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Complex simulators have become a ubiquitous tool in many scientific disciplines, providing high-fidelity, implicit probabilistic models of natural and social phenomena. Unfortunately, they typically lack the tractability required for…

统计方法学 · 统计学 2021-02-24 Sebastian M Schmon , Patrick W Cannon , Jeremias Knoblauch

Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches…

机器学习 · 统计学 2016-06-29 Alexander Moreno , Tameem Adel , Edward Meeds , James M. Rehg , Max Welling

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

We use approximate Bayesian computation (ABC) to estimate unknown parameter values, as well as their uncertainties, in Reynolds-averaged Navier-Stokes (RANS) simulations of turbulent flows. The ABC method approximates posterior…

流体动力学 · 物理学 2020-11-04 Olga A. Doronina , Scott M. Murman , Peter E. Hamlington

Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome…

Controlled branching processes are stochastic growth population models in which the number of individuals with reproductive capacity in each generation is controlled by a random control function. The purpose of this work is to examine the…

统计方法学 · 统计学 2019-07-03 M. González , R. Martínez , C. Minuesa , I. del Puerto

The ability to obtain reliable point estimates of model parameters is of crucial importance in many fields of physics. This is often a difficult task given that the observed data can have a very high number of dimensions. In order to…

宇宙学与河外天体物理 · 物理学 2021-12-15 Janis Fluri , Aurelien Lucchi , Tomasz Kacprzak , Alexandre Refregier , Thomas Hofmann

Sequential algorithms such as sequential importance sampling (SIS) and sequential Monte Carlo (SMC) have proven fundamental in Bayesian inference for models not admitting a readily available likelihood function. For approximate Bayesian…

统计计算 · 统计学 2024-11-08 Umberto Picchini , Massimiliano Tamborrino

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

Most of the existing algorithms for approximate Bayesian computation (ABC) assume that it is feasible to simulate pseudo-data from the model at each iteration. However, the computational cost of these simulations can be prohibitive for high…

Likelihood-free inference provides a rigorous approach to preform Bayesian analysis using forward simulations only. The main advantage of likelihood-free methods is its ability to account for complex physical processes and observational…

宇宙学与河外天体物理 · 物理学 2022-02-09 Sut-Ieng Tam , Keiichi Umetsu , Adam Amara

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

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

By the nature of their construction, many statistical models for extremes result in likelihood functions that are computationally prohibitive to evaluate. This is consequently problematic for the purposes of likelihood-based inference. With…

统计方法学 · 统计学 2014-11-07 Robert Erhardt , Scott A. Sisson

This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…

机器学习 · 统计学 2020-03-02 Borislav Ikonomov , Michael U. Gutmann

This article introduces a Bayesian neural network estimation method for quantile regression assuming an asymmetric Laplace distribution (ALD) for the response variable. It is shown that the posterior distribution for feedforward neural…

统计理论 · 数学 2022-04-06 Sanket R. Jantre , Shrijita Bhattacharya , Tapabrata Maiti

We consider the application of approximate Bayesian Computation (ABC) in the context of medical imaging data. We consider the parameter estimation of compartmental models in PET imaging analysis, and provide a simple ABC algorithm for its…

应用统计 · 统计学 2016-08-01 Y. Fan , S. R. Meikle , G. Angelis , A. Sitek

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

In many applications involving spatial point patterns, we find evidence of inhibition or repulsion. The most commonly used class of models for such settings are the Gibbs point processes. A recent alternative, at least to the statistical…

统计计算 · 统计学 2016-08-29 Shinichiro Shirota , Alan. E. Gelfand

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