Related papers: ABCpy: A High-Performance Computing Perspective to…

We discuss an approach for deriving robust posterior distributions from $M$-estimating functions using Approximate Bayesian Computation (ABC) methods. In particular, we use $M$-estimating functions to construct suitable summary statistics…

Python is rapidly becoming the lingua franca of machine learning and scientific computing. With the broad use of frameworks such as Numpy, SciPy, and TensorFlow, scientific computing and machine learning are seeing a productivity boost on…

Many real-life problems are represented as a black-box, i.e., the internal workings are inaccessible or a closed-form mathematical expression of the likelihood function cannot be defined. For continuous random variables likelihood-free…

Bayesian inference with stochastic models is often difficult because their likelihood functions involve high-dimensional integrals. Approximate Bayesian Computation (ABC) avoids evaluating the likelihood function and instead infers model…

LibBi is a software package for state-space modelling and Bayesian inference on modern computer hardware, including multi-core central processing units (CPUs), many-core graphics processing units (GPUs) and distributed-memory clusters of…

mlpy is a Python Open Source Machine Learning library built on top of NumPy/SciPy and the GNU Scientific Libraries. mlpy provides a wide range of state-of-the-art machine learning methods for supervised and unsupervised problems and it is…

Space-filling experimental design techniques are commonly used in many computer modeling and simulation studies to explore the effects of inputs on outputs. This research presents raxpy, a Python package that leverages expressive annotation…

Robust estimation provides essential tools for analyzing data that contain outliers, ensuring that statistical models remain reliable even in the presence of some anomalous data. While robust methods have long been available in R, users of…

In many applications involving spatial point patterns, we find evidence of inhibition or repulsion. The most commonly used class of models for such settings are the Gibbs point processes. A recent alternative, at least to the statistical…

Approximate Bayesian Computation (ABC) is a method to obtain a posterior distribution without a likelihood function, using simulations and a set of distance metrics. For that reason, it has recently been gaining popularity as an analysis…

We consider the application of approximate Bayesian Computation (ABC) in the context of medical imaging data. We consider the parameter estimation of compartmental models in PET imaging analysis, and provide a simple ABC algorithm for its…

Approximate Bayesian computation (ABC) methods are standard tools for inferring parameters of complex models when the likelihood function is analytically intractable. A popular approach to improving the poor acceptance rate of the basic…

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…

We present an informal review of recent work on the asymptotics of Approximate Bayesian Computation (ABC). In particular we focus on how does the ABC posterior, or point estimates obtained by ABC, behave in the limit as we have more data?…

Probabilistic programming (PP) allows flexible specification of Bayesian statistical models in code. PyMC3 is a new, open-source PP framework with an intutive and readable, yet powerful, syntax that is close to the natural syntax…

Fanpy is a free and open-source Python library for developing and testing multideterminant wavefunctions and related ab initio methods in electronic structure theory. The main use of Fanpy is to quickly prototype new methods by making it…

Controlled branching processes are stochastic growth population models in which the number of individuals with reproductive capacity in each generation is controlled by a random control function. The purpose of this work is to examine the…

In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applications, including econometrics and applied mathematics. This…

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…

To execute scientific computing programs such as deep learning at high speed, GPU acceleration is a powerful option. With the recent advancements in web technologies, interfaces like WebGL and WebGPU, which utilize GPUs on the client side…