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Approximate Bayesian Computation (ABC) has gained popularity as a method for conducting inference and forecasting in complex models, most notably those which are intractable in some sense. In this paper we use ABC to produce probabilistic…

Methodology · Statistics 2023-11-03 Chaya Weerasinghe , Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

In recent years, methods of approximate parameter estimation have attracted considerable interest in complex problems where exact likelihoods are hard to obtain. In their most basic form, Bayesian methods such as Approximate Bayesian…

Computation · Statistics 2015-07-17 Johanna Bertl , Gregory Ewing , Carolin Kosiol , Andreas Futschik

There has been increasing interest on summary-free solutions for approximate Bayesian computation (ABC) which replace distances among summaries with discrepancies between the empirical distributions of the observed data and the synthetic…

Methodology · Statistics 2025-01-27 Sirio Legramanti , Daniele Durante , Pierre Alquier

Missing data is a recurrent issue in epidemiology where the infection process may be partially observed. Approximate Bayesian Computation, an alternative to data imputation methods such as Markov Chain Monte Carlo integration, is proposed…

Applications · Statistics 2010-08-31 Michael G. B. Blum , Viet Chi Tran

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

Despite their widespread applications, Large Language Models (LLMs) often struggle to express uncertainty, posing a challenge for reliable deployment in high stakes and safety critical domains like clinical diagnostics. Existing standard…

Machine Learning · Computer Science 2025-09-25 Mridul Sharma , Adeetya Patel , Zaneta D' Souza , Samira Abbasgholizadeh Rahimi , Siva Reddy , Sreenath Madathil

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Computation · Statistics 2026-02-09 Grégoire Clarté , Christian P. Robert , Robin Ryder , Julien Stoehr

Approximate Bayesian computation (ABC) have become a essential tool for the analysis of complex stochastic models. Earlier, Grelaud et al. (2009) advocated the use of ABC for Bayesian model choice in the specific case of Gibbs random…

Methodology · Statistics 2015-03-19 Christian P. Robert , Jean-Marie Cornuet , Jean-Michel Marin , Natesh Pillai

To support and guide an extensive experimental research into systems biology of signaling pathways, increasingly more mechanistic models are being developed with hopes of gaining further insight into biological processes. In order to…

Quantitative Methods · Quantitative Biology 2009-05-28 Tina Toni , Michael P. H. Stumpf

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…

Fluid Dynamics · Physics 2020-11-04 Olga A. Doronina , Scott M. Murman , Peter E. Hamlington

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

In many instances, the application of approximate Bayesian methods is hampered by two practical features: 1) the requirement to project the data down to low-dimensional summary, including the choice of this projection, which ultimately…

Methodology · Statistics 2020-06-26 David T. Frazier

This chapter will appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). Indirect inference (II) is a classical likelihood-free approach that pre-dates the main developments of ABC and relies on simulation from a…

Computation · Statistics 2018-03-07 Christopher C Drovandi

We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference…

Machine Learning · Statistics 2020-09-14 Owen Thomas , Ritabrata Dutta , Jukka Corander , Samuel Kaski , Michael U. Gutmann

Genetic data obtained on population samples convey information about their evolutionary history. Inference methods can extract this information (at least partially) but they require sophisticated statistical techniques that have been made…

We analyze the computational efficiency of approximate Bayesian computation (ABC), which approximates a likelihood function by drawing pseudo-samples from the associated model. For the rejection sampling version of ABC, it is known that…

Computation · Statistics 2016-02-18 Luke Bornn , Natesh Pillai , Aaron Smith , Dawn Woodard

Recently, many authors have cast doubts on the validity of ABC model choice. It has been shown that the use of sufficient statistic in ABC model selection leads, apart from few exceptional cases in which the sufficient statistic is also…

Computation · Statistics 2018-04-13 Erlis Ruli

Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches…

Machine Learning · Statistics 2016-06-29 Alexander Moreno , Tameem Adel , Edward Meeds , James M. Rehg , Max Welling

State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…

Approximate Bayesian Computation is widely used to infer the parameters of discrete-state continuous-time Markov networks. In this work, we focus on models that are governed by the Chemical Master Equation (the CME). Whilst originally…

Quantitative Methods · Quantitative Biology 2020-01-10 Christopher Lester