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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

Mathematical proofs are often said to justify their conclusions by indicating the existence of a corresponding formal derivation. We argue that this widespread view relies on an under-examined notion of correspondence, or what it means for…

History and Overview · Mathematics 2026-03-20 Simon DeDeo , Eamon Duede

Approximate Bayesian computation (ABC) is a likelihood-free inference method that has been employed in various applications. However, ABC can be sensitive to outliers if a data discrepancy measure is chosen inappropriately. In this paper,…

Machine Learning · Statistics 2021-03-08 Masahiro Fujisawa , Takeshi Teshima , Issei Sato , Masashi Sugiyama

The following two decision problems capture the complexity of comparing integers or rationals that are succinctly represented in product-of-exponentials notation, or equivalently, via arithmetic circuits using only multiplication and…

Computational Complexity · Computer Science 2014-04-08 Kousha Etessami , Alistair Stewart , Mihalis Yannakakis

Approximate Bayesian computation (ABC) is a set of techniques for Bayesian inference when the likelihood is intractable but sampling from the model is possible. This work presents a simple yet effective ABC algorithm based on the…

Computation · Statistics 2019-03-01 Yanzhi Chen , Michael U. Gutmann

Probabilistic classifiers are central for making informed decisions under uncertainty. Based on the maximum expected utility principle, optimal decision rules can be derived using the posterior class probabilities and misclassification…

Machine Learning · Computer Science 2025-03-25 Alexandre Perez-Lebel , Gael Varoquaux , Sanmi Koyejo , Matthieu Doutreligne , Marine Le Morvan

Providing compact and understandable counterexamples for violated system properties is an essential task in model checking. Existing works on counterexamples for probabilistic systems so far computed either a large set of system runs or a…

Software Engineering · Computer Science 2016-11-26 Ralf Wimmer , Nils Jansen , Erika Ábrahám , Joost-Pieter Katoen

In certain applications involving the solution of a Bayesian inverse problem, it may not be possible or desirable to evaluate the full posterior, e.g. due to the high computational cost of doing so. This problem motivates the use of…

Statistics Theory · Mathematics 2024-02-27 Han Cheng Lie , T. J. Sullivan , Aretha Teckentrup

Approximate Bayesian Computation (ABC) is a powerful method for carrying out Bayesian inference when the likelihood is computationally intractable. However, a drawback of ABC is that it is an approximate method that induces a systematic…

Methodology · Statistics 2015-09-29 Minh Ngoc Tran , Robert Kohn

We develop general methods to obtain fast (polynomial time) estimates of the cardinality of a combinatorially defined set via solving some randomly generated optimization problems on the set. Geometrically, we estimate the cardinality of a…

Combinatorics · Mathematics 2007-05-23 Alexander Barvinok , Alex Samorodnitsky

Error bounds have been studied for more than seventy years, beginning with the seminal result of Hoffman (1952) [{\it J. Res. Natl. Bur. Standards}, 49 (1952), 263--265], which establishes an upper bound for the distance from an arbitrary…

Optimization and Control · Mathematics 2026-05-25 Zhou Wei , Michel Thera , Jen-Chih Yao

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…

Methodology · Statistics 2020-08-11 David T. Frazier , Christopher Drovandi , Ruben Loaiza-Maya

Approximate Bayesian computation (ABC) is a widely used inference method in Bayesian statistics to bypass the point-wise computation of the likelihood. In this paper we develop theoretical bounds for the distance between the statistics used…

Statistics Theory · Mathematics 2019-01-03 James Ridgway

One prominent method of evaluating machine learning model trustworthiness is the notion of calibration. In the binary outcome setting, a probabilistic predictor is calibrated if outcomes are realized according to a model's distributional…

Machine Learning · Computer Science 2026-05-25 Jessica Finocchiaro , Victor Ganson , Drona Khurana

Approximate Bayesian Computation (ABC for short) is a family of computational techniques which offer an almost automated solution in situations where evaluation of the posterior likelihood is computationally prohibitive, or whenever…

Statistics Theory · Mathematics 2013-06-04 Gérard Biau , Frédéric Cérou , Arnaud Guyader

In computer aided geometric design a polynomial is usually represented in Bernstein form. The de Casteljau algorithm is the most well-known algorithm for evaluating a polynomial in this form. Evaluation via the de Casteljau algorithm has…

Numerical Analysis · Mathematics 2018-08-22 Danny Hermes

For the usual normal approximations to binomial, hypergeometric, or Poisson interval probabilities, we collect some simple but then reasonably sharp error bounds. For the Clopper-Pearson~(1934) binomial confidence bounds, we present,…

Other Statistics · Statistics 2026-02-26 Lutz Mattner

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…

Populations and Evolution · Quantitative Biology 2011-06-15 Katalin Csilléry , Olivier François , Michael GB Blum

Cardinality potentials are a generally useful class of high order potential that affect probabilities based on how many of D binary variables are active. Maximum a posteriori (MAP) inference for cardinality potential models is…

Machine Learning · Computer Science 2012-10-19 Daniel Tarlow , Kevin Swersky , Richard S. Zemel , Ryan Prescott Adams , Brendan J. Frey

The Laplace approximation is a popular method for constructing a Gaussian approximation to the Bayesian posterior and thereby approximating the posterior mean and variance. But approximation quality is a concern. One might consider using…

Statistics Theory · Mathematics 2025-06-17 Mikołaj J. Kasprzak , Ryan Giordano , Tamara Broderick