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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

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

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

Approximate Bayesian computation (ABC) is a popular likelihood-free inference method for models with intractable likelihood functions. As ABC methods usually rely on comparing summary statistics of observed and simulated data, the choice of…

Machine Learning · Statistics 2022-06-22 Ayush Bharti , Louis Filstroff , Samuel Kaski

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

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

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

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 widely used inference method in Bayesian statistics to bypass the point-wise computation of the likelihood. In this paper we develop theoretical bounds for the distance between the statistics used…

Statistics Theory · Mathematics 2019-01-03 James Ridgway

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

Many statistical models can be simulated forwards but have intractable likelihoods. Approximate Bayesian Computation (ABC) methods are used to infer properties of these models from data. Traditionally these methods approximate the posterior…

Machine Learning · Statistics 2018-04-03 George Papamakarios , Iain Murray

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

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

Approximate Bayesian computation (ABC) is a family of computational techniques in Bayesian statistics. These techniques allow to fi t a model to data without relying on the computation of the model likelihood. They instead require to…

Statistics Theory · Mathematics 2018-12-27 Maxime Lenormand , Franck Jabot , Guillaume Deffuant

Approximate Bayesian computation (ABC) methods perform inference on model-specific parameters of mechanistically motivated parametric statistical models when evaluating likelihoods is difficult. Central to the success of ABC methods is…

Computation · Statistics 2013-01-29 Erkan O. Buzbas , Noah A. Rosenberg

Approximate Bayesian computation (ABC) or likelihood-free inference algorithms are used to find approximations to posterior distributions without making explicit use of the likelihood function, depending instead on simulation of sample data…

Computation · Statistics 2015-09-08 Richard D. Wilkinson

Approximate Bayesian Computation (ABC) is a popular method for approximate inference in generative models with intractable but easy-to-sample likelihood. It constructs an approximate posterior distribution by finding parameters for which…

Computation · Statistics 2020-03-09 Kimia Nadjahi , Valentin De Bortoli , Alain Durmus , Roland Badeau , Umut Şimşekli

Approximate Bayesian computation (ABC) methods are used to approximate posterior distributions using simulation rather than likelihood calculations. We introduce Gaussian process (GP) accelerated ABC, which we show can significantly reduce…

Computation · Statistics 2014-02-25 Richard D Wilkinson

Approximate Bayesian Computation (ABC) has become increasingly prominent as a method for conducting parameter inference in a range of challenging statistical problems, most notably those characterized by an intractable likelihood function.…

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