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Approximate Bayesian computation (ABC) has become an essential part of the Bayesian toolbox for addressing problems in which the likelihood is prohibitively expensive or entirely unknown, making it intractable. ABC defines a…

Methodology · Statistics 2020-07-14 Hien D. Nguyen , Julyan Arbel , Hongliang Lü , Florence Forbes

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

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

Machine Learning · Statistics 2020-08-07 Marko Järvenpää , Aki Vehtari , Pekka Marttinen

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) is a popular technique for approximating likelihoods and is often used in parameter estimation when the likelihood functions are analytically intractable. Although the use of ABC is widespread in many…

Statistics Theory · Mathematics 2011-03-29 Thomas A. Dean , Sumeetpal S. Singh , Ajay Jasra , Gareth W. Peters

Mechanistic models are essential tools across ecology, epidemiology, and the life sciences, but parameter inference remains challenging when likelihood functions are intractable. Approximate Bayesian Computation with Sequential Monte Carlo…

Populations and Evolution · Quantitative Biology 2025-11-27 Mario Castro

B\'ezier simplex fitting algorithms have been recently proposed to approximate the Pareto set/front of multi-objective continuous optimization problems. These new methods have shown to be successful at approximating various shapes of Pareto…

Machine Learning · Computer Science 2021-04-14 Akinori Tanaka , Akiyoshi Sannai , Ken Kobayashi , Naoki Hamada

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

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

We propose a novel approach to approximate Bayesian computation (ABC) that seeks to cater for possible misspecification of the assumed model. This new approach can be equally applied to rejection-based ABC and to popular regression…

Methodology · Statistics 2020-08-11 David T. Frazier , Christopher Drovandi , Ruben Loaiza-Maya

Approximate Bayesian computation (ABC) is a class of Bayesian inference algorithms that targets for problems with intractable or {unavailable} likelihood function. It uses synthetic data drawn from the simulation model to approximate the…

Computation · Statistics 2024-12-24 Xuefei Cao , Shijia Wang , Yongdao Zhou

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

Approximate Bayesian computing is a powerful likelihood-free method that has grown increasingly popular since early applications in population genetics. However, complications arise in the theoretical justification for Bayesian inference…

Computation · Statistics 2018-12-03 Suzanne Thornton , Wentao Li , Min-ge Xie

Approximate Bayesian Computation (ABC) is a powerful method for carrying out Bayesian inference when the likelihood is computationally intractable. However, a drawback of ABC is that it is an approximate method that induces a systematic…

Methodology · Statistics 2015-09-29 Minh Ngoc Tran , Robert Kohn

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

ABC (approximate Bayesian computation) is a general approach for dealing with models with an intractable likelihood. In this work, we derive ABC algorithms based on QMC (quasi- Monte Carlo) sequences. We show that the resulting ABC…

Computation · Statistics 2018-05-08 Alexander Buchholz , Nicolas Chopin

We study the class of state-space models and perform maximum likelihood estimation for the model parameters. We consider a stochastic approximation expectation-maximization (SAEM) algorithm to maximize the likelihood function with the…

Computation · Statistics 2017-10-25 Umberto Picchini , Adeline Samson

Approximate Bayesian Computation is widely used in systems biology for inferring parameters in stochastic gene regulatory network models. Its performance hinges critically on the ability to summarize high-dimensional system responses such…

Machine Learning · Statistics 2021-04-13 Mattias Åkesson , Prashant Singh , Fredrik Wrede , Andreas Hellander

ABCpy is a highly modular scientific library for Approximate Bayesian Computation (ABC) written in Python. The main contribution of this paper is to document a software engineering effort that enables domain scientists to easily apply ABC…

By the nature of their construction, many statistical models for extremes result in likelihood functions that are computationally prohibitive to evaluate. This is consequently problematic for the purposes of likelihood-based inference. With…

Methodology · Statistics 2014-11-07 Robert Erhardt , Scott A. Sisson
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