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Approximate Bayesian computation (ABC) performs statistical inference for otherwise intractable probability models by accepting parameter proposals when corresponding simulated datasets are sufficiently close to the observations. Producing…
Multifidelity approximate Bayesian computation (MF-ABC) is a likelihood-free technique for parameter inference that exploits model approximations to significantly increase the speed of ABC algorithms (Prescott and Baker, 2020). Previous…
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…
We consider the system identification problem of estimating a dynamical parameter of a Markovian quantum open system (the atom maser), by performing continuous time measurements in the system's output (outgoing atoms). Two estimation…
Approximate Bayesian Computation (ABC) methods have become essential tools for performing inference when likelihood functions are intractable or computationally prohibitive. However, their scalability remains a major challenge in…
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…
A computationally simple approach to inference in state space models is proposed, using approximate Bayesian computation (ABC). ABC avoids evaluation of an intractable likelihood by matching summary statistics for the observed data with…
This invited feature article introduces and provides an extensive simulation study of a new Approximate Bayesian Computation (ABC) framework for estimating the posterior distribution and the maximum likelihood estimate (MLE) of the…
We introduce a framework for efficient Markov Chain Monte Carlo (MCMC) algorithms targeting discrete-valued high-dimensional distributions, such as posterior distributions in Bayesian variable selection (BVS) problems. We show that many…
Genetic data obtained on population samples convey information about their evolutionary history. Inference methods can extract this information (at least partially) but they require sophisticated statistical techniques that have been made…
Approximate confidence distribution computing (ACDC) offers a new take on the rapidly developing field of likelihood-free inference from within a frequentist framework. The appeal of this computational method for statistical inference…
We propose a novel method for closed-form predictive distribution modeling with neural nets. In quantifying prediction uncertainty, we build on Evidential Deep Learning, which has been impactful as being both simple to implement and giving…
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…
Both Approximate Bayesian Computation (ABC) and composite likelihood methods are useful for Bayesian and frequentist inference, respectively, when the likelihood function is intractable. We propose to use composite likelihood score…
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…
Although approximate Bayesian computation (ABC) has become a popular technique for performing parameter estimation when the likelihood functions are analytically intractable there has not as yet been a complete investigation of the…
This article presents a Bayesian inferential method where the likelihood for a model is unknown but where data can easily be simulated from the model. We discretize simulated (continuous) data to estimate the implicit likelihood in a…
This paper provides a review of Approximate Bayesian Computation (ABC) methods for carrying out Bayesian posterior inference, through the lens of density estimation. We describe several recent algorithms and make connection with traditional…
Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…
Approximate Bayesian Computation (ABC) is a family of statistical inference techniques, which is increasingly used in biology and other scientific fields. Its main benefit is to be applicable to models for which the computation of the model…