Related papers: ABCpy: A High-Performance Computing Perspective to…
Approximate Bayesian computation (ABC), also known as likelihood-free methods, have become a favourite tool for the analysis of complex stochastic models, primarily in population genetics but also in financial analyses. We advocated in…
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…
Compound AI applications, which compose calls to ML models using a general-purpose programming language like Python, are widely used for a variety of user-facing tasks, from software engineering to enterprise automation, making their…
Approximate Bayesian computation (ABC) is now an established technique for statistical inference used in cases where the likelihood function is computationally expensive or not available. It relies on the use of a~model that is specified in…
Approximate Bayesian Computation (ABC) methods are used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Both the accuracy and computational efficiency of ABC depend on the choice of…
This paper introduces a simple, general framework for likelihood-free Bayesian reinforcement learning, through Approximate Bayesian Computation (ABC). The main advantage is that we only require a prior distribution on a class of simulators…
We propose a novel approach to approximate Bayesian computation (ABC) that seeks to cater for possible misspecification of the assumed model. This new approach can be equally applied to rejection-based ABC and to popular regression…
Approximate Bayesian computation (ABC) methods are used to approximate posterior distributions using simulation rather than likelihood calculations. We introduce Gaussian process (GP) accelerated ABC, which we show can significantly reduce…
Approximate Bayesian Computation is widely used to infer the parameters of discrete-state continuous-time Markov networks. In this work, we focus on models that are governed by the Chemical Master Equation (the CME). Whilst originally…
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) can be used for model fitting when the likelihood function is intractable but simulating from the model is feasible. However, even a single evaluation of a complex model may take several hours,…
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.…
Many scientifically well-motivated statistical models in natural, engineering and environmental sciences are specified through a generative process, but in some cases it may not be possible to write down a likelihood for these models…
1. Challenging calibration of complex models can be approached by using prior knowledge on the parameters. However, the natural choice of Bayesian inference can be computationally heavy when relying on Markov Chain Monte Carlo (MCMC)…
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.…
There are high technological and software demands associated with conducting brain-computer interface (BCI) research. In order to accelerate the development and accessibility of BCI, it is worthwhile to focus on open-source and desired…
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…
BayesPy is an open-source Python software package for performing variational Bayesian inference. It is based on the variational message passing framework and supports conjugate exponential family models. By removing the tedious task of…
A new approach to inference in state space models is proposed, based on approximate Bayesian computation (ABC). ABC avoids evaluation of the likelihood function by matching observed summary statistics with statistics computed from data…
Many modern statistical applications involve inference for complicated stochastic models for which the likelihood function is difficult or even impossible to calculate, and hence conventional likelihood-based inferential echniques cannot be…