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Pandemic influenza has the epidemic potential to kill millions of people. While various preventive measures exist (i.a., vaccination and school closures), deciding on strategies that lead to their most effective and efficient use remains…

Machine Learning · Computer Science 2018-06-18 Pieter Libin , Timothy Verstraeten , Diederik M. Roijers , Jelena Grujic , Kristof Theys , Philippe Lemey , Ann Nowé

Approximate Bayesian Computation (ABC) has become increasingly prominent as a method for conducting parameter inference in a range of challenging statistical problems, most notably those characterized by an intractable likelihood function.…

We present Sequential Neural Likelihood (SNL), a new method for Bayesian inference in simulator models, where the likelihood is intractable but simulating data from the model is possible. SNL trains an autoregressive flow on simulated data…

Machine Learning · Statistics 2019-01-23 George Papamakarios , David C. Sterratt , Iain Murray

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…

We introduce a new method for inference in stochastic epidemic models which uses recursive multinomial approximations to integrate over unobserved variables and thus circumvent likelihood intractability. The method is applicable to a class…

Methodology · Statistics 2021-02-24 Nick Whiteley , Lorenzo Rimella

We study the class of state-space models and perform maximum likelihood estimation for the model parameters. We consider a stochastic approximation expectation-maximization (SAEM) algorithm to maximize the likelihood function with the…

Computation · Statistics 2017-10-25 Umberto Picchini , Adeline Samson

Approximate Bayesian Computation (ABC) is a popular sampling method in applications involving intractable likelihood functions. Without evaluating the likelihood function, ABC approximates the posterior distribution by the set of accepted…

Computation · Statistics 2017-08-17 Jin Zhou , Kenji Fukumizu

The Bayesian Synthetic Likelihood (BSL) method is a widely-used tool for likelihood-free Bayesian inference. This method assumes that some summary statistics are normally distributed, which can be incorrect in many applications. We propose…

Computation · Statistics 2024-08-16 Nhat-Minh Nguyen , Minh-Ngoc Tran , Christopher Drovandi , David Nott

Compartmental models, especially the Susceptible-Infected-Removed (SIR) model, have long been used to understand the behaviour of various diseases. Allowing parameters, such as the transmission rate, to be time-dependent functions makes it…

Methodology · Statistics 2024-09-27 Son Luu , Edward Susko , Lam Si Tung Ho

Survey data often arises from complex sampling designs, such as stratified or multistage sampling, with unequal inclusion probabilities. When sampling is informative, traditional inference methods yield biased estimators and poor coverage.…

Methodology · Statistics 2025-04-17 Snigdha Das , Dipankar Bandyopadhyay , Debdeep Pati

Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing…

Computation · Statistics 2010-07-28 Michael Blum

For stochastic models with intractable likelihood functions, approximate Bayesian computation offers a way of approximating the true posterior through repeated comparisons of observations with simulated model outputs in terms of a small set…

Machine Learning · Computer Science 2022-05-24 Carlo Albert , Simone Ulzega , Firat Ozdemir , Fernando Perez-Cruz , Antonietta Mira

Many statistical applications involve models for which it is difficult to evaluate the likelihood, but from which it is relatively easy to sample. Approximate Bayesian computation is a likelihood-free method for implementing Bayesian…

Methodology · Statistics 2017-11-29 Wentao Li , Paul Fearnhead

The reconstruction of missing information in epidemic spreading on contact networks can be essential in the prevention and containment strategies. The identification and warning of infectious but asymptomatic individuals (i.e., contact…

Social and Information Networks · Computer Science 2022-11-21 Indaco Biazzo , Alfredo Braunstein , Luca Dall'Asta , Fabio Mazza

We consider a continuous-time Markov chain model of SIR disease dynamics with two levels of mixing. For this so-called stochastic households model, we provide two methods for inferring the model parameters---governing within-household…

Populations and Evolution · Quantitative Biology 2018-02-07 James N. Walker , Joshua V. Ross , Andrew J. Black

This preprint has been reviewed and recommended by Peer Community In Evolutionary Biology (http://dx.doi.org/10.24072/pci.evolbiol.100036). Approximate Bayesian computation (ABC) has grown into a standard methodology that manages Bayesian…

A central statistical goal is to choose between alternative explanatory models of data. In many modern applications, such as population genetics, it is not possible to apply standard methods based on evaluating the likelihood functions of…

Computation · Statistics 2013-02-25 Dennis Prangle , Paul Fearnhead , Murray P. Cox , Patrick J. Biggs , Nigel P. French

Stochastic epidemic models provide an interpretable probabilistic description of the spread of a disease through a population. Yet, fitting these models to partially observed data is a notoriously difficult task due to intractability of the…

Computation · Statistics 2022-10-21 Raphael Morsomme , Jason Xu

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…

Estimation of epidemiological and population parameters from molecular sequence data has become central to the understanding of infectious disease dynamics. Various models have been proposed to infer details of the dynamics that describe…

Populations and Evolution · Quantitative Biology 2014-12-25 Alex Popinga , Tim Vaughan , Tanja Stadler , Alexei Drummond