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Microsimulation models (MSMs) are used to predict population-level effects of health care policies by simulating individual-level outcomes. Simulated outcomes are governed by unknown parameters that are chosen so that the model accurately…

Methodology · Statistics 2018-08-14 Carolyn Rutter , Jonathan Ozik , Maria DeYoreo , Nicholson Collier

Approximate Bayesian Computation is widely used in systems biology for inferring parameters in stochastic gene regulatory network models. Its performance hinges critically on the ability to summarize high-dimensional system responses such…

Machine Learning · Statistics 2021-04-13 Mattias Åkesson , Prashant Singh , Fredrik Wrede , Andreas Hellander

The goal of this paper is to explore the basic Approximate Bayesian Computation (ABC) algorithm via the lens of information theory. ABC is a widely used algorithm in cases where the likelihood of the data is hard to work with or…

Methodology · Statistics 2019-08-14 Konstantinos Spiliopoulos

Scientists often express their understanding of the world through a computationally demanding simulation program. Analyzing the posterior distribution of the parameters given observations (the inverse problem) can be extremely challenging.…

Machine Learning · Computer Science 2014-01-14 Edward Meeds , Max Welling

A new approach to inference in state space models is proposed, based on approximate Bayesian computation (ABC). ABC avoids evaluation of the likelihood function by matching observed summary statistics with statistics computed from data…

Statistics Theory · Mathematics 2014-10-01 Gael M. Martin , Brendan P. M. McCabe , Worapree Maneesoonthorn , Christian P. Robert

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

Agent-based models (ABMs) provide an intuitive and powerful framework for studying social dynamics by modeling the interactions of individuals from the perspective of each individual. In addition to simulating and forecasting the dynamics…

Dynamical Systems · Mathematics 2024-02-22 Jan-Hendrik Niemann , Stefan Klus , Nataša Djurdjevac Conrad , Christof Schütte

Agent-based models (ABMs) simulate complex systems by capturing the bottom-up interactions of individual agents comprising the system. Many complex systems of interest, such as epidemics or financial markets, involve thousands or even…

Approximate Bayesian computation (ABC) has advanced in two decades from a seminal idea to a practically applicable inference tool for simulator-based statistical models, which are becoming increasingly popular in many research domains. The…

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

We consider the problem of calibration and uncertainty analysis for activity-based transportation simulators. Activity-Based Models (ABMs) rely on statistical modeling of individual travelers' behavior to predict higher-order travel…

Applications · Statistics 2022-09-07 Laura Schultz , Joshua Auld , Vadim Sokolov

Many modern statistical applications involve inference for complex stochastic models, where it is easy to simulate from the models, but impossible to calculate likelihoods. Approximate Bayesian computation (ABC) is a method of inference for…

Methodology · Statistics 2015-03-14 Paul Fearnhead , Dennis Prangle

Approximate Bayesian computation (ABC) is a likelihood-free approach for Bayesian inferences based on a rejection algorithm method that applies a tolerance of dissimilarity between summary statistics from observed and simulated data.…

Populations and Evolution · Quantitative Biology 2013-09-26 Shigeki Nakagome , Kenji Fukumizu , Shuhei Mano

We use approximate Bayesian computation (ABC) to estimate unknown parameter values, as well as their uncertainties, in Reynolds-averaged Navier-Stokes (RANS) simulations of turbulent flows. The ABC method approximates posterior…

Fluid Dynamics · Physics 2020-11-04 Olga A. Doronina , Scott M. Murman , Peter E. Hamlington

Approximate Bayesian Computation (ABC) is a popular inference method when likelihoods are hard to come by. Practical bottlenecks of ABC applications include selecting statistics that summarize the data without losing too much information or…

Computation · Statistics 2026-05-15 Khanh N. Dinh , Cécile Liu , Zijin Xiang , Zhihan Liu , Simon Tavaré

Approximate Bayesian computation (ABC) has gained popularity over the past few years for the analysis of complex models arising in population genetic, epidemiology and system biology. Sequential Monte Carlo (SMC) approaches have become work…

Computation · Statistics 2012-10-16 Sarah Filippi , Chris Barnes , Julien Cornebise , Michael P. H. Stumpf

Agent-based modelling (ABM) is a widespread approach to simulate complex systems. Advancements in computational processing and storage have facilitated the adoption of ABMs across many fields; however, ABMs face challenges that limit their…

Machine Learning · Computer Science 2026-03-06 M Lopes Alves , Joel Dyer , Doyne Farmer , Michael Wooldridge , Anisoara Calinescu

Approximate Bayesian Computation (ABC) is a popular computational method for likelihood-free Bayesian inference. The term "likelihood-free" refers to problems where the likelihood is intractable to compute or estimate directly, but where it…

Statistics Theory · Mathematics 2014-07-21 Stuart Barber , Jochen Voss , Mark Webster

Agent based models (ABMs) are a useful tool for modeling spatio-temporal population dynamics, where many details can be included in the model description. Their computational cost though is very high and for stochastic ABMs a lot of…

Dynamical Systems · Mathematics 2022-05-11 Stefanie Winkelmann , Johannes Zonker , Christof Schütte , Natasa Djurdjevac Conrad

An agent-based model (ABM) is a computational model in which the local interactions of autonomous agents with each other and with their environment give rise to global properties within a given domain. As the detail and complexity of these…

Dynamical Systems · Mathematics 2022-12-01 Daniel A. Cruz , Jack Toppen , Eunbi Park , Melissa L. Kemp , Elena S. Dimitrova