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Mechanistic models are essential tools across ecology, epidemiology, and the life sciences, but parameter inference remains challenging when likelihood functions are intractable. Approximate Bayesian Computation with Sequential Monte Carlo…

Populations and Evolution · Quantitative Biology 2025-11-27 Mario Castro

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…

Computation · Statistics 2015-02-25 Erlis Ruli , Nicola Sartori , Laura Ventura

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…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-05 Anja Weyant , Chad Schafer , W. Michael Wood-Vasey

There is an increasing amount of literature focused on Bayesian computational methods to address problems with intractable likelihood. One approach is a set of algorithms known as Approximate Bayesian Computational (ABC) methods. One of the…

Methodology · Statistics 2015-10-27 Weixuan Zhu , Juan Miguel Marin , Fabrizio Leisen

A common problem in natural sciences is the comparison of competing models in the light of observed data. Bayesian model comparison provides a statistically sound framework for this comparison based on the evidence each model provides for…

Machine Learning · Statistics 2022-03-23 Jan Boelts

There has been increasing interest on summary-free solutions for approximate Bayesian computation (ABC) which replace distances among summaries with discrepancies between the empirical distributions of the observed data and the synthetic…

Methodology · Statistics 2025-01-27 Sirio Legramanti , Daniele Durante , Pierre Alquier

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

Composite likelihood provides approximate inference when the full likelihood is intractable and sub-likelihood functions of marginal events can be evaluated relatively easily. It has been successfully applied for many complex models.…

Methodology · Statistics 2024-09-05 Wentao Li , Rosabeth White , Dennis Prangle

Approximate Bayesian computation (ABC) is a popular technique for approximating likelihoods and is often used in parameter estimation when the likelihood functions are analytically intractable. Although the use of ABC is widespread in many…

Statistics Theory · Mathematics 2011-03-29 Thomas A. Dean , Sumeetpal S. Singh , Ajay Jasra , Gareth W. Peters

The frequentist method of simulated minimum distance (SMD) is widely used in economics to estimate complex models with an intractable likelihood. In other disciplines, a Bayesian approach known as Approximate Bayesian Computation (ABC) is…

Methodology · Statistics 2017-11-16 Jean-Jacques Forneron , Serena Ng

Approximate Bayesian Computation (ABC) methods are increasingly used for inference in situations in which the likelihood function is either computationally costly or intractable to evaluate. Extensions of the basic ABC rejection algorithm…

Computation · Statistics 2020-05-01 Umberto Simola , Jessica Cisewski-Kehe , Michael U. Gutmann , Jukka Corander

The choice of the summary statistics used in Bayesian inference and in particular in ABC algorithms has bearings on the validation of the resulting inference. Those statistics are nonetheless customarily used in ABC algorithms without…

Statistics Theory · Mathematics 2013-08-23 J. -M. Marin , N. Pillai , C. P. Robert , J. Rousseau

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…

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…

Machine Learning · Computer Science 2025-09-25 Mridul Sharma , Adeetya Patel , Zaneta D' Souza , Samira Abbasgholizadeh Rahimi , Siva Reddy , Sreenath Madathil

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

Likelihood-free inference for simulator-based statistical models has developed rapidly from its infancy to a useful tool for practitioners. However, models with more than a handful of parameters still generally remain a challenge for the…

Inferring parameter distributions of complex industrial systems from noisy time series data requires methods to deal with the uncertainty of the underlying data and the used simulation model. Bayesian inference is well suited for these…

Applications · Statistics 2021-06-18 David N. John , Livia Stohrer , Claudia Schillings , Michael Schick , Vincent Heuveline

When the likelihood is analytically unavailable and computationally intractable, approximate Bayesian computation (ABC) has emerged as a widely used methodology for approximate posterior inference; however, it suffers from severe…

Methodology · Statistics 2025-05-08 Wenhui Sophia Lu , Wing Hung Wong

Approximate Bayesian computing is a powerful likelihood-free method that has grown increasingly popular since early applications in population genetics. However, complications arise in the theoretical justification for Bayesian inference…

Computation · Statistics 2018-12-03 Suzanne Thornton , Wentao Li , Min-ge Xie

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…

Methodology · Statistics 2012-12-10 D. J. Nott , Y. Fan , L. Marshall , S. A. Sisson
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