Related papers: A Bootstrap Likelihood approach to Bayesian Comput…
We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…
Statistical analysis of max-stable processes used to model spatial extremes has been limited by the difficulty in calculating the joint likelihood function. This precludes all standard likelihood-based approaches, including Bayesian…
Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of…
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…
The Bayesian expected power (BEP) has become increasingly popular in sample size determination and assessment of the probability of success (POS) for a future trial. The BEP takes into consideration the uncertainty around the parameters…
Bayesian nonparametric mixture models offer a rich framework for model based clustering. We consider the situation where the kernel of the mixture is available only up to an intractable normalizing constant. In this case, most of the…
Approximate Bayesian computation (ABC) have become a essential tool for the analysis of complex stochastic models. Earlier, Grelaud et al. (2009) advocated the use of ABC for Bayesian model choice in the specific case of Gibbs random…
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…
In many instances, the application of approximate Bayesian methods is hampered by two practical features: 1) the requirement to project the data down to low-dimensional summary, including the choice of this projection, which ultimately…
Given the complexity of modern cosmological parameter inference where we are faced with non-Gaussian data and noise, correlated systematics and multi-probe correlated data sets, the Approximate Bayesian Computation (ABC) method is a…
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…
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…
The power of fuzz testing lies in its random, often brute-force, generation and execution of inputs to trigger unexpected behaviors and vulnerabilities in software applications. However, given the reality of infinite possible input…
Empirical likelihood is a popular nonparametric statistical tool that does not require any distributional assumptions. In this paper, we explore the possibility of conducting variable selection via Bayesian empirical likelihood. We show…
Approximate Bayesian computation (ABC) is a simulation-based likelihood-free method applicable to both model selection and parameter estimation. ABC parameter estimation requires the ability to forward simulate datasets from a candidate…
Sequential techniques can enhance the efficiency of the approximate Bayesian computation algorithm, as in Sisson et al.'s (2007) partial rejection control version. While this method is based upon the theoretical works of Del Moral et al.…
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…
A natural way to quantify uncertainties in Gaussian mixture models (GMMs) is through Bayesian methods. That said, sampling from the joint posterior distribution of GMMs via standard Markov chain Monte Carlo (MCMC) imposes several…
This invited feature article introduces and provides an extensive simulation study of a new Approximate Bayesian Computation (ABC) framework for estimating the posterior distribution and the maximum likelihood estimate (MLE) of the…
Approximate Bayesian Computation (ABC) methods have gained in their popularity over the last decade because they expand the horizon of Bayesian parameter inference methods to the range of models for which only forward simulation is…