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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

Composite likelihood provides approximate inference when the full likelihood is intractable and sub-likelihood functions of marginal events can be evaluated relatively easily. It has been successfully applied for many complex models.…

Methodology · Statistics 2024-09-05 Wentao Li , Rosabeth White , Dennis Prangle

Approximate Bayesian Computation (ABC) has gained popularity as a method for conducting inference and forecasting in complex models, most notably those which are intractable in some sense. In this paper we use ABC to produce probabilistic…

Methodology · Statistics 2023-11-03 Chaya Weerasinghe , Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

Approximate Bayesian computation (ABC) methods have become increasingly prevalent of late, facilitating as they do the analysis of intractable, or challenging, statistical problems. With the initial focus being primarily on the practical…

Computation · Statistics 2015-08-24 David T. Frazier , Gael M. Martin , Christian P. Robert

We analyze the behavior of approximate Bayesian computation (ABC) when the model generating the simulated data differs from the actual data generating process; i.e., when the data simulator in ABC is misspecified. We demonstrate both…

Statistics Theory · Mathematics 2020-12-17 David T. Frazier , Christian P. Robert , Judith Rousseau

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…

Computation · Statistics 2021-12-23 Thomas P. Prescott , Ruth E. Baker

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…

Methodology · Statistics 2019-06-13 Erlis Ruli , Nicola Sartori , Laura Ventura

Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of…

Cosmology and Nongalactic Astrophysics · Physics 2019-08-13 E. E. O. Ishida , S. D. P. Vitenti , M. Penna-Lima , J. Cisewski , R. S. de Souza , A. M. M. Trindade , E. Cameron , V. C. Busti

The ability to efficiently infer system parameters is essential in any signal-processing task that requires fast operation. Dealing with quantum systems, a serious challenge arises due to substantial growth of the underlying Hilbert space…

Quantum Physics · Physics 2025-04-23 Lewis A. Clark , Jan Kolodynski

Methods of approximate Bayesian computation (ABC) are increasingly used for analysis of complex models. A major challenge for ABC is over-coming the often inherent problem of high rejection rates in the accept/reject methods based on…

Computation · Statistics 2015-03-27 Fernando V. Bonassi , Mike West

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…

Quantitative Methods · Quantitative Biology 2023-05-02 Emad Alamoudi , Felipe Reck , Nils Bundgaard , Frederik Graw , Lutz Brusch , Jan Hasenauer , Yannik Schälte

Cosmological inference becomes increasingly difficult when complex data-generating processes cannot be modeled by simple probability distributions. With the ever-increasing size of data sets in cosmology, there is increasing burden placed…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-05 Anja Weyant , Chad Schafer , W. Michael Wood-Vasey

With larger data at their disposal, scientists are emboldened to tackle complex questions that require sophisticated statistical models. It is not unusual for the latter to have likelihood functions that elude analytical formulations. Even…

Computation · Statistics 2019-05-17 Evgeny Levi , Radu V. Craiu

We consider the problem of approximate Bayesian parameter inference in non-linear state-space models with intractable likelihoods. Sequential Monte Carlo with approximate Bayesian computations (SMC-ABC) is one approach to approximate the…

Computation · Statistics 2017-06-14 Johan Dahlin , Mattias Villani , Thomas B. Schön

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

The power of fuzz testing lies in its random, often brute-force, generation and execution of inputs to trigger unexpected behaviors and vulnerabilities in software applications. However, given the reality of infinite possible input…

Software Engineering · Computer Science 2024-04-10 Chris Vaisnor

Approximate Bayesian Computation (ABC) are likelihood-free Monte Carlo methods. ABC methods use a comparison between simulated data, using different parameters drew from a prior distribution, and observed data. This comparison process is…

Machine Learning · Statistics 2015-03-31 Carlos D. Zuluaga , Edgar A. Valencia , Mauricio A. Álvarez

Understanding how genetically encoded rules drive and guide complex neuronal growth processes is essential to comprehending the brain's architecture, and agent-based models (ABMs) offer a powerful simulation approach to further develop this…

Computational Engineering, Finance, and Science · Computer Science 2024-05-24 Tobias Duswald , Lukas Breitwieser , Thomas Thorne , Barbara Wohlmuth , Roman Bauer

We address the problem of parameter estimation in models of systems biology from noisy observations. The models we consider are characterized by simultaneous deterministic nonlinear differential equations whose parameters are either taken…

Machine Learning · Statistics 2017-05-01 Xin Liu , Mahesan Niranjan

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…