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Given the complexity of modern cosmological parameter inference where we are faced with non-Gaussian data and noise, correlated systematics and multi-probe correlated data sets, the Approximate Bayesian Computation (ABC) method is a…

天体物理仪器与方法 · 物理学 2017-03-08 Elise Jennings , Maeve Madigan

Approximate Bayesian computation (ABC) methods can be used to sample from posterior distributions when the likelihood function is unavailable or intractable, as is often the case in biological systems. ABC methods suffer from inefficient…

机器学习 · 统计学 2019-12-03 Charlie Rogers-Smith , Henri Pesonen , Samuel Kaski

Approximate Bayesian computation (ABC) is computationally intensive for complex model simulators. To exploit expensive simulations, data-resampling via bootstrapping can be employed to obtain many artificial datasets at little cost.…

统计计算 · 统计学 2021-07-05 Umberto Picchini , Richard G. Everitt

When the likelihood is analytically unavailable and computationally intractable, approximate Bayesian computation (ABC) has emerged as a widely used methodology for approximate posterior inference; however, it suffers from severe…

统计方法学 · 统计学 2025-05-08 Wenhui Sophia Lu , Wing Hung Wong

The power of fuzz testing lies in its random, often brute-force, generation and execution of inputs to trigger unexpected behaviors and vulnerabilities in software applications. However, given the reality of infinite possible input…

软件工程 · 计算机科学 2024-04-10 Chris Vaisnor

Composite likelihood provides approximate inference when the full likelihood is intractable and sub-likelihood functions of marginal events can be evaluated relatively easily. It has been successfully applied for many complex models.…

统计方法学 · 统计学 2024-09-05 Wentao Li , Rosabeth White , Dennis Prangle

Scientists often express their understanding of the world through a computationally demanding simulation program. Analyzing the posterior distribution of the parameters given observations (the inverse problem) can be extremely challenging.…

机器学习 · 计算机科学 2014-01-14 Edward Meeds , Max Welling

Approximate Bayesian Computation (ABC) methods are increasingly used for inference in situations in which the likelihood function is either computationally costly or intractable to evaluate. Extensions of the basic ABC rejection algorithm…

统计计算 · 统计学 2020-05-01 Umberto Simola , Jessica Cisewski-Kehe , Michael U. Gutmann , Jukka Corander

The frequentist method of simulated minimum distance (SMD) is widely used in economics to estimate complex models with an intractable likelihood. In other disciplines, a Bayesian approach known as Approximate Bayesian Computation (ABC) is…

统计方法学 · 统计学 2017-11-16 Jean-Jacques Forneron , Serena Ng

A new approach to inference in state space models is proposed, based on approximate Bayesian computation (ABC). ABC avoids evaluation of the likelihood function by matching observed summary statistics with statistics computed from data…

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

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

统计计算 · 统计学 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

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

We discuss an approach for deriving robust posterior distributions from $M$-estimating functions using Approximate Bayesian Computation (ABC) methods. In particular, we use $M$-estimating functions to construct suitable summary statistics…

统计方法学 · 统计学 2019-06-13 Erlis Ruli , Nicola Sartori , Laura Ventura

Approximate Bayesian computation (ABC) methods permit approximate inference for intractable likelihoods when it is possible to simulate from the model. However they perform poorly for high dimensional data, and in practice must usually be…

统计计算 · 统计学 2017-04-05 Dennis Prangle , Richard G. Everitt , Theodore Kypraios

Simulation models for pedestrian crowds are a ubiquitous tool in research and industry. It is crucial that the parameters of these models are calibrated carefully and ultimately it will be of interest to compare competing models to decide…

多智能体系统 · 计算机科学 2020-05-13 Nikolai Bode

A common problem in natural sciences is the comparison of competing models in the light of observed data. Bayesian model comparison provides a statistically sound framework for this comparison based on the evidence each model provides for…

机器学习 · 统计学 2022-03-23 Jan Boelts

Approximate Bayesian computation (ABC) methods make use of comparisons between simulated and observed summary statistics to overcome the problem of computationally intractable likelihood functions. As the practical implementation of ABC…

统计方法学 · 统计学 2013-06-12 M. G. B. Blum , M. A. Nunes , D. Prangle , S. A. Sisson

With larger data at their disposal, scientists are emboldened to tackle complex questions that require sophisticated statistical models. It is not unusual for the latter to have likelihood functions that elude analytical formulations. Even…

统计计算 · 统计学 2019-05-17 Evgeny Levi , Radu V. Craiu

Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing…

统计计算 · 统计学 2010-07-28 Michael Blum