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With larger data at their disposal, scientists are emboldened to tackle complex questions that require sophisticated statistical models. It is not unusual for the latter to have likelihood functions that elude analytical formulations. Even…

Computation · Statistics 2019-05-17 Evgeny Levi , Radu V. Craiu

Stochastic systems in biology often exhibit substantial variability within and between cells. This variability, as well as having dramatic functional consequences, provides information about the underlying details of the system's behaviour.…

Quantitative Methods · Quantitative Biology 2015-11-09 Iain G. Johnston

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), also known as likelihood-free methods, have become a favourite tool for the analysis of complex stochastic models, primarily in population genetics but also in financial analyses. We advocated in…

Computation · Statistics 2015-03-18 Christian Robert , Jean-Michel Marin , Natesh S. Pillai

The power of fuzz testing lies in its random, often brute-force, generation and execution of inputs to trigger unexpected behaviors and vulnerabilities in software applications. However, given the reality of infinite possible input…

Software Engineering · Computer Science 2024-04-10 Chris Vaisnor

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

Computational Engineering, Finance, and Science · Computer Science 2021-07-21 Luca Martino , Víctor Elvira , Javier López-Santiago , Gustau Camps-Valls

Approximate Bayesian Computation (ABC) is a method to obtain a posterior distribution without a likelihood function, using simulations and a set of distance metrics. For that reason, it has recently been gaining popularity as an analysis…

Cosmology and Nongalactic Astrophysics · Physics 2018-02-28 Tomasz Kacprzak , Jörg Herbel , Adam Amara , Alexandre Réfrégier

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

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 address the problem of parameter estimation in models of systems biology from noisy observations. The models we consider are characterized by simultaneous deterministic nonlinear differential equations whose parameters are either taken…

Machine Learning · Statistics 2017-05-01 Xin Liu , Mahesan Niranjan

A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…

Methodology · Statistics 2019-05-10 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert

Approximate Bayesian computation (ABC) is one of the most popular "likelihood-free" methods. These methods have been applied in a wide range of fields by providing solutions to intractable likelihood problems in which exact Bayesian…

Methodology · Statistics 2025-04-08 Chaya Weerasinghe , David T. Frazier , Ruben Loaiza-Maya , Christopher Drovandi

Approximate Bayesian computation (ABC) has gained popularity in recent years owing to its easy implementation, nice interpretation and good performance. Its advantages are more visible when one encounters complex models where maximum…

Computation · Statistics 2016-08-19 Xiaolong Zhong , Malay Ghosh

Simulation models for pedestrian crowds are a ubiquitous tool in research and industry. It is crucial that the parameters of these models are calibrated carefully and ultimately it will be of interest to compare competing models to decide…

Multiagent Systems · Computer Science 2020-05-13 Nikolai Bode

Approximate Bayesian computation (ABC) methods make use of comparisons between simulated and observed summary statistics to overcome the problem of computationally intractable likelihood functions. As the practical implementation of ABC…

Methodology · Statistics 2013-06-12 M. G. B. Blum , M. A. Nunes , D. Prangle , S. A. Sisson

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

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) is a widely applicable and popular approach to estimating unknown parameters of mechanistic models. As ABC analyses are computationally expensive, parallelization on high-performance infrastructure is…

Quantitative Methods · Quantitative Biology 2023-05-02 Emad Alamoudi , Felipe Reck , Nils Bundgaard , Frederik Graw , Lutz Brusch , Jan Hasenauer , Yannik Schälte

Approximate Bayesian Computation (ABC) methods rely on asymptotic arguments, implying that parameter inference can be systematically biased even when sufficient statistics are available. We propose to construct the ABC accept/reject step…

Methodology · Statistics 2014-01-24 Oliver Ratmann , Anton Camacho , Adam Meijer , Gé Donker

Statistical analysis of max-stable processes used to model spatial extremes has been limited by the difficulty in calculating the joint likelihood function. This precludes all standard likelihood-based approaches, including Bayesian…

Computation · Statistics 2011-12-14 Robert J. Erhardt , Richard L. Smith
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