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Approximate Bayesian Computation has been successfully used in population genetics to bypass the calculation of the likelihood. These methods provide accurate estimates of the posterior distribution by comparing the observed dataset to a…

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

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

We propose a novel approach for solving inverse-problems with high-dimensional inputs and an expensive forward mapping. It leverages joint deep generative modelling to transfer the original problem spaces to a lower dimensional latent…

Methodology · Statistics 2021-04-19 Eliane Maalouf , David Ginsbourger , Niklas Linde

The Python package pyABC provides a framework for approximate Bayesian computation (ABC), a likelihood-free parameter inference method popular in many research areas. At its core, it implements a sequential Monte-Carlo (SMC) scheme, with…

Quantitative Methods · Quantitative Biology 2022-03-25 Yannik Schälte , Emmanuel Klinger , Emad Alamoudi , Jan Hasenauer

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

An important problem for HCI researchers is to estimate the parameter values of a cognitive model from behavioral data. This is a difficult problem, because of the substantial complexity and variety in human behavioral strategies. We report…

Human-Computer Interaction · Computer Science 2017-01-16 Antti Kangasrääsiö , Kumaripaba Athukorala , Andrew Howes , Jukka Corander , Samuel Kaski , Antti Oulasvirta

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) methods have become essential tools for performing inference when likelihood functions are intractable or computationally prohibitive. However, their scalability remains a major challenge in…

Methodology · Statistics 2025-07-09 Antoine Luciano , Charly Andral , Christian P. Robert , Robin J. Ryder

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

Most of the existing algorithms for approximate Bayesian computation (ABC) assume that it is feasible to simulate pseudo-data from the model at each iteration. However, the computational cost of these simulations can be prohibitive for high…

Likelihood-free methods are useful for parameter estimation of complex models with intractable likelihood functions for which it is easy to simulate data. Such models are prevalent in many disciplines including genetics, biology, ecology…

Methodology · Statistics 2022-03-29 Christopher Drovandi , David T Frazier

Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome…

Gibbs random fields (GRF) are polymorphous statistical models that can be used to analyse different types of dependence, in particular for spatially correlated data. However, when those models are faced with the challenge of selecting a…

In generative models with obscured likelihood, Approximate Bayesian Computation (ABC) is often the tool of last resort for inference. However, ABC demands many prior parameter trials to keep only a small fraction that passes an acceptance…

Machine Learning · Computer Science 2024-04-17 Sean O'Hagan , Jungeum Kim , Veronika Rockova

Bayes linear analysis and approximate Bayesian computation (ABC) are techniques commonly used in the Bayesian analysis of complex models. In this article we connect these ideas by demonstrating that regression-adjustment ABC algorithms…

Methodology · Statistics 2012-12-10 D. J. Nott , Y. Fan , L. Marshall , S. A. Sisson

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

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

We discuss an approach for deriving robust posterior distributions from $M$-estimating functions using Approximate Bayesian Computation (ABC) methods. In particular, we use $M$-estimating functions to construct suitable summary statistics…

Methodology · Statistics 2019-06-13 Erlis Ruli , Nicola Sartori , Laura Ventura

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Machine Learning · Statistics 2020-12-29 Simón Rodríguez Santana , Daniel Hernández-Lobato