Related papers: An effective likelihood-free approximate computing…

Approximate Bayesian computation (ABC) is one of the most popular "likelihood-free" methods. These methods have been applied in a wide range of fields by providing solutions to intractable likelihood problems in which exact Bayesian…

When prior information is lacking, the go-to strategy for probabilistic inference is to combine a "default prior" and the likelihood via Bayes's theorem. Objective Bayes, (generalized) fiducial inference, etc. fall under this umbrella. This…

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…

The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…

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.…

Performing exact posterior inference in complex generative models is often difficult or impossible due to an expensive to evaluate or intractable likelihood function. Approximate Bayesian computation (ABC) is an inference framework that…

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…

Approximate Bayesian computation is a statistical framework that uses numerical simulations to calibrate and compare models. Instead of computing likelihood functions, Approximate Bayesian computation relies on numerical simulations, which…

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…

We propose a novel use of a recent new computational tool for Bayesian inference, namely the Approximate Bayesian Computation (ABC) methodology. ABC is a way to handle models for which the likelihood function may be intractable or even…

Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…

Many statistical applications involve models for which it is difficult to evaluate the likelihood, but from which it is relatively easy to sample. Approximate Bayesian computation is a likelihood-free method for implementing Bayesian…

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…

Likelihood-free methods, such as approximate Bayesian computation, are powerful tools for practical inference problems with intractable likelihood functions. Markov chain Monte Carlo and sequential Monte Carlo variants of approximate…

Approximate Bayesian Computation (ABC) provides methods for Bayesian inference in simulation-based stochastic models which do not permit tractable likelihoods. We present a new ABC method which uses probabilistic neural emulator networks to…

Both Approximate Bayesian Computation (ABC) and composite likelihood methods are useful for Bayesian and frequentist inference, respectively, when the likelihood function is intractable. We propose to use composite likelihood score…

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…

Approximate Bayesian computation (ABC) has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established statistical method of empirical…