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Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…

Statistics Theory · Mathematics 2015-05-14 Stefano Cabras , Maria Eugenia Castellanos Nueda , Erlis Ruli

Performing exact posterior inference in complex generative models is often difficult or impossible due to an expensive to evaluate or intractable likelihood function. Approximate Bayesian computation (ABC) is an inference framework that…

Machine Learning · Statistics 2016-02-16 Jovana Mitrovic , Dino Sejdinovic , Yee Whye Teh

Also known as likelihood-free methods, approximate Bayesian computational (ABC) methods have appeared in the past ten years as the most satisfactory approach to untractable likelihood problems, first in genetics then in a broader spectrum…

Computation · Statistics 2015-03-17 Jean-Michel Marin , Pierre Pudlo , Christian P. Robert , Robin Ryder

We propose a novel use of a recent new computational tool for Bayesian inference, namely the Approximate Bayesian Computation (ABC) methodology. ABC is a way to handle models for which the likelihood function may be intractable or even…

Computation · Statistics 2014-03-04 Clara Grazian , Brunero Liseo

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

Approximate Bayesian computation (ABC) is a popular likelihood-free inference method for models with intractable likelihood functions. As ABC methods usually rely on comparing summary statistics of observed and simulated data, the choice of…

Machine Learning · Statistics 2022-06-22 Ayush Bharti , Louis Filstroff , Samuel Kaski

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.…

Populations and Evolution · Quantitative Biology 2013-09-26 Shigeki Nakagome , Kenji Fukumizu , Shuhei Mano

Approximate Bayesian Computation (ABC) is a popular computational method for likelihood-free Bayesian inference. The term "likelihood-free" refers to problems where the likelihood is intractable to compute or estimate directly, but where it…

Statistics Theory · Mathematics 2014-07-21 Stuart Barber , Jochen Voss , Mark Webster

ABC (approximate Bayesian computation) is a general approach for dealing with models with an intractable likelihood. In this work, we derive ABC algorithms based on QMC (quasi- Monte Carlo) sequences. We show that the resulting ABC…

Computation · Statistics 2018-05-08 Alexander Buchholz , Nicolas Chopin

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 sampling method in applications involving intractable likelihood functions. Without evaluating the likelihood function, ABC approximates the posterior distribution by the set of accepted…

Computation · Statistics 2017-08-17 Jin Zhou , Kenji Fukumizu

Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be…

Computation · Statistics 2012-07-19 Simon Barthelmé , Nicolas Chopin

We are living in the big data era, as current technologies and networks allow for the easy and routine collection of data sets in different disciplines. Bayesian Statistics offers a flexible modeling approach which is attractive for…

Methodology · Statistics 2018-05-09 George Karabatsos , Fabrizio Leisen

A popular method for likelihood-free inference is approximate Bayesian computation sequential Monte Carlo (ABC-SMC) algorithms. These approximate the posterior using a population of particles, which are updated using Markov kernels. Several…

Computation · Statistics 2025-11-11 Dennis Prangle , Cecilia Viscardi , Sammy Ragy

Approximate Bayesian Computational (ABC) methods (or likelihood-free methods) have appeared in the past fifteen years as useful methods to perform Bayesian analyses when the likelihood is analytically or computationally intractable. Several…

Methodology · Statistics 2012-05-01 Meili Baragatti , Agnès Grimaud , Denys Pommeret

Complicated generative models often result in a situation where computing the likelihood of observed data is intractable, while simulating from the conditional density given a parameter value is relatively easy. Approximate Bayesian…

Machine Learning · Statistics 2015-12-29 Mijung Park , Wittawat Jitkrittum , Dino Sejdinovic

Approximate Bayesian computation (ABC) is a powerful and elegant framework for performing inference in simulation-based models. However, due to the difficulty in scaling likelihood estimates, ABC remains useful for relatively…

Machine Learning · Statistics 2015-03-09 Edward Meeds , Robert Leenders , Max Welling

Approximate Bayesian Computation (ABC) provides methods for Bayesian inference in simulation-based stochastic models which do not permit tractable likelihoods. We present a new ABC method which uses probabilistic neural emulator networks to…

Machine Learning · Statistics 2019-05-21 Jan-Matthis Lueckmann , Giacomo Bassetto , Theofanis Karaletsos , Jakob H. Macke

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…

Computation · Statistics 2020-06-02 Richard G. Everitt , Paulina A. Rowińska

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…

Computation · Statistics 2015-03-18 Christian Robert , Jean-Michel Marin , Natesh S. Pillai
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