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Approximate Bayesian computation (ABC) is a family of computational techniques in Bayesian statistics. These techniques allow to fi t a model to data without relying on the computation of the model likelihood. They instead require to…

统计理论 · 数学 2018-12-27 Maxime Lenormand , Franck Jabot , Guillaume Deffuant

Approximate Bayesian computation (ABC) have become a essential tool for the analysis of complex stochastic models. Earlier, Grelaud et al. (2009) advocated the use of ABC for Bayesian model choice in the specific case of Gibbs random…

统计方法学 · 统计学 2015-03-19 Christian P. Robert , Jean-Marie Cornuet , Jean-Michel Marin , Natesh Pillai

Approximate Bayesian computation (ABC) methods perform inference on model-specific parameters of mechanistically motivated parametric statistical models when evaluating likelihoods is difficult. Central to the success of ABC methods is…

统计计算 · 统计学 2013-01-29 Erkan O. Buzbas , Noah A. Rosenberg

In the following article we consider approximate Bayesian computation (ABC) for certain classes of time series models. In particular, we focus upon scenarios where the likelihoods of the observations and parameter are intractable, by which…

统计计算 · 统计学 2014-01-03 Ajay Jasra

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…

统计方法学 · 统计学 2020-08-11 David T. Frazier , Christopher Drovandi , Ruben Loaiza-Maya

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) has become increasingly prominent as a method for conducting parameter inference in a range of challenging statistical problems, most notably those characterized by an intractable likelihood function.…

统计方法学 · 统计学 2018-06-21 David T. Frazier , Worapree Maneesoonthorn , Gael M. Martin , Brendan P. M. McCabe

This paper provides a review of Approximate Bayesian Computation (ABC) methods for carrying out Bayesian posterior inference, through the lens of density estimation. We describe several recent algorithms and make connection with traditional…

统计计算 · 统计学 2019-09-09 Clara Grazian , Yanan Fan

Approximate Bayesian computation (ABC) is a likelihood-free approach for Bayesian inferences based on a rejection algorithm method that applies a tolerance of dissimilarity between summary statistics from observed and simulated data.…

种群与进化 · 定量生物学 2013-09-26 Shigeki Nakagome , Kenji Fukumizu , Shuhei Mano

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

We research relations between optimal transport theory (OTT) and approximate Bayesian computation (ABC) possibly connected to relevant metrics defined on probability measures. Those of ABC are computational methods based on Bayesian…

统计理论 · 数学 2021-05-06 Marco Tarsia , Antonietta Mira , Daniele Cassani

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…

统计理论 · 数学 2013-06-04 Gérard Biau , Frédéric Cérou , Arnaud Guyader

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

Approximate Bayesian computation (ABC) is a class of algorithmic methods in Bayesian inference using statistical summaries and computer simulations. ABC has become popular in evolutionary genetics and in other branches of biology. However…

统计计算 · 统计学 2011-05-03 Olivier Francois , Guillaume Laval

Model selection in the presence of intractable likelihoods remains a central challenge in Bayesian inference. Approximate Bayesian computation (ABC) provides a flexible likelihood-free framework, but its use for model choice is known to be…

统计方法学 · 统计学 2026-03-03 Clara Grazian

Sequential techniques can enhance the efficiency of the approximate Bayesian computation algorithm, as in Sisson et al.'s (2007) partial rejection control version. While this method is based upon the theoretical works of Del Moral et al.…

统计计算 · 统计学 2010-10-11 Mark A. Beaumont , Jean-Marie Cornuet , Jean-Michel Marin , Christian P. Robert

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

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…

统计方法学 · 统计学 2015-09-29 Minh Ngoc Tran , Robert Kohn

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

Approximate Bayesian Computation (ABC) is a popular computational method for likelihood-free Bayesian inference. The term "likelihood-free" refers to problems where the likelihood is intractable to compute or estimate directly, but where it…

统计理论 · 数学 2014-07-21 Stuart Barber , Jochen Voss , Mark Webster
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