Related papers: Robustifying Approximate Bayesian Computation
In many instances, the application of approximate Bayesian methods is hampered by two practical features: 1) the requirement to project the data down to low-dimensional summary, including the choice of this projection, which ultimately…
In many applications involving spatial point patterns, we find evidence of inhibition or repulsion. The most commonly used class of models for such settings are the Gibbs point processes. A recent alternative, at least to the statistical…
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 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…
Approximate Bayesian computation (ABC) is computationally intensive for complex model simulators. To exploit expensive simulations, data-resampling via bootstrapping can be employed to obtain many artificial datasets at little cost.…
We provide a general solution to a fundamental open problem in Bayesian inference, namely poor uncertainty quantification, from a frequency standpoint, of Bayesian methods in misspecified models. While existing solutions are based on…
The ability to efficiently infer system parameters is essential in any signal-processing task that requires fast operation. Dealing with quantum systems, a serious challenge arises due to substantial growth of the underlying Hilbert space…
Controlled branching processes are stochastic growth population models in which the number of individuals with reproductive capacity in each generation is controlled by a random control function. The purpose of this work is to examine the…
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…
Approximate Bayesian computation (ABC) methods are used to approximate posterior distributions using simulation rather than likelihood calculations. We introduce Gaussian process (GP) accelerated ABC, which we show can significantly reduce…
Approximate Bayesian Computation (ABC) methods have become essential tools for performing inference when likelihood functions are intractable or computationally prohibitive. However, their scalability remains a major challenge in…
A new Approximate Bayesian Computation (ABC) algorithm for Bayesian updating of model parameters is proposed in this paper, which combines the ABC principles with the technique of Subset Simulation for efficient rare-event simulation, first…
In this paper we show that there is a link between approximate Bayesian methods and prior robustness. We show that what is typically recognized as an approximation to the likelihood, either due to the simulated data as in the Approximate…
Approximate Bayesian computation (ABC) has gained popularity in recent years owing to its easy implementation, nice interpretation and good performance. Its advantages are more visible when one encounters complex models where maximum…
Approximate Bayesian computation (ABC) is the most popular approach to inferring parameters in the case where the data model is specified in the form of a simulator. It is not possible to directly implement standard Monte Carlo methods for…
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…
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…
Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of…
Stochastic systems in biology often exhibit substantial variability within and between cells. This variability, as well as having dramatic functional consequences, provides information about the underlying details of the system's behaviour.…
We discuss an approach for deriving robust posterior distributions from $M$-estimating functions using Approximate Bayesian Computation (ABC) methods. In particular, we use $M$-estimating functions to construct suitable summary statistics…