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This Chapter, "ABC Samplers", is to appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and algorithms used to sample from the ABC approximation to the posterior distribution, including…

Computation · Statistics 2018-02-28 Y. Fan , S. A. Sisson

In many instances, the application of approximate Bayesian methods is hampered by two practical features: 1) the requirement to project the data down to low-dimensional summary, including the choice of this projection, which ultimately…

Methodology · Statistics 2020-06-26 David T. Frazier

This Chapter, "Overview of Approximate Bayesian Computation", is to appear as the first chapter in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and concepts behind ABC methods with many…

Computation · Statistics 2018-02-28 S. A. Sisson , Y. Fan , M. A. Beaumont

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…

Methodology · Statistics 2015-10-27 Weixuan Zhu , Juan Miguel Marin , Fabrizio Leisen

Network models are applied across many domains where data can be represented as a network. Two prominent paradigms for modeling networks are statistical models (probabilistic models for the observed network) and mechanistic models (models…

Methodology · Statistics 2019-06-20 Sixing Chen , Antonietta Mira , Jukka-Pekka Onnela

This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…

Machine Learning · Statistics 2020-03-02 Borislav Ikonomov , Michael U. Gutmann

Approximate Bayesian computation (ABC) is a well-established family of Monte Carlo methods for performing approximate Bayesian inference in the case where an ``implicit'' model is used for the data: when the data model can be simulated, but…

Computation · Statistics 2022-11-07 Ivis Kerama , Thomas Thorne , Richard G. Everitt

This paper presents a novel approach to level set estimation for any function/simulation with an arbitrary number of continuous inputs and arbitrary numbers of continuous responses. We present a method that uses existing data from computer…

Methodology · Statistics 2024-07-09 David Edwards , Julie Bessac , Franck Cappello , Scotland Leman

Our purpose is to estimate the posterior distribution of the parameters of interest for controlled branching processes (CBPs) without prior knowledge of the maximum number of offspring that an individual can give birth to and without…

Methodology · Statistics 2021-08-10 Miguel González , Carmen Minuesa , Inés del Puerto

There is increasing interest to develop Bayesian inferential algorithms for point process models with intractable likelihoods. A purpose of this paper is to illustrate the utility of using simulation based strategies, including Approximate…

Computation · Statistics 2026-02-02 Chaoyi Lu , Nial Friel

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Machine Learning · Statistics 2020-12-29 Simón Rodríguez Santana , Daniel Hernández-Lobato

Missing data is a recurrent issue in epidemiology where the infection process may be partially observed. Approximate Bayesian Computation, an alternative to data imputation methods such as Markov Chain Monte Carlo integration, is proposed…

Applications · Statistics 2010-08-31 Michael G. B. Blum , Viet Chi Tran

Approximate Bayesian computation (ABC) provides us with a way to infer parameters of models, for which the likelihood function is not available, from an observation. Using ABC, which depends on many simulations from the considered model, we…

There has been increasing interest on summary-free solutions for approximate Bayesian computation (ABC) which replace distances among summaries with discrepancies between the empirical distributions of the observed data and the synthetic…

Methodology · Statistics 2025-01-27 Sirio Legramanti , Daniele Durante , Pierre Alquier

Generalized Bayesian inference (GBI) is an alternative inference framework motivated by robustness to modeling errors, where a specific loss function is used to link the model parameters with observed data, instead of the log-likelihood…

Methodology · Statistics 2025-02-18 Marko Järvenpää , Jukka Corander , Henri Pesonen

The ability to obtain reliable point estimates of model parameters is of crucial importance in many fields of physics. This is often a difficult task given that the observed data can have a very high number of dimensions. In order to…

Cosmology and Nongalactic Astrophysics · Physics 2021-12-15 Janis Fluri , Aurelien Lucchi , Tomasz Kacprzak , Alexandre Refregier , Thomas Hofmann

Ordinal categorical data are routinely encountered in many practical applications. When the primary goal is to construct a regression model for ordinal outcomes, cumulative link models represent one of the most popular choices to link the…

Methodology · Statistics 2026-03-13 Emanuele Aliverti

Approximate Bayesian computation (ABC) is a likelihood-free inference method that has been employed in various applications. However, ABC can be sensitive to outliers if a data discrepancy measure is chosen inappropriately. In this paper,…

Machine Learning · Statistics 2021-03-08 Masahiro Fujisawa , Takeshi Teshima , Issei Sato , Masashi Sugiyama

Many statistical applications involve models for which it is difficult to evaluate the likelihood, but from which it is relatively easy to sample. Approximate Bayesian computation is a likelihood-free method for implementing Bayesian…

Methodology · Statistics 2017-11-29 Wentao Li , Paul Fearnhead

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek
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