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Approximate Bayesian computation (ABC) is the most popular approach to inferring parameters in the case where the data model is specified in the form of a simulator. It is not possible to directly implement standard Monte Carlo methods for…

Methodology · Statistics 2024-07-29 Richard G Everitt

We research relations between optimal transport theory (OTT) and approximate Bayesian computation (ABC) possibly connected to relevant metrics defined on probability measures. Those of ABC are computational methods based on Bayesian…

Statistics Theory · Mathematics 2021-05-06 Marco Tarsia , Antonietta Mira , Daniele Cassani

Approximate Bayesian computation (ABC) methods can be used to sample from posterior distributions when the likelihood function is unavailable or intractable, as is often the case in biological systems. ABC methods suffer from inefficient…

Machine Learning · Statistics 2019-12-03 Charlie Rogers-Smith , Henri Pesonen , Samuel Kaski

The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…

Computation · Statistics 2012-10-12 Daniel Silk , Saran Filippi , Michael P. H. Stumpf

Many scientifically well-motivated statistical models in natural, engineering, and environmental sciences are specified through a generative process. However, in some cases, it may not be possible to write down the likelihood for these…

Methodology · Statistics 2020-11-17 Sanjay Chaudhuri , Subhroshekhar Ghosh , David J. Nott , Kim Cuc Pham

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

Many modern statistical applications involve inference for complicated stochastic models for which the likelihood function is difficult or even impossible to calculate, and hence conventional likelihood-based inferential echniques cannot be…

Computation · Statistics 2013-05-29 Simon R. White , Theodore Kypraios , Simon P. Preston

Approximate Bayesian computation (ABC) is a set of techniques for Bayesian inference when the likelihood is intractable but sampling from the model is possible. This work presents a simple yet effective ABC algorithm based on the…

Computation · Statistics 2019-03-01 Yanzhi Chen , Michael U. Gutmann

Approximate Bayesian computation (ABC) is now an established technique for statistical inference used in cases where the likelihood function is computationally expensive or not available. It relies on the use of a~model that is specified in…

Computation · Statistics 2020-06-02 Richard G. Everitt , Paulina A. Rowińska

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

In the following article we consider approximate Bayesian computation (ABC) for certain classes of time series models. In particular, we focus upon scenarios where the likelihoods of the observations and parameter are intractable, by which…

Computation · Statistics 2014-01-03 Ajay Jasra

In systematic reviews and meta-analysis, researchers often pool the results of the sample mean and standard deviation from a set of similar clinical trials. A number of the trials, however, reported the study using the median, the minimum…

Methodology · Statistics 2016-10-06 Xiang Wan , Wenqian Wang , Jiming Liu , Tiejun Tong

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

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 (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

Many recent statistical applications involve inference under complex models, where it is computationally prohibitive to calculate likelihoods but possible to simulate data. Approximate Bayesian Computation (ABC) is devoted to these complex…

Populations and Evolution · Quantitative Biology 2011-06-15 Katalin Csilléry , Olivier François , Michael GB Blum

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

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

When reporting the results of clinical studies, some researchers may choose the five-number summary (including the sample median, the first and third quartiles, and the minimum and maximum values) rather than the sample mean and standard…

Methodology · Statistics 2020-06-18 Jiandong Shi , Dehui Luo , Hong Weng , Xian-Tao Zeng , Lu Lin , Haitao Chu , Tiejun Tong

We explore the performance of sample average approximation in comparison with several other methods for stochastic optimization when there is information available on the underlying true probability distribution. The methods we evaluate are…

Machine Learning · Computer Science 2019-07-22 Eddie Anderson , Harrison Nguyen
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