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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

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…

Methodology · Statistics 2025-11-18 Sascha Desmettre , Agnes Mallinger , Amira Meddah , Irene Tubikanec

In recent years, methods of approximate parameter estimation have attracted considerable interest in complex problems where exact likelihoods are hard to obtain. In their most basic form, Bayesian methods such as Approximate Bayesian…

Computation · Statistics 2015-07-17 Johanna Bertl , Gregory Ewing , Carolin Kosiol , Andreas Futschik

We research relations between optimal transport theory (OTT) and approximate Bayesian computation (ABC) possibly connected to relevant metrics defined on probability measures. Those of ABC are computational methods based on Bayesian…

Statistics Theory · Mathematics 2021-05-06 Marco Tarsia , Antonietta Mira , Daniele Cassani

Background: We proposed approximate Bayesian computation with single distribution selection (ABC-SD) for estimating mean and standard deviation from other reported summary statistics. The ABC-SD generates pseudo data from a single…

Methodology · Statistics 2016-07-12 Deukwoo Kwon , Isildinha M. Reis

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

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

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

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…

Machine Learning · Computer Science 2021-04-14 Akinori Tanaka , Akiyoshi Sannai , Ken Kobayashi , Naoki Hamada

We consider the problem of uniformity testing of Lipschitz continuous distributions with bounded support. The alternative hypothesis is a composite set of Lipschitz continuous distributions that are at least $\varepsilon$ away in $\ell_1$…

Statistics Theory · Mathematics 2021-10-14 Sudeep Salgia , Qing Zhao , Lang Tong

The 21st century has seen an enormous growth in the development and use of approximate Bayesian methods. Such methods produce computational solutions to certain intractable statistical problems that challenge exact methods like Markov chain…

Methodology · Statistics 2023-03-28 Gael M. Martin , David T. Frazier , Christian P. Robert

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

We propose a novel approach for solving inverse-problems with high-dimensional inputs and an expensive forward mapping. It leverages joint deep generative modelling to transfer the original problem spaces to a lower dimensional latent…

Methodology · Statistics 2021-04-19 Eliane Maalouf , David Ginsbourger , Niklas Linde

In this paper we propose a novel approach for learning from data using rule based fuzzy inference systems where the model parameters are estimated using Bayesian inference and Markov Chain Monte Carlo (MCMC) techniques. We show the…

Machine Learning · Statistics 2018-06-25 Indranil Pan , Dirk Bester

Verifying the correctness of Bayesian computation is challenging. This is especially true for complex models that are common in practice, as these require sophisticated model implementations and algorithms. In this paper we introduce…

Methodology · Statistics 2020-10-22 Sean Talts , Michael Betancourt , Daniel Simpson , Aki Vehtari , Andrew Gelman

This document is due to appear as a chapter of the forthcoming Handbook of Approximate Bayesian Computation (ABC) edited by S. Sisson, Y. Fan, and M. Beaumont. Since the earliest work on ABC, it has been recognised that using summary…

Computation · Statistics 2015-12-18 Dennis Prangle

Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome…

Likelihood-free methods, such as approximate Bayesian computation, are powerful tools for practical inference problems with intractable likelihood functions. Markov chain Monte Carlo and sequential Monte Carlo variants of approximate…

Computation · Statistics 2019-02-26 David J. Warne , Ruth E. Baker , Matthew J. Simpson

The past decades have seen enormous improvements in computational inference based on statistical models, with continual enhancement in a wide range of computational tools, in competition. In Bayesian inference, first and foremost, MCMC…

Computation · Statistics 2015-05-12 Peter J. Green , Krzysztof Łatuszyński , Marcelo Pereyra , Christian P. Robert

A new recalibration post-processing method is presented to improve the quality of the posterior approximation when using Approximate Bayesian Computation (ABC) algorithms. Recalibration may be used in conjunction with existing…

Computation · Statistics 2017-04-24 G. S. Rodrigues , D. Prangle , S. A. Sisson