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Related papers: Overview of Approximate Bayesian Computation

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Approximate Bayesian computation (ABC) is commonly used for parameter estimation and model comparison for intractable simulator-based models whose likelihood function cannot be evaluated. In this paper we instead investigate the feasibility…

Methodology · Statistics 2022-09-13 Marko Järvenpää , Jukka Corander

Bayesian inference is often used in cosmology and astrophysics to derive constraints on model parameters from observations. This approach relies on the ability to compute the likelihood of the data given a choice of model parameters. In…

Cosmology and Nongalactic Astrophysics · Physics 2015-09-16 Joel Akeret , Alexandre Refregier , Adam Amara , Sebastian Seehars , Caspar Hasner

Approximate Bayesian computation (ABC) methods make use of comparisons between simulated and observed summary statistics to overcome the problem of computationally intractable likelihood functions. As the practical implementation of ABC…

Methodology · Statistics 2013-06-12 M. G. B. Blum , M. A. Nunes , D. Prangle , S. A. Sisson

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

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…

Methodology · Statistics 2019-07-03 M. González , R. Martínez , C. Minuesa , I. del Puerto

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) using a sequential Monte Carlo method provides a comprehensive platform for parameter estimation, model selection and sensitivity analysis in differential equations. However, this method, like other…

Machine Learning · Statistics 2015-07-21 Sanmitra Ghosh , Srinandan Dasmahapatra , Koushik Maharatna

Approximate Bayesian computation (ABC) refers to a family of inference methods used in the Bayesian analysis of complex models where evaluation of the likelihood is difficult. Conventional ABC methods often suffer from the curse of…

Computation · Statistics 2016-07-08 Jingjing Li , David J. Nott , Yanan Fan , Scott A. Sisson

While Robert and Rousseau (2010) addressed the foundational aspects of Bayesian analysis, the current chapter details its practical aspects through a review of the computational methods available for approximating Bayesian procedures.…

Computation · Statistics 2010-02-25 Christian P. Robert , Jean-Michel Marin

This document is due to appear as a chapter of the forthcoming Handbook of Approximate Bayesian Computation (ABC) edited by S. Sisson, Y. Fan, and M. Beaumont. Since the earliest work on ABC, it has been recognised that using summary…

Computation · Statistics 2015-12-18 Dennis Prangle

We research relations between optimal transport theory (OTT) and approximate Bayesian computation (ABC) possibly connected to relevant metrics defined on probability measures. Those of ABC are computational methods based on Bayesian…

Statistics Theory · Mathematics 2021-05-06 Marco Tarsia , Antonietta Mira , Daniele Cassani

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

Computation · Statistics 2015-12-16 Dennis Prangle

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

Computation · Statistics 2018-08-03 Jonathan U Harrison , Ruth E Baker

Approximate Bayesian Computation (ABC) enables statistical inference in simulator-based models whose likelihoods are difficult to calculate but easy to simulate from. ABC constructs a kernel-type approximation to the posterior distribution…

Methodology · Statistics 2022-12-02 Yuexi Wang , Tetsuya Kaji , Veronika Ročková

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

Approximate Bayesian computation (ABC) methods have become increasingly prevalent of late, facilitating as they do the analysis of intractable, or challenging, statistical problems. With the initial focus being primarily on the practical…

Computation · Statistics 2015-08-24 David T. Frazier , Gael M. Martin , Christian P. Robert

Approximate Bayesian computation (ABC) is a method for Bayesian inference when the likelihood is unavailable but simulating from the model is possible. However, many ABC algorithms require a large number of simulations, which can be costly.…

Machine Learning · Statistics 2018-10-15 Marko Järvenpää , Michael U. Gutmann , Arijus Pleska , Aki Vehtari , Pekka Marttinen

Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing…

Computation · Statistics 2010-07-28 Michael Blum

"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…

Instrumentation and Methods for Astrophysics · Physics 2015-06-04 E. Cameron , A. N. Pettitt

Approximate Bayesian Computation (ABC) methods are applicable to statistical models specified by generative processes with analytically intractable likelihoods. These methods try to approximate the posterior density of a model parameter by…

Methodology · Statistics 2024-03-11 Sanjay Chaudhuri , Subhroshekhar Ghosh , Kim Cuc Pham