Related papers: Approximate Bayesian Computation for Finite Mixtur…

This paper proposes a novel approach to generate samples from target distributions that are difficult to sample from using Markov Chain Monte Carlo (MCMC) methods. Traditional MCMC algorithms often face slow convergence due to the…

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…

Approximate Bayesian computation (ABC) has advanced in two decades from a seminal idea to a practically applicable inference tool for simulator-based statistical models, which are becoming increasingly popular in many research domains. The…

Approximate Bayesian computation (ABC) has become an essential part of the Bayesian toolbox for addressing problems in which the likelihood is prohibitively expensive or entirely unknown, making it intractable. ABC defines a…

A new recalibration post-processing method is presented to improve the quality of the posterior approximation when using Approximate Bayesian Computation (ABC) algorithms. Recalibration may be used in conjunction with existing…

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 Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It is common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention…

Statistical inference in evolutionary models with site-dependence is a long-standing challenge in phylogenetics and computational biology. We consider the problem of approximating marginal sequence likelihoods under dependent-site models of…

There is an increasing amount of literature focused on Bayesian computational methods to address problems with intractable likelihood. One approach is a set of algorithms known as Approximate Bayesian Computational (ABC) methods. One of the…

Approximate Bayesian computation (ABC) is an approach for sampling from an approximate posterior distribution in the presence of a computationally intractable likelihood function. A common implementation is based on simulating model,…

We consider the problem of inferring an unknown number of clusters in replicated multinomial data. Under a model based clustering point of view, this task can be treated by estimating finite mixtures of multinomial distributions with or…

Approximate Bayesian Computation (ABC) is a widely applicable and popular approach to estimating unknown parameters of mechanistic models. As ABC analyses are computationally expensive, parallelization on high-performance infrastructure is…

We present a Bayesian sampling algorithm called adaptive importance sampling or Population Monte Carlo (PMC), whose computational workload is easily parallelizable and thus has the potential to considerably reduce the wall-clock time…

Bayesian hierarchical Poisson models are an essential tool for analyzing count data. However, designing efficient algorithms to sample from the posterior distribution of the target parameters remains a challenging task for this class of…

We propose a sequential Monte Carlo (SMC) method to efficiently and accurately compute cut-Bayesian posterior quantities of interest, variations of standard Bayesian approaches constructed primarily to account for model misspecification. We…

This paper introduces methodology for performing Bayesian inference sequentially on a sequence of posteriors on spaces of different dimensions. We show how this may be achieved through the use of sequential Monte Carlo (SMC) samplers (Del…

Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…

We present a quantum Monte Carlo (QMC) technique for calculating the exact finite-temperature properties of Bose-Fermi mixtures. The Bose-Fermi Auxiliary-Field Quantum Monte Carlo (BF-AFQMC) algorithm combines two methods, a…

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…

We develop clustering procedures for longitudinal trajectories based on a continuous-time hidden Markov model (CTHMM) and a generalized linear observation model. Specifically in this paper, we carry out finite and infinite mixture…