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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

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…

统计计算 · 统计学 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf

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) 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

Approximate Bayesian computation (ABC) is a powerful and elegant framework for performing inference in simulation-based models. However, due to the difficulty in scaling likelihood estimates, ABC remains useful for relatively…

机器学习 · 统计学 2015-03-09 Edward Meeds , Robert Leenders , Max Welling

Many modern statistical applications involve inference for complicated stochastic models for which the likelihood function is difficult or even impossible to calculate, and hence conventional likelihood-based inferential echniques cannot be…

统计计算 · 统计学 2013-05-29 Simon R. White , Theodore Kypraios , Simon P. Preston

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.…

定量方法 · 定量生物学 2015-11-09 Iain G. Johnston

Approximate Bayesian Computation (ABC) methods are applicable to statistical models specified by generative processes with analytically intractable likelihoods. These methods try to approximate the posterior density of a model parameter by…

统计方法学 · 统计学 2024-03-11 Sanjay Chaudhuri , Subhroshekhar Ghosh , Kim Cuc Pham

Approximate Bayesian Computation (ABC) methods rely on asymptotic arguments, implying that parameter inference can be systematically biased even when sufficient statistics are available. We propose to construct the ABC accept/reject step…

统计方法学 · 统计学 2014-01-24 Oliver Ratmann , Anton Camacho , Adam Meijer , Gé Donker

We derive ensembles of decision trees through a nonparametric Bayesian model, allowing us to view random forests as samples from a posterior distribution. This insight provides large gains in interpretability, and motivates a class of…

应用统计 · 统计学 2015-05-19 Matt Taddy , Chun-Sheng Chen , Jun Yu , Mitch Wyle

Mechanistic models are essential tools across ecology, epidemiology, and the life sciences, but parameter inference remains challenging when likelihood functions are intractable. Approximate Bayesian Computation with Sequential Monte Carlo…

种群与进化 · 定量生物学 2025-11-27 Mario Castro

Many scientifically well-motivated statistical models in natural, engineering, and environmental sciences are specified through a generative process. However, in some cases, it may not be possible to write down the likelihood for these…

统计方法学 · 统计学 2020-11-17 Sanjay Chaudhuri , Subhroshekhar Ghosh , David J. Nott , Kim Cuc Pham

A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…

统计计算 · 统计学 2021-12-23 Thomas P Prescott , Ruth E Baker

This chapter will appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). The conceptual and methodological framework that underpins approximate Bayesian computation (ABC) is targetted primarily towards problems in…

统计计算 · 统计学 2018-03-20 Christopher C Drovandi , Clara Grazian , Kerrie Mengersen , Christian Robert

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

In generative models with obscured likelihood, Approximate Bayesian Computation (ABC) is often the tool of last resort for inference. However, ABC demands many prior parameter trials to keep only a small fraction that passes an acceptance…

机器学习 · 计算机科学 2024-04-17 Sean O'Hagan , Jungeum Kim , Veronika Rockova

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

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…

统计方法学 · 统计学 2019-05-10 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert

There is an increasing amount of literature focused on Bayesian computational methods to address problems with intractable likelihood. One approach is a set of algorithms known as Approximate Bayesian Computational (ABC) methods. One of the…

统计方法学 · 统计学 2015-10-27 Weixuan Zhu , Juan Miguel Marin , Fabrizio Leisen