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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

Also known as likelihood-free methods, approximate Bayesian computational (ABC) methods have appeared in the past ten years as the most satisfactory approach to untractable likelihood problems, first in genetics then in a broader spectrum…

Computation · Statistics 2015-03-17 Jean-Michel Marin , Pierre Pudlo , Christian P. Robert , Robin Ryder

In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the…

Methodology · Statistics 2017-02-14 Ajay Jasra , Seongil Jo , David Nott , Christine Shoemaker , Raul Tempone

Approximate Bayesian computation (ABC) is a widely used inference method in Bayesian statistics to bypass the point-wise computation of the likelihood. In this paper we develop theoretical bounds for the distance between the statistics used…

Statistics Theory · Mathematics 2019-01-03 James Ridgway

Approximate Bayesian Computation (ABC) is a powerful method for carrying out Bayesian inference when the likelihood is computationally intractable. However, a drawback of ABC is that it is an approximate method that induces a systematic…

Methodology · Statistics 2015-09-29 Minh Ngoc Tran , Robert Kohn

Approximate Bayesian Computation (ABC) methods are increasingly used for inference in situations in which the likelihood function is either computationally costly or intractable to evaluate. Extensions of the basic ABC rejection algorithm…

Computation · Statistics 2020-05-01 Umberto Simola , Jessica Cisewski-Kehe , Michael U. Gutmann , Jukka Corander

Approximate Bayesian computation (ABC) is a family of computational techniques in Bayesian statistics. These techniques allow to fi t a model to data without relying on the computation of the model likelihood. They instead require to…

Statistics Theory · Mathematics 2018-12-27 Maxime Lenormand , Franck Jabot , Guillaume Deffuant

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…

Computation · Statistics 2014-03-04 Clara Grazian , Brunero Liseo

Approximate Bayesian computation (ABC) methods can be used to sample from posterior distributions when the likelihood function is unavailable or intractable, as is often the case in biological systems. ABC methods suffer from inefficient…

Machine Learning · Statistics 2019-12-03 Charlie Rogers-Smith , Henri Pesonen , Samuel Kaski

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) is a statistical learning technique to calibrate and select models by comparing observed data to simulated data. This technique bypasses the use of the likelihood and requires only the ability to…

Computation · Statistics 2021-05-04 Pierre-Olivier Goffard , Patrick J. Laub

Approximate Bayesian Computation (ABC) is a popular inference method when likelihoods are hard to come by. Practical bottlenecks of ABC applications include selecting statistics that summarize the data without losing too much information or…

Computation · Statistics 2026-05-15 Khanh N. Dinh , Cécile Liu , Zijin Xiang , Zhihan Liu , Simon Tavaré

In the following article we consider approximate Bayesian computation (ABC) for certain classes of time series models. In particular, we focus upon scenarios where the likelihoods of the observations and parameter are intractable, by which…

Computation · Statistics 2014-01-03 Ajay Jasra

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

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 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…

Computation · Statistics 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf

Approximate Bayesian Computation (ABC for short) is a family of computational techniques which offer an almost automated solution in situations where evaluation of the posterior likelihood is computationally prohibitive, or whenever…

Statistics Theory · Mathematics 2013-06-04 Gérard Biau , Frédéric Cérou , Arnaud Guyader

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…

Populations and Evolution · Quantitative Biology 2025-11-27 Mario Castro

We analyze the computational efficiency of approximate Bayesian computation (ABC), which approximates a likelihood function by drawing pseudo-samples from the associated model. For the rejection sampling version of ABC, it is known that…

Computation · Statistics 2016-02-18 Luke Bornn , Natesh Pillai , Aaron Smith , Dawn Woodard

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.…

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