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Approximate Bayesian Computation (ABC) methods are increasingly used for inference in situations in which the likelihood function is either computationally costly or intractable to evaluate. Extensions of the basic ABC rejection algorithm…

Computation · Statistics 2020-05-01 Umberto Simola , Jessica Cisewski-Kehe , Michael U. Gutmann , Jukka Corander

In recent years dynamical modelling has been provided with a range of breakthrough methods to perform exact Bayesian inference. However it is often computationally unfeasible to apply exact statistical methodologies in the context of large…

Computation · Statistics 2014-12-24 Umberto Picchini , Julie Lyng Forman

Controlled branching processes are stochastic growth population models in which the number of individuals with reproductive capacity in each generation is controlled by a random control function. The purpose of this work is to examine the…

Methodology · Statistics 2019-07-03 M. González , R. Martínez , C. Minuesa , I. del Puerto

Approximate Bayesian computation (ABC) performs statistical inference for otherwise intractable probability models by accepting parameter proposals when corresponding simulated datasets are sufficiently close to the observations. Producing…

Computation · Statistics 2014-12-05 Dennis Prangle

Approximate Bayesian Computation (ABC) is a statistical learning technique to calibrate and select models by comparing observed data to simulated data. This technique bypasses the use of the likelihood and requires only the ability to…

Computation · Statistics 2021-05-04 Pierre-Olivier Goffard , Patrick J. Laub

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

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) methods are used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Both the accuracy and computational efficiency of ABC depend on the choice of…

Methodology · Statistics 2017-03-17 Bai Jiang , Tung-yu Wu , Charles Zheng , Wing H. Wong

For nearly any challenging scientific problem evaluation of the likelihood is problematic if not impossible. Approximate Bayesian computation (ABC) allows us to employ the whole Bayesian formalism to problems where we can use simulations…

Computation · Statistics 2011-07-04 Chris Barnes , Sarah Filippi , Michael P. H. Stumpf , Thomas Thorne

Approximate Bayesian Computation (ABC) methods are commonly used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Classical ABC methods are based on nearest neighbor type algorithms…

Methodology · Statistics 2025-06-24 Meili Baragatti , Casenave Céline , Bertrand Cloez , David Métivier , Isabelle Sanchez

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

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

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 methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…

Computation · Statistics 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf

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

Composite likelihood provides approximate inference when the full likelihood is intractable and sub-likelihood functions of marginal events can be evaluated relatively easily. It has been successfully applied for many complex models.…

Methodology · Statistics 2024-09-05 Wentao Li , Rosabeth White , Dennis Prangle

Inferring parameter distributions of complex industrial systems from noisy time series data requires methods to deal with the uncertainty of the underlying data and the used simulation model. Bayesian inference is well suited for these…

Applications · Statistics 2021-06-18 David N. John , Livia Stohrer , Claudia Schillings , Michael Schick , Vincent Heuveline

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

Approximate Bayesian computation (ABC) is an approach for sampling from an approximate posterior distribution in the presence of a computationally intractable likelihood function. A common implementation is based on simulating model,…

Methodology · Statistics 2013-01-16 D. Prangle , M. G. B. Blum , G. Popovic , S. A. Sisson

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

Computation · Statistics 2018-08-03 Jonathan U Harrison , Ruth E Baker