English
Related papers

Related papers: $\gamma$-ABC: Outlier-Robust Approximate Bayesian …

200 papers

B\'ezier simplex fitting algorithms have been recently proposed to approximate the Pareto set/front of multi-objective continuous optimization problems. These new methods have shown to be successful at approximating various shapes of Pareto…

Machine Learning · Computer Science 2021-04-14 Akinori Tanaka , Akiyoshi Sannai , Ken Kobayashi , Naoki Hamada

We propose a novel approach to Bayesian analysis that is provably robust to outliers in the data and often has computational advantages over standard methods. Our technique is based on splitting the data into non-overlapping subgroups,…

Statistics Theory · Mathematics 2016-06-03 Stanislav Minsker , Sanvesh Srivastava , Lizhen Lin , David B. Dunson

Robust Bayesian analysis has been mainly devoted to detecting and measuring robustness w.r.t. the prior distribution. Many contributions in the literature aim to define suitable classes of priors which allow the computation of variations of…

Statistics Theory · Mathematics 2025-09-04 Antonio Di Noia , Fabrizio Ruggeri , Antonietta Mira

An important problem for HCI researchers is to estimate the parameter values of a cognitive model from behavioral data. This is a difficult problem, because of the substantial complexity and variety in human behavioral strategies. We report…

Human-Computer Interaction · Computer Science 2017-01-16 Antti Kangasrääsiö , Kumaripaba Athukorala , Andrew Howes , Jukka Corander , Samuel Kaski , Antti Oulasvirta

This paper is concerned with Bayesian inferential methods for data from controlled branching processes that account for model robustness through the use of disparities. Under regularity conditions, we establish that estimators built on…

Methodology · Statistics 2018-02-19 M. González , C. Minuesa , I. del Puerto , A. N. Vidyashankar

In this work, we derive a $\gamma$-robust a posteriori error estimator for finite element approximations of the Allen-Cahn equation with variable non-degenerate mobility. The estimator utilizes spectral estimates for the linearized steady…

Numerical Analysis · Mathematics 2024-03-15 Aaron Brunk , Jan Giesselmann , Maria Lukacova-Medvidova

We present a new inference method based on approximate Bayesian computation for estimating parameters governing an entire network based on link-traced samples of that network. To do this, we first take summary statistics from an observed…

Computation · Statistics 2017-01-17 Jack Davis , Steven K. Thompson

Approximate Bayesian computation (ABC) is computationally intensive for complex model simulators. To exploit expensive simulations, data-resampling via bootstrapping can be employed to obtain many artificial datasets at little cost.…

Computation · Statistics 2021-07-05 Umberto Picchini , Richard G. Everitt

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In…

Machine Learning · Statistics 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

Approximate Bayesian Computation has been successfully used in population genetics to bypass the calculation of the likelihood. These methods provide accurate estimates of the posterior distribution by comparing the observed dataset to a…

Given the complexity of modern cosmological parameter inference where we are faced with non-Gaussian data and noise, correlated systematics and multi-probe correlated data sets, the Approximate Bayesian Computation (ABC) method is a…

Instrumentation and Methods for Astrophysics · Physics 2017-03-08 Elise Jennings , Maeve Madigan

This preprint has been reviewed and recommended by Peer Community In Evolutionary Biology (http://dx.doi.org/10.24072/pci.evolbiol.100036). Approximate Bayesian computation (ABC) has grown into a standard methodology that manages Bayesian…

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

Computation · Statistics 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

Approximate Bayesian Computation (ABC) methods have gained in their popularity over the last decade because they expand the horizon of Bayesian parameter inference methods to the range of models for which only forward simulation is…

Computation · Statistics 2016-08-05 Majid K. Vakilzadeh , James L. Beck , Thomas Abrahamsson

We propose a novel approach for solving inverse-problems with high-dimensional inputs and an expensive forward mapping. It leverages joint deep generative modelling to transfer the original problem spaces to a lower dimensional latent…

Methodology · Statistics 2021-04-19 Eliane Maalouf , David Ginsbourger , Niklas Linde

In this paper we propose and study local linear and polynomial based estimators for implementing Approximate Bayesian Computation (ABC) style indirect inference and GMM estimators. This method makes use of nonparametric regression in the…

Statistics Theory · Mathematics 2020-03-13 Michael Creel , Jiti Gao , Han Hong , Dennis Kristensen

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Computation · Statistics 2026-02-09 Grégoire Clarté , Christian P. Robert , Robin Ryder , Julien Stoehr

The PAC-Bayesian approach is a powerful set of techniques to derive non- asymptotic risk bounds for random estimators. The corresponding optimal distribution of estimators, usually called the Gibbs posterior, is unfortunately intractable.…

Machine Learning · Statistics 2015-06-16 Pierre Alquier , James Ridgway , Nicolas Chopin

The frequentist method of simulated minimum distance (SMD) is widely used in economics to estimate complex models with an intractable likelihood. In other disciplines, a Bayesian approach known as Approximate Bayesian Computation (ABC) is…

Methodology · Statistics 2017-11-16 Jean-Jacques Forneron , Serena Ng

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

Computational Engineering, Finance, and Science · Computer Science 2021-07-21 Luca Martino , Víctor Elvira , Javier López-Santiago , Gustau Camps-Valls