt

We derive the optimal proposal density for Approximate Bayesian Computation (ABC) using Sequential Monte Carlo (SMC) (or Population Monte Carlo, PMC). The criterion for optimality is that the SMC/PMC-ABC sampler maximise the effective…

Statistics Theory · Mathematics 2018-08-21 Justin Alsing , Benjamin D. Wandelt , Stephen M. Feeney

Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…

Methodology · Statistics 2026-03-23 Tiffany Cai , Philip Greengard , Ben Goodrich , Andrew Gelman

Approximate Bayesian computation is a statistical framework that uses numerical simulations to calibrate and compare models. Instead of computing likelihood functions, Approximate Bayesian computation relies on numerical simulations, which…

Methodology · Statistics 2016-01-19 Louisiane Lemaire , Flora Jay , I-Hung Lee , Katalin Csilléry , Michael G. B. Blum

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…

Instrumentation and Methods for Astrophysics · Physics 2017-03-08 Elise Jennings , Maeve Madigan

Approximate Bayesian computation is an established and popular method for likelihood-free inference with applications in many disciplines. The effectiveness of the method depends critically on the availability of well performing summary…

Machine Learning · Statistics 2018-05-23 Prashant Singh , Andreas Hellander

This paper introduces a simple, general framework for likelihood-free Bayesian reinforcement learning, through Approximate Bayesian Computation (ABC). The main advantage is that we only require a prior distribution on a class of simulators…

Machine Learning · Statistics 2013-07-01 Christos Dimitrakakis , Nikolaos Tziortziotis

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

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

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

We present a new inference method based on approximate Bayesian computation for estimating parameters governing an entire network based on link-traced samples of that network. To do this, we first take summary statistics from an observed…

Computation · Statistics 2017-01-17 Jack Davis , Steven K. Thompson

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

Approximate Bayesian computation (ABC) and synthetic likelihood (SL) techniques have enabled the use of Bayesian inference for models that may be simulated, but for which the likelihood cannot be evaluated pointwise at values of an unknown…

Computation · Statistics 2018-01-19 Richard G. Everitt

When the likelihood is analytically unavailable and computationally intractable, approximate Bayesian computation (ABC) has emerged as a widely used methodology for approximate posterior inference; however, it suffers from severe…

Methodology · Statistics 2025-05-08 Wenhui Sophia Lu , Wing Hung Wong

Semiconductor device models are essential to understand the charge transport in thin film transistors (TFTs). Using these TFT models to draw inference involves estimating parameters used to fit to the experimental data. These experimental…

Machine Learning · Computer Science 2021-11-29 Neel Chatterjee , Somya Sharma , Sarah Swisher , Snigdhansu Chatterjee

Full Bayesian posteriors are rarely analytically tractable, which is why real-world Bayesian inference heavily relies on approximate techniques. Approximations generally differ from the true posterior and require diagnostic tools to assess…

Machine Learning · Statistics 2022-03-08 Luca Rendsburg , Agustinus Kristiadi , Philipp Hennig , Ulrike von Luxburg

Individual-based models of contagious processes are useful for predicting epidemic trajectories and informing intervention strategies. In such models, the incorporation of contact network information can capture the non-randomness and…

Populations and Evolution · Quantitative Biology 2023-11-09 Maxwell H. Wang , Jukka-Pekka Onnela

Bayesian inference affords scientists with powerful tools for testing hypotheses. One of these tools is the Bayes factor, which indexes the extent to which support for one hypothesis over another is updated after seeing the data. Part of…

Computation · Statistics 2018-12-11 Thomas J. Faulkenberry

The long duration of the COVID-19 pandemic allowed for multiple bursts in the infection and death rates, the so-called epidemic waves. This complex behavior is no longer tractable by simple compartmental model and requires more…

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