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Sequential algorithms such as sequential importance sampling (SIS) and sequential Monte Carlo (SMC) have proven fundamental in Bayesian inference for models not admitting a readily available likelihood function. For approximate Bayesian…

Computation · Statistics 2024-11-08 Umberto Picchini , Massimiliano Tamborrino

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

Almost all fields of science rely upon statistical inference to estimate unknown parameters in theoretical and computational models. While the performance of modern computer hardware continues to grow, the computational requirements for the…

Computation · Statistics 2022-10-25 David J. Warne , Ruth E. Baker , Matthew J. Simpson

This book chapter introduces regression approaches and regression adjustment for Approximate Bayesian Computation (ABC). Regression adjustment adjusts parameter values after rejection sampling in order to account for the imperfect match…

Methodology · Statistics 2017-07-06 Michael GB Blum

In this paper, we address the challenge of Markov Chain Monte Carlo (MCMC) algorithms within the approximate Bayesian Computation (ABC) framework, which often get trapped in local optima due to their inherent local exploration mechanism. We…

Computation · Statistics 2025-12-16 Xuefei Cao , Shijia Wang , Yongdao Zhou

Approximate Bayesian computation (ABC) or likelihood-free inference algorithms are used to find approximations to posterior distributions without making explicit use of the likelihood function, depending instead on simulation of sample data…

Computation · Statistics 2015-09-08 Richard D. Wilkinson

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

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…

An important problem for HCI researchers is to estimate the parameter values of a cognitive model from behavioral data. This is a difficult problem, because of the substantial complexity and variety in human behavioral strategies. We report…

Human-Computer Interaction · Computer Science 2017-01-16 Antti Kangasrääsiö , Kumaripaba Athukorala , Andrew Howes , Jukka Corander , Samuel Kaski , Antti Oulasvirta

In this paper, we propose a doubly stochastic spatial point process model with both aggregation and repulsion. This model combines the ideas behind Strauss processes and log Gaussian Cox processes. The likelihood for this model is not…

Methodology · Statistics 2022-03-03 Ninna Vihrs , Jesper Møller , Alan E. Gelfand

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.…

Quantitative Methods · Quantitative Biology 2015-11-09 Iain G. Johnston

Bayesian inference with stochastic models is often difficult because their likelihood functions involve high-dimensional integrals. Approximate Bayesian Computation (ABC) avoids evaluating the likelihood function and instead infers model…

Approximate Bayesian Computation is widely used to infer the parameters of discrete-state continuous-time Markov networks. In this work, we focus on models that are governed by the Chemical Master Equation (the CME). Whilst originally…

Quantitative Methods · Quantitative Biology 2020-01-10 Christopher Lester

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

Computation · Statistics 2015-12-16 Dennis Prangle

Conventional compressed sensing (CS) algorithms typically apply a uniform sampling rate to different image blocks. A more strategic approach could be to allocate the number of measurements adaptively, based on each image block's complexity.…

Computer Vision and Pattern Recognition · Computer Science 2024-02-28 Yujun Huang , Bin Chen , Naiqi Li , Baoyi An , Shu-Tao Xia , Yaowei Wang

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

Approximate Bayesian computation (ABC) performs statistical inference for otherwise intractable probability models by accepting parameter proposals when corresponding simulated datasets are sufficiently close to the observations. Producing…

Computation · Statistics 2014-12-05 Dennis Prangle

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…

Computation · Statistics 2016-08-19 Xiaolong Zhong , Malay Ghosh

We propose a novel method designed for large-scale regression problems, namely the two-stage best-scored random forest (TBRF). "Best-scored" means to select one regression tree with the best empirical performance out of a certain number of…

Machine Learning · Statistics 2019-05-10 Hanyuan Hang , Yingyi Chen , Johan A. K. Suykens

Approximate Bayesian Computation (ABC) is typically used when the likelihood is either unavailable or intractable but where data can be simulated under different parameter settings using a forward model. Despite the recent interest in ABC,…

Methodology · Statistics 2019-12-24 Rafael Izbicki , Ann B. Lee , Taylor Pospisil