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Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be…

Computation · Statistics 2012-07-19 Simon Barthelmé , Nicolas Chopin

Many modern statistical applications involve inference for complex stochastic models, where it is easy to simulate from the models, but impossible to calculate likelihoods. Approximate Bayesian computation (ABC) is a method of inference for…

Methodology · Statistics 2015-03-14 Paul Fearnhead , Dennis Prangle

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

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) 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

Model selection in the presence of intractable likelihoods remains a central challenge in Bayesian inference. Approximate Bayesian computation (ABC) provides a flexible likelihood-free framework, but its use for model choice is known to be…

Methodology · Statistics 2026-03-03 Clara Grazian

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…

Methodology · Statistics 2020-11-10 Louis Raynal , Sixing Chen , Antonietta Mira , Jukka-Pekka Onnela

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

Approximate Bayesian Computation (ABC) is a family of statistical inference techniques, which is increasingly used in biology and other scientific fields. Its main benefit is to be applicable to models for which the computation of the model…

Quantitative Methods · Quantitative Biology 2014-12-25 Franck Jabot , Guillaume Lagarrigues , Benoît Courbaud , Nicolas Dumoulin

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

A computationally simple approach to inference in state space models is proposed, using approximate Bayesian computation (ABC). ABC avoids evaluation of an intractable likelihood by matching summary statistics for the observed data with…

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 applicable to statistical models specified by generative processes with analytically intractable likelihoods. These methods try to approximate the posterior density of a model parameter by…

Methodology · Statistics 2024-03-11 Sanjay Chaudhuri , Subhroshekhar Ghosh , Kim Cuc Pham

A common divide-and-conquer approach for Bayesian computation with big data is to partition the data, perform local inference for each piece separately, and combine the results to obtain a global posterior approximation. While being…

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 performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

Computation · Statistics 2015-12-16 Dennis Prangle

We are living in the big data era, as current technologies and networks allow for the easy and routine collection of data sets in different disciplines. Bayesian Statistics offers a flexible modeling approach which is attractive for…

Methodology · Statistics 2018-05-09 George Karabatsos , Fabrizio Leisen

Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…

Statistics Theory · Mathematics 2015-05-14 Stefano Cabras , Maria Eugenia Castellanos Nueda , Erlis Ruli

Approximate Bayesian computation (ABC) methods, which are applicable when the likelihood is difficult or impossible to calculate, are an active topic of current research. Most current ABC algorithms directly approximate the posterior…

Computation · Statistics 2012-12-10 Y. Fan , D. J. Nott , S. A. Sisson

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
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