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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

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

A computationally simple approach to inference in state space models is proposed, using approximate Bayesian computation (ABC). ABC avoids evaluation of an intractable likelihood by matching summary statistics for the observed data with…

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

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

Approximate Bayesian computation (ABC) is a widely used inference method in Bayesian statistics to bypass the point-wise computation of the likelihood. In this paper we develop theoretical bounds for the distance between the statistics used…

Statistics Theory · Mathematics 2019-01-03 James Ridgway

Approximate Bayesian Computation (ABC) is a popular inference method when likelihoods are hard to come by. Practical bottlenecks of ABC applications include selecting statistics that summarize the data without losing too much information or…

Computation · Statistics 2026-05-15 Khanh N. Dinh , Cécile Liu , Zijin Xiang , Zhihan Liu , Simon Tavaré

Approximate Bayesian Computation (ABC) is a popular computational method for likelihood-free Bayesian inference. The term "likelihood-free" refers to problems where the likelihood is intractable to compute or estimate directly, but where it…

Statistics Theory · Mathematics 2014-07-21 Stuart Barber , Jochen Voss , Mark Webster

Approximate Bayesian computation (ABC) is a set of techniques for Bayesian inference when the likelihood is intractable but sampling from the model is possible. This work presents a simple yet effective ABC algorithm based on the…

Computation · Statistics 2019-03-01 Yanzhi Chen , Michael U. Gutmann

A new Approximate Bayesian Computation (ABC) algorithm for Bayesian updating of model parameters is proposed in this paper, which combines the ABC principles with the technique of Subset Simulation for efficient rare-event simulation, first…

Computation · Statistics 2014-04-25 Manuel Chiachio , James L. Beck , Juan Chiachio , Guillermo Rus

Approximate Bayesian computation (ABC) refers to a family of inference methods used in the Bayesian analysis of complex models where evaluation of the likelihood is difficult. Conventional ABC methods often suffer from the curse of…

Computation · Statistics 2016-07-08 Jingjing Li , David J. Nott , Yanan Fan , Scott A. Sisson

Approximate Bayesian Computation (ABC) is a statistical learning technique to calibrate and select models by comparing observed data to simulated data. This technique bypasses the use of the likelihood and requires only the ability to…

Computation · Statistics 2021-05-04 Pierre-Olivier Goffard , Patrick J. Laub

Performing exact posterior inference in complex generative models is often difficult or impossible due to an expensive to evaluate or intractable likelihood function. Approximate Bayesian computation (ABC) is an inference framework that…

Machine Learning · Statistics 2016-02-16 Jovana Mitrovic , Dino Sejdinovic , Yee Whye Teh

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

We are living in the big data era, as current technologies and networks allow for the easy and routine collection of data sets in different disciplines. Bayesian Statistics offers a flexible modeling approach which is attractive for…

Methodology · Statistics 2018-05-09 George Karabatsos , Fabrizio Leisen

Many scientifically well-motivated statistical models in natural, engineering and environmental sciences are specified through a generative process, but in some cases it may not be possible to write down a likelihood for these models…

Computation · Statistics 2018-10-10 Sanjay Chaudhuri , Subhro Ghosh , David J. Nott , Kim Cuc Pham

We propose a novel use of a recent new computational tool for Bayesian inference, namely the Approximate Bayesian Computation (ABC) methodology. ABC is a way to handle models for which the likelihood function may be intractable or even…

Computation · Statistics 2014-03-04 Clara Grazian , Brunero Liseo

Approximate Bayesian computation (ABC) methods are used to approximate posterior distributions using simulation rather than likelihood calculations. We introduce Gaussian process (GP) accelerated ABC, which we show can significantly reduce…

Computation · Statistics 2014-02-25 Richard D Wilkinson

Complicated generative models often result in a situation where computing the likelihood of observed data is intractable, while simulating from the conditional density given a parameter value is relatively easy. Approximate Bayesian…

Machine Learning · Statistics 2015-12-29 Mijung Park , Wittawat Jitkrittum , Dino Sejdinovic

Approximate Bayesian Computation (ABC) methods have gained in their popularity over the last decade because they expand the horizon of Bayesian parameter inference methods to the range of models for which only forward simulation is…

Computation · Statistics 2016-08-05 Majid K. Vakilzadeh , James L. Beck , Thomas Abrahamsson