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In this paper, we address the challenge of Markov Chain Monte Carlo (MCMC) algorithms within the approximate Bayesian Computation (ABC) framework, which often get trapped in local optima due to their inherent local exploration mechanism. We…
The frequentist method of simulated minimum distance (SMD) is widely used in economics to estimate complex models with an intractable likelihood. In other disciplines, a Bayesian approach known as Approximate Bayesian Computation (ABC) is…
We study the class of state-space models and perform maximum likelihood estimation for the model parameters. We consider a stochastic approximation expectation-maximization (SAEM) algorithm to maximize the likelihood function with the…
Mechanistic models are essential tools across ecology, epidemiology, and the life sciences, but parameter inference remains challenging when likelihood functions are intractable. Approximate Bayesian Computation with Sequential Monte Carlo…
A maximum likelihood methodology for a general class of models is presented, using an approximate Bayesian computation (ABC) approach. The typical target of ABC methods are models with intractable likelihoods, and we combine an ABC-MCMC…
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…
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…
With larger data at their disposal, scientists are emboldened to tackle complex questions that require sophisticated statistical models. It is not unusual for the latter to have likelihood functions that elude analytical formulations. Even…
ABC algorithms are notoriously expensive in computing time, as they require simulating many complete artificial datasets from the model. We advocate in this paper a "divide and conquer" approach to ABC, where we split the likelihood into n…
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…
Background: We proposed approximate Bayesian computation with single distribution selection (ABC-SD) for estimating mean and standard deviation from other reported summary statistics. The ABC-SD generates pseudo data from a single…
Approximate Bayesian computation (ABC) methods provide an elaborate approach to Bayesian inference on complex models, including model choice. Both theoretical arguments and simulation experiments indicate, however, that model posterior…
Most of the existing algorithms for approximate Bayesian computation (ABC) assume that it is feasible to simulate pseudo-data from the model at each iteration. However, the computational cost of these simulations can be prohibitive for high…
"Approximate Bayesian Computation" (ABC) represents a powerful methodology for the analysis of complex stochastic systems for which the likelihood of the observed data under an arbitrary set of input parameters may be entirely…
Sequential algorithms such as sequential importance sampling (SIS) and sequential Monte Carlo (SMC) have proven fundamental in Bayesian inference for models not admitting a readily available likelihood function. For approximate Bayesian…
Background: When conducting a meta-analysis of a continuous outcome, estimated means and standard deviations from the selected studies are required in order to obtain an overall estimate of the mean effect and its confidence interval. If…
Approximate Bayesian computation (ABC) is a class of algorithmic methods in Bayesian inference using statistical summaries and computer simulations. ABC has become popular in evolutionary genetics and in other branches of biology. However…
Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…
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…
When the likelihood is analytically unavailable and computationally intractable, approximate Bayesian computation (ABC) has emerged as a widely used methodology for approximate posterior inference; however, it suffers from severe…