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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

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

Likelihood-free inference for simulator-based statistical models has developed rapidly from its infancy to a useful tool for practitioners. However, models with more than a handful of parameters still generally remain a challenge for the…

Understanding how genetically encoded rules drive and guide complex neuronal growth processes is essential to comprehending the brain's architecture, and agent-based models (ABMs) offer a powerful simulation approach to further develop this…

Computational Engineering, Finance, and Science · Computer Science 2024-05-24 Tobias Duswald , Lukas Breitwieser , Thomas Thorne , Barbara Wohlmuth , Roman Bauer

Approximate Bayesian Computation (ABC) are likelihood-free Monte Carlo methods. ABC methods use a comparison between simulated data, using different parameters drew from a prior distribution, and observed data. This comparison process is…

Machine Learning · Statistics 2015-03-31 Carlos D. Zuluaga , Edgar A. Valencia , Mauricio A. Álvarez

We present a new inference method based on approximate Bayesian computation for estimating parameters governing an entire network based on link-traced samples of that network. To do this, we first take summary statistics from an observed…

Computation · Statistics 2017-01-17 Jack Davis , Steven K. Thompson

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

This paper is due to appear as a chapter of the forthcoming Handbook of Approximate Bayesian Computation (ABC) by S. Sisson, L. Fan, and M. Beaumont. We describe the challenge of calibrating climate simulators, and discuss the differences…

Computation · Statistics 2015-11-12 Philip B. Holden , Neil R. Edwards , James Hensman , Richard D. Wilkinson

Cosmological inference becomes increasingly difficult when complex data-generating processes cannot be modeled by simple probability distributions. With the ever-increasing size of data sets in cosmology, there is increasing burden placed…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-05 Anja Weyant , Chad Schafer , W. Michael Wood-Vasey

Approximate Bayesian computation (ABC) is a likelihood-free inference method that has been employed in various applications. However, ABC can be sensitive to outliers if a data discrepancy measure is chosen inappropriately. In this paper,…

Machine Learning · Statistics 2021-03-08 Masahiro Fujisawa , Takeshi Teshima , Issei Sato , Masashi Sugiyama

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

Generalized Bayesian inference (GBI) is an alternative inference framework motivated by robustness to modeling errors, where a specific loss function is used to link the model parameters with observed data, instead of the log-likelihood…

Methodology · Statistics 2025-02-18 Marko Järvenpää , Jukka Corander , Henri Pesonen

Methods of approximate Bayesian computation (ABC) are increasingly used for analysis of complex models. A major challenge for ABC is over-coming the often inherent problem of high rejection rates in the accept/reject methods based on…

Computation · Statistics 2015-03-27 Fernando V. Bonassi , Mike West

Adaptive inference schemes reduce the cost of machine learning inference by assigning smaller models to easier examples, attempting to avoid invocation of larger models when possible. In this work we explore a simple, effective adaptive…

Machine Learning · Computer Science 2025-10-13 Steven Kolawole , Don Dennis , Ameet Talwalkar , Virginia Smith

Inferring the parameters of models describing biological systems is an important problem in the reverse engineering of the mechanisms underlying these systems. Much work has focused on parameter inference of stochastic and ordinary…

Quantitative Methods · Quantitative Biology 2021-11-09 Thomas Thorne , Paul D. W. Kirk , Heather A. Harrington

Approximate Bayesian computation (ABC) and other likelihood-free inference methods have gained popularity in the last decade, as they allow rigorous statistical inference for complex models without analytically tractable likelihood…

Computation · Statistics 2019-06-21 Jukka Sirén , Samuel Kaski

Selecting between different dependency structures of hidden Markov random field can be very challenging, due to the intractable normalizing constant in the likelihood. We answer this question with approximate Bayesian computation (ABC)…

Statistics Theory · Mathematics 2019-09-04 Julien Stoehr , Pierre Pudlo , Lionel Cucala

Approximate Bayesian computation (ABC) methods permit approximate inference for intractable likelihoods when it is possible to simulate from the model. However they perform poorly for high dimensional data, and in practice must usually be…

Computation · Statistics 2017-04-05 Dennis Prangle , Richard G. Everitt , Theodore Kypraios

Computer models are used as replacements for physical experiments in a large variety of applications. Nevertheless, direct use of the computer model for the ultimate scientific objective is often limited by the complexity and cost of the…

Methodology · Statistics 2019-07-03 Sonja Surjanovic , William J. Welch

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Computation · Statistics 2021-12-23 Thomas P Prescott , David J Warne , Ruth E Baker