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This invited feature article introduces and provides an extensive simulation study of a new Approximate Bayesian Computation (ABC) framework for estimating the posterior distribution and the maximum likelihood estimate (MLE) of the…

统计方法学 · 统计学 2024-09-12 George Karabatsos

Approximate Bayesian computation (ABC) is an approach for sampling from an approximate posterior distribution in the presence of a computationally intractable likelihood function. A common implementation is based on simulating model,…

统计方法学 · 统计学 2013-01-16 D. Prangle , M. G. B. Blum , G. Popovic , S. A. Sisson

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

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

Approximate Bayesian computation (ABC) is a method for Bayesian inference when the likelihood is unavailable but simulating from the model is possible. However, many ABC algorithms require a large number of simulations, which can be costly.…

机器学习 · 统计学 2018-10-15 Marko Järvenpää , Michael U. Gutmann , Arijus Pleska , Aki Vehtari , Pekka Marttinen

A new Approximate Bayesian Computation (ABC) algorithm for Bayesian updating of model parameters is proposed in this paper, which combines the ABC principles with the technique of Subset Simulation for efficient rare-event simulation, first…

统计计算 · 统计学 2014-04-25 Manuel Chiachio , James L. Beck , Juan Chiachio , Guillermo Rus

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

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

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

Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be…

统计计算 · 统计学 2012-07-19 Simon Barthelmé , Nicolas Chopin

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 (ABC) methods, which are applicable when the likelihood is difficult or impossible to calculate, are an active topic of current research. Most current ABC algorithms directly approximate the posterior…

统计计算 · 统计学 2012-12-10 Y. Fan , D. J. Nott , S. A. Sisson

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 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) is typically used when the likelihood is either unavailable or intractable but where data can be simulated under different parameter settings using a forward model. Despite the recent interest in ABC,…

统计方法学 · 统计学 2019-12-24 Rafael Izbicki , Ann B. Lee , Taylor Pospisil

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 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

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

Bayes linear analysis and approximate Bayesian computation (ABC) are techniques commonly used in the Bayesian analysis of complex models. In this article we connect these ideas by demonstrating that regression-adjustment ABC algorithms…

统计方法学 · 统计学 2012-12-10 D. J. Nott , Y. Fan , L. Marshall , S. A. Sisson

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