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Bayesian inference is often used in cosmology and astrophysics to derive constraints on model parameters from observations. This approach relies on the ability to compute the likelihood of the data given a choice of model parameters. In…

宇宙学与河外天体物理 · 物理学 2015-09-16 Joel Akeret , Alexandre Refregier , Adam Amara , Sebastian Seehars , Caspar Hasner

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…

统计计算 · 统计学 2019-03-01 Yanzhi Chen , Michael U. Gutmann

In recent years dynamical modelling has been provided with a range of breakthrough methods to perform exact Bayesian inference. However it is often computationally unfeasible to apply exact statistical methodologies in the context of large…

统计计算 · 统计学 2014-12-24 Umberto Picchini , Julie Lyng Forman

Performing exact posterior inference in complex generative models is often difficult or impossible due to an expensive to evaluate or intractable likelihood function. Approximate Bayesian computation (ABC) is an inference framework that…

机器学习 · 统计学 2016-02-16 Jovana Mitrovic , Dino Sejdinovic , Yee Whye Teh

Approximate Bayesian computation (ABC) methods, which are applicable when the likelihood is difficult or impossible to calculate, are an active topic of current research. Most current ABC algorithms directly approximate the posterior…

统计计算 · 统计学 2012-12-10 Y. Fan , D. J. Nott , S. A. Sisson

Also known as likelihood-free methods, approximate Bayesian computational (ABC) methods have appeared in the past ten years as the most satisfactory approach to untractable likelihood problems, first in genetics then in a broader spectrum…

统计计算 · 统计学 2015-03-17 Jean-Michel Marin , Pierre Pudlo , Christian P. Robert , Robin Ryder

Approximate Bayesian computation (ABC) is commonly used for parameter estimation and model comparison for intractable simulator-based models whose likelihood function cannot be evaluated. In this paper we instead investigate the feasibility…

统计方法学 · 统计学 2022-09-13 Marko Järvenpää , Jukka Corander

Approximate Bayesian Computation (ABC) is a popular inference method when likelihoods are hard to come by. Practical bottlenecks of ABC applications include selecting statistics that summarize the data without losing too much information or…

统计计算 · 统计学 2026-05-15 Khanh N. Dinh , Cécile Liu , Zijin Xiang , Zhihan Liu , Simon Tavaré

Approximate Bayesian computation (ABC), also known as likelihood-free methods, have become a favourite tool for the analysis of complex stochastic models, primarily in population genetics but also in financial analyses. We advocated in…

统计计算 · 统计学 2015-03-18 Christian Robert , Jean-Michel Marin , Natesh S. Pillai

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…

统计计算 · 统计学 2014-12-05 Dennis Prangle

Approximate Bayesian computation (ABC) is one of the most popular "likelihood-free" methods. These methods have been applied in a wide range of fields by providing solutions to intractable likelihood problems in which exact Bayesian…

统计方法学 · 统计学 2025-04-08 Chaya Weerasinghe , David T. Frazier , Ruben Loaiza-Maya , Christopher Drovandi

A computationally simple approach to inference in state space models is proposed, using approximate Bayesian computation (ABC). ABC avoids evaluation of an intractable likelihood by matching summary statistics for the observed data with…

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…

统计计算 · 统计学 2015-12-16 Dennis Prangle

ABC (approximate Bayesian computation) is a general approach for dealing with models with an intractable likelihood. In this work, we derive ABC algorithms based on QMC (quasi- Monte Carlo) sequences. We show that the resulting ABC…

统计计算 · 统计学 2018-05-08 Alexander Buchholz , Nicolas Chopin

We propose a novel use of a recent new computational tool for Bayesian inference, namely the Approximate Bayesian Computation (ABC) methodology. ABC is a way to handle models for which the likelihood function may be intractable or even…

统计计算 · 统计学 2014-03-04 Clara Grazian , Brunero Liseo

Approximate Bayesian computation (ABC) is a simulation-based likelihood-free method applicable to both model selection and parameter estimation. ABC parameter estimation requires the ability to forward simulate datasets from a candidate…

统计方法学 · 统计学 2020-11-10 Louis Raynal , Sixing Chen , Antonietta Mira , Jukka-Pekka Onnela

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…

统计理论 · 数学 2019-01-03 James Ridgway

For nearly any challenging scientific problem evaluation of the likelihood is problematic if not impossible. Approximate Bayesian computation (ABC) allows us to employ the whole Bayesian formalism to problems where we can use simulations…

统计计算 · 统计学 2011-07-04 Chris Barnes , Sarah Filippi , Michael P. H. Stumpf , Thomas Thorne

Approximate Bayesian computation (ABC) has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established statistical method of empirical…

统计计算 · 统计学 2015-06-05 K. L. Mengersen , P. Pudlo , C. P. Robert

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

统计计算 · 统计学 2018-08-03 Jonathan U Harrison , Ruth E Baker