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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

Sequential Monte Carlo (SMC) algorithms were originally designed for estimating intractable conditional expectations within state-space models, but are now routinely used to generate approximate samples in the context of general-purpose…

Statistics Theory · Mathematics 2020-05-11 Jonathan H. Huggins , Daniel M. Roy

The Python package pyABC provides a framework for approximate Bayesian computation (ABC), a likelihood-free parameter inference method popular in many research areas. At its core, it implements a sequential Monte-Carlo (SMC) scheme, with…

Quantitative Methods · Quantitative Biology 2022-03-25 Yannik Schälte , Emmanuel Klinger , Emad Alamoudi , Jan Hasenauer

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…

Computation · Statistics 2014-12-05 Dennis Prangle

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

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

Accurate prediction of epileptic seizures has remained elusive, despite the many advances in machine learning and time-series classification. In this work, we develop a convolutional network module that exploits Electroencephalogram (EEG)…

Image and Video Processing · Electrical Eng. & Systems 2020-07-24 Ramy Hussein , Soojin Lee , Rabab Ward , Martin J. McKeown

Approximate Bayesian Computation (ABC) methods are used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Both the accuracy and computational efficiency of ABC depend on the choice of…

Methodology · Statistics 2017-03-17 Bai Jiang , Tung-yu Wu , Charles Zheng , Wing H. Wong

Prediction of seizure before they occur is vital for bringing normalcy to the lives of patients. Researchers employed machine learning methods using hand-crafted features for seizure prediction. However, ML methods are too complicated to…

Machine Learning · Computer Science 2020-12-02 Khansa Rasheed , Junaid Qadir , Terence J. O'Brien , Levin Kuhlmann , Adeel Razi

The mixed membership stochastic blockmodel (MMSB) is a popular Bayesian network model for community detection. Fitting such large Bayesian network models quickly becomes computationally infeasible when the number of nodes grows into…

Social and Information Networks · Computer Science 2024-05-24 Timothy Jones , Owen G. Ward , Yiran Jiang , John Paisley , Tian Zheng

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…

Quantitative Methods · Quantitative Biology 2014-12-25 Franck Jabot , Guillaume Lagarrigues , Benoît Courbaud , Nicolas Dumoulin

Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches…

Machine Learning · Statistics 2016-06-29 Alexander Moreno , Tameem Adel , Edward Meeds , James M. Rehg , Max Welling

Epilepsy is a chronic neurological disorder affecting 1\% of people worldwide, deep learning (DL) algorithms-based electroencephalograph (EEG) analysis provides the possibility for accurate epileptic seizure (ES) prediction, thereby…

Signal Processing · Electrical Eng. & Systems 2022-05-10 Yankun Xu , Jie Yang , Mohamad Sawan

Stochastic differential equations (SDEs) or diffusions are continuous-valued continuous-time stochastic processes widely used in the applied and mathematical sciences. Simulating paths from these processes is usually an intractable problem,…

Computation · Statistics 2020-05-27 Qi Wang , Vinayak Rao , Yee Whye Teh

The apparent stochasticity of in-vivo neural circuits has long been hypothesized to represent a signature of ongoing stochastic inference in the brain. More recently, a theoretical framework for neural sampling has been proposed, which…

Neurons and Cognition · Quantitative Biology 2017-03-14 Mihai A. Petrovici , Ilja Bytschok , Johannes Bill , Johannes Schemmel , Karlheinz Meier

Approximate Bayesian Computation (ABC) is a popular method for approximate inference in generative models with intractable but easy-to-sample likelihood. It constructs an approximate posterior distribution by finding parameters for which…

Computation · Statistics 2020-03-09 Kimia Nadjahi , Valentin De Bortoli , Alain Durmus , Roland Badeau , Umut Şimşekli

An accurate seizure prediction system enables early warnings before seizure onset of epileptic patients. It is extremely important for drug-refractory patients. Conventional seizure prediction works usually rely on features extracted from…

Signal Processing · Electrical Eng. & Systems 2021-08-18 Yankun Xu , Jie Yang , Shiqi Zhao , Hemmings Wu , Mohamad Sawan

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

The goal of Bayesian deep learning is to provide uncertainty quantification via the posterior distribution. However, exact inference over the weight space is computationally intractable due to the ultra-high dimensions of the neural…

Machine Learning · Computer Science 2022-10-25 Xiongwen Ke , Yanan Fan

Approximate Bayes Computations (ABC) are used for parameter inference when the likelihood function of the model is expensive to evaluate but relatively cheap to sample from. In particle ABC, an ensemble of particles in the product space of…

Computation · Statistics 2016-04-15 Carlo Albert , Hans R. Kuensch , Andreas Scheidegger