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Multifidelity approximate Bayesian computation (MF-ABC) is a likelihood-free technique for parameter inference that exploits model approximations to significantly increase the speed of ABC algorithms (Prescott and Baker, 2020). Previous…

Computation · Statistics 2021-12-23 Thomas P. Prescott , Ruth E. Baker

Approximate Bayesian Computation (ABC) is a popular computational method for likelihood-free Bayesian inference. The term "likelihood-free" refers to problems where the likelihood is intractable to compute or estimate directly, but where it…

Statistics Theory · Mathematics 2014-07-21 Stuart Barber , Jochen Voss , Mark Webster

A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…

Methodology · Statistics 2019-05-10 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert

The development of statistical methods and numerical algorithms for model choice is vital to many real-world applications. In practice, the ABC approach can be instrumental for sequential model design; however, the theoretical basis of its…

Methodology · Statistics 2011-06-30 Oliver Ratmann , Pierre Pudlo , Sylvia Richardson , Christian Robert

Approximate Bayesian computation is an established and popular method for likelihood-free inference with applications in many disciplines. The effectiveness of the method depends critically on the availability of well performing summary…

Machine Learning · Statistics 2018-05-23 Prashant Singh , Andreas Hellander

By the nature of their construction, many statistical models for extremes result in likelihood functions that are computationally prohibitive to evaluate. This is consequently problematic for the purposes of likelihood-based inference. With…

Methodology · Statistics 2014-11-07 Robert Erhardt , Scott A. Sisson

We address the problem of parameter estimation in models of systems biology from noisy observations. The models we consider are characterized by simultaneous deterministic nonlinear differential equations whose parameters are either taken…

Machine Learning · Statistics 2017-05-01 Xin Liu , Mahesan Niranjan

Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing…

Computation · Statistics 2010-07-28 Michael Blum

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…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-05 Anja Weyant , Chad Schafer , W. Michael Wood-Vasey

Approximate Bayesian computation (ABC) is a likelihood-free approach for Bayesian inferences based on a rejection algorithm method that applies a tolerance of dissimilarity between summary statistics from observed and simulated data.…

Populations and Evolution · Quantitative Biology 2013-09-26 Shigeki Nakagome , Kenji Fukumizu , Shuhei Mano

Molecular dynamics (MD) simulations give access to equilibrium structures and dynamic properties given an ergodic sampling and an accurate force-field. The force-field parameters are calibrated to reproduce properties measured by…

Applications · Statistics 2018-11-14 Ritabrata Dutta , Zacharias Faidon Brotzakis , Antonietta Mira

The Python package pyABC provides a framework for approximate Bayesian computation (ABC), a likelihood-free parameter inference method popular in many research areas. At its core, it implements a sequential Monte-Carlo (SMC) scheme, with…

Quantitative Methods · Quantitative Biology 2022-03-25 Yannik Schälte , Emmanuel Klinger , Emad Alamoudi , Jan Hasenauer

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Computation · Statistics 2026-02-09 Grégoire Clarté , Christian P. Robert , Robin Ryder , Julien Stoehr

The choice of the summary statistics used in Bayesian inference and in particular in ABC algorithms has bearings on the validation of the resulting inference. Those statistics are nonetheless customarily used in ABC algorithms without…

Statistics Theory · Mathematics 2013-08-23 J. -M. Marin , N. Pillai , C. P. Robert , J. Rousseau

Computer simulations have become an important tool across the biomedical sciences and beyond. For many important problems several different models or hypotheses exist and choosing which one best describes reality or observed data is not…

Quantitative Methods · Quantitative Biology 2010-01-20 Tina Toni , Michael P. H. Stumpf

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

Understanding how genetically encoded rules drive and guide complex neuronal growth processes is essential to comprehending the brain's architecture, and agent-based models (ABMs) offer a powerful simulation approach to further develop this…

Computational Engineering, Finance, and Science · Computer Science 2024-05-24 Tobias Duswald , Lukas Breitwieser , Thomas Thorne , Barbara Wohlmuth , Roman Bauer

In this paper we show that there is a link between approximate Bayesian methods and prior robustness. We show that what is typically recognized as an approximation to the likelihood, either due to the simulated data as in the Approximate…

Methodology · Statistics 2020-04-03 Chaitanya Joshi , Fabrizio Ruggeri

Approximate Bayesian Computation has been successfully used in population genetics to bypass the calculation of the likelihood. These methods provide accurate estimates of the posterior distribution by comparing the observed dataset to a…

Approximate Bayesian computation (ABC) and synthetic likelihood (SL) techniques have enabled the use of Bayesian inference for models that may be simulated, but for which the likelihood cannot be evaluated pointwise at values of an unknown…

Computation · Statistics 2018-01-19 Richard G. Everitt