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Bayesian inference without the likelihood evaluation, or likelihood-free inference, has been a key research topic in simulation studies for gaining quantitatively validated simulation models on real-world datasets. As the likelihood…

Methodology · Statistics 2022-11-07 Dongjun Kim , Kyungwoo Song , YoonYeong Kim , Yongjin Shin , Wanmo Kang , Il-Chul Moon , Weonyoung Joo

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

While reinforcement learning (RL) has achieved great success in acquiring complex skills solely from environmental interactions, it assumes that resets to the initial state are readily available at the end of each episode. Such an…

Machine Learning · Computer Science 2023-06-12 Jigang Kim , Daesol Cho , H. Jin Kim

This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…

Machine Learning · Statistics 2020-03-02 Borislav Ikonomov , Michael U. Gutmann

The ability to efficiently infer system parameters is essential in any signal-processing task that requires fast operation. Dealing with quantum systems, a serious challenge arises due to substantial growth of the underlying Hilbert space…

Quantum Physics · Physics 2025-04-23 Lewis A. Clark , Jan Kolodynski

Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing…

Computation · Statistics 2010-07-28 Michael Blum

Sequential algorithms such as sequential importance sampling (SIS) and sequential Monte Carlo (SMC) have proven fundamental in Bayesian inference for models not admitting a readily available likelihood function. For approximate Bayesian…

Computation · Statistics 2024-11-08 Umberto Picchini , Massimiliano Tamborrino

Likelihood-free methods, such as approximate Bayesian computation, are powerful tools for practical inference problems with intractable likelihood functions. Markov chain Monte Carlo and sequential Monte Carlo variants of approximate…

Computation · Statistics 2019-02-26 David J. Warne , Ruth E. Baker , Matthew J. Simpson

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 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

A common problem in natural sciences is the comparison of competing models in the light of observed data. Bayesian model comparison provides a statistically sound framework for this comparison based on the evidence each model provides for…

Machine Learning · Statistics 2022-03-23 Jan Boelts

Likelihood-free methods such as approximate Bayesian computation (ABC) have extended the reach of statistical inference to problems with computationally intractable likelihoods. Such approaches perform well for small-to-moderate dimensional…

Computation · Statistics 2019-06-12 G. S. Rodrigues , D. J. Nott , S. A. Sisson

Approximate Bayesian Computation (ABC) methods often require extensive simulations, resulting in high computational costs. This paper focuses on multifidelity simulation models and proposes a pre-filtering hierarchical importance sampling…

Computation · Statistics 2026-02-03 Xuefei Cao , Shijia Wang , Yongdao Zhou

Reinforcement learning is the method of choice to train models in sampling-based setups with binary outcome feedback, such as navigation, code generation, and mathematical problem solving. In such settings, models implicitly induce a…

Particle accelerators play a pivotal role in advancing scientific research, yet optimizing beamline configurations to maximize particle transmission remains a labor-intensive task requiring expert intervention. In this work, we introduce…

Accelerator Physics · Physics 2026-01-27 Anwar Ibrahim , Alexey Petrenko , Maxim Kaledin , Ehab Suleiman , Fedor Ratnikov , Denis Derkach

In many applications involving spatial point patterns, we find evidence of inhibition or repulsion. The most commonly used class of models for such settings are the Gibbs point processes. A recent alternative, at least to the statistical…

Computation · Statistics 2016-08-29 Shinichiro Shirota , Alan. E. Gelfand

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

Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…

Machine Learning · Computer Science 2019-10-24 Aditya Modi , Nan Jiang , Ambuj Tewari , Satinder Singh

Bayesian Generative AI (BayesGen-AI) methods are developed and applied to Bayesian computation. BayesGen-AI reconstructs the posterior distribution by directly modeling the parameter of interest as a mapping (a.k.a. deep learner) from a…

Computation · Statistics 2024-02-27 Nicholas G. Polson , Vadim Sokolov

We address the problem of Bayesian reinforcement learning using efficient model-based online planning. We propose an optimism-free Bayes-adaptive algorithm to induce deeper and sparser exploration with a theoretical bound on its performance…

Machine Learning · Computer Science 2020-06-30 Divya Grover , Debabrota Basu , Christos Dimitrakakis