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We consider the problem of approximate Bayesian parameter inference in non-linear state-space models with intractable likelihoods. Sequential Monte Carlo with approximate Bayesian computations (SMC-ABC) is one approach to approximate the…

统计计算 · 统计学 2017-06-14 Johan Dahlin , Mattias Villani , Thomas B. Schön

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) methods are commonly used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Classical ABC methods are based on nearest neighbor type algorithms…

统计方法学 · 统计学 2025-06-24 Meili Baragatti , Casenave Céline , Bertrand Cloez , David Métivier , Isabelle Sanchez

Approximate Bayesian computation (ABC) methods are standard tools for inferring parameters of complex models when the likelihood function is analytically intractable. A popular approach to improving the poor acceptance rate of the basic…

统计方法学 · 统计学 2025-01-27 Henri Pesonen , Jukka Corander

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

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…

种群与进化 · 定量生物学 2011-06-15 Katalin Csilléry , Olivier François , Michael GB Blum

Approximate Bayesian computation (ABC) is a popular technique for approximating likelihoods and is often used in parameter estimation when the likelihood functions are analytically intractable. Although the use of ABC is widespread in many…

统计理论 · 数学 2011-03-29 Thomas A. Dean , Sumeetpal S. Singh , Ajay Jasra , Gareth W. Peters

Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…

统计理论 · 数学 2015-05-14 Stefano Cabras , Maria Eugenia Castellanos Nueda , Erlis Ruli

Approximate Bayesian computation (ABC) is a well-established family of Monte Carlo methods for performing approximate Bayesian inference in the case where an ``implicit'' model is used for the data: when the data model can be simulated, but…

统计计算 · 统计学 2022-11-07 Ivis Kerama , Thomas Thorne , Richard G. Everitt

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…

统计计算 · 统计学 2015-09-08 Richard D. Wilkinson

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

Many modern statistical applications involve inference for complex stochastic models, where it is easy to simulate from the models, but impossible to calculate likelihoods. Approximate Bayesian computation (ABC) is a method of inference for…

统计方法学 · 统计学 2015-03-14 Paul Fearnhead , Dennis Prangle

Complicated generative models often result in a situation where computing the likelihood of observed data is intractable, while simulating from the conditional density given a parameter value is relatively easy. Approximate Bayesian…

机器学习 · 统计学 2015-12-29 Mijung Park , Wittawat Jitkrittum , Dino Sejdinovic

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

Approximate Bayesian Computational (ABC) methods (or likelihood-free methods) have appeared in the past fifteen years as useful methods to perform Bayesian analyses when the likelihood is analytically or computationally intractable. Several…

统计方法学 · 统计学 2012-05-01 Meili Baragatti , Agnès Grimaud , Denys Pommeret

Approximate Bayesian computation (ABC) is now an established technique for statistical inference used in cases where the likelihood function is computationally expensive or not available. It relies on the use of a~model that is specified in…

统计计算 · 统计学 2020-06-02 Richard G. Everitt , Paulina A. Rowińska

A maximum likelihood methodology for a general class of models is presented, using an approximate Bayesian computation (ABC) approach. The typical target of ABC methods are models with intractable likelihoods, and we combine an ABC-MCMC…

统计方法学 · 统计学 2016-08-16 Umberto Picchini , Rachele Anderson

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

计算工程、金融与科学 · 计算机科学 2021-07-21 Luca Martino , Víctor Elvira , Javier López-Santiago , Gustau Camps-Valls

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

The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…

统计计算 · 统计学 2012-10-12 Daniel Silk , Saran Filippi , Michael P. H. Stumpf