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Bayes linear analysis and approximate Bayesian computation (ABC) are techniques commonly used in the Bayesian analysis of complex models. In this article we connect these ideas by demonstrating that regression-adjustment ABC algorithms…
Given the complexity of modern cosmological parameter inference where we are faced with non-Gaussian data and noise, correlated systematics and multi-probe correlated data sets, the Approximate Bayesian Computation (ABC) method is a…
Many parameter estimation problems arising in applications are best cast in the framework of Bayesian inversion. This allows not only for an estimate of the parameters, but also for the quantification of uncertainties in the estimates.…
To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…
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…
A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…
This work proposes ensemble Kalman randomized maximum likelihood estimation, a new derivative-free method for performing randomized maximum likelihood estimation, which is a method that can be used to generate approximate samples from…
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…
Approximate Bayesian computation (ABC) is a powerful and elegant framework for performing inference in simulation-based models. However, due to the difficulty in scaling likelihood estimates, ABC remains useful for relatively…
Approximate Bayesian computation (ABC) is a well-established family of Monte Carlo methods for performing approximate Bayesian inference in the case where an ``implicit'' model is used for the data: when the data model can be simulated, but…
We propose a novel approach to approximate Bayesian computation (ABC) that seeks to cater for possible misspecification of the assumed model. This new approach can be equally applied to rejection-based ABC and to popular regression…
Many applications, such as intermittent data assimilation, lead to a recursive application of Bayesian inference within a Monte Carlo context. Popular data assimilation algorithms include sequential Monte Carlo methods and ensemble Kalman…
Despite their widespread applications, Large Language Models (LLMs) often struggle to express uncertainty, posing a challenge for reliable deployment in high stakes and safety critical domains like clinical diagnostics. Existing standard…
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…
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…
The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…
Many recent statistical applications involve inference under complex models, where it is computationally prohibitive to calculate likelihoods but possible to simulate data. Approximate Bayesian Computation (ABC) is devoted to these complex…
Approximate Bayesian Computation (ABC) methods rely on asymptotic arguments, implying that parameter inference can be systematically biased even when sufficient statistics are available. We propose to construct the ABC accept/reject step…
Both Approximate Bayesian Computation (ABC) and composite likelihood methods are useful for Bayesian and frequentist inference, respectively, when the likelihood function is intractable. We propose to use composite likelihood score…
Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…