Related papers: pyABC: Efficient and robust easy-to-use approximat…
Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…
Approximate Bayesian computation allows for inference of complicated probabilistic models with intractable likelihoods using model simulations. The Markov chain Monte Carlo implementation of approximate Bayesian computation is often…
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…
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…
Likelihood-free methods such as approximate Bayesian computation (ABC) have extended the reach of statistical inference to problems with computationally intractable likelihoods. Such approaches perform well for small-to-moderate dimensional…
We introduce Preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilises a Normalising Flow (NF) in order to…
To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…
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…
We present Active Learning for Accelerated Bayesian Inference (\texttt{alabi}): an open-source Python package for performing Bayesian inference with computationally expensive models. Given a forward model and observational data to construct…
In many applications involving spatial point patterns, we find evidence of inhibition or repulsion. The most commonly used class of models for such settings are the Gibbs point processes. A recent alternative, at least to the statistical…
Piecewise diffusion Markov processes (PDifMPs) form a versatile class of stochastic hybrid systems that combine continuous diffusion processes with discrete event-driven dynamics, enabling flexible modelling of complex real-world hybrid…
Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…
Adaptive importance sampling (AIS) methods are increasingly used for the approximation of distributions and related intractable integrals in the context of Bayesian inference. Population Monte Carlo (PMC) algorithms are a subclass of AIS…
Approximate Bayesian computing is a powerful likelihood-free method that has grown increasingly popular since early applications in population genetics. However, complications arise in the theoretical justification for Bayesian inference…
Iterative Approximate Byzantine Consensus (IABC) is a fundamental problem of fault-tolerant distributed computing where machines seek to achieve approximate consensus to arbitrary exactness in the presence of Byzantine failures. We present…
In this article, we propose an adapted sequential Monte Carlo approximate Bayesian computation (SMC-ABC) algorithm for network inference in coupled stochastic differential equations (SDEs) used for multivariate time series modeling. Our…
By the nature of their construction, many statistical models for extremes result in likelihood functions that are computationally prohibitive to evaluate. This is consequently problematic for the purposes of likelihood-based inference. With…
When the likelihood is analytically unavailable and computationally intractable, approximate Bayesian computation (ABC) has emerged as a widely used methodology for approximate posterior inference; however, it suffers from severe…
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…
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…