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Approximate Bayesian Computation (ABC) has become increasingly prominent as a method for conducting parameter inference in a range of challenging statistical problems, most notably those characterized by an intractable likelihood function.…

统计方法学 · 统计学 2018-06-21 David T. Frazier , Worapree Maneesoonthorn , Gael M. Martin , Brendan P. M. McCabe

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

In recent years, methods of approximate parameter estimation have attracted considerable interest in complex problems where exact likelihoods are hard to obtain. In their most basic form, Bayesian methods such as Approximate Bayesian…

统计计算 · 统计学 2015-07-17 Johanna Bertl , Gregory Ewing , Carolin Kosiol , Andreas Futschik

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 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) is a popular likelihood-free inference method for models with intractable likelihood functions. As ABC methods usually rely on comparing summary statistics of observed and simulated data, the choice of…

机器学习 · 统计学 2022-06-22 Ayush Bharti , Louis Filstroff , Samuel Kaski

In this paper we propose to numerically assess the performance of standard Gaussian approximations to probe the posterior distribution that arises from Bayesian data assimilation in petroleum reservoirs. In particular we assess the…

应用统计 · 统计学 2012-12-11 Marco A. Iglesias , Kody J. H. Law , Andrew M. Stuart

Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalising constant, such as Markov random field models, are used widely in computer science, statistical physics, spatial statistics, and…

统计计算 · 统计学 2016-02-12 Richard G. Everitt , Adam M. Johansen , Ellen Rowing , Melina Evdemon-Hogan

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…

Understanding how genetically encoded rules drive and guide complex neuronal growth processes is essential to comprehending the brain's architecture, and agent-based models (ABMs) offer a powerful simulation approach to further develop this…

计算工程、金融与科学 · 计算机科学 2024-05-24 Tobias Duswald , Lukas Breitwieser , Thomas Thorne , Barbara Wohlmuth , Roman Bauer

A computationally simple approach to inference in state space models is proposed, using approximate Bayesian computation (ABC). ABC avoids evaluation of an intractable likelihood by matching summary statistics for the observed data with…

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

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

We use approximate Bayesian computation (ABC) combined with an "improved" Markov chain Monte Carlo (IMCMC) method to estimate posterior distributions of model parameters in subgrid-scale (SGS) closures for large eddy simulations (LES) of…

流体动力学 · 物理学 2020-05-29 Olga A. Doronina , Colin A. Z. Towery , Peter E. Hamlington

The structure of the nonlinear inverse problem arising from capillarity-driven imbibition in porous media is investigated, considering a degenerate parabolic PDE with compactly supported diffusivity and boundary-driven fluxes as the…

动力系统 · 数学 2026-04-01 Paola Stolfi , Elia Onofri , Gabriella Bretti

"Approximate Bayesian Computation" (ABC) represents a powerful methodology for the analysis of complex stochastic systems for which the likelihood of the observed data under an arbitrary set of input parameters may be entirely…

天体物理仪器与方法 · 物理学 2015-06-04 E. Cameron , A. N. Pettitt

Approximate Bayesian computation (ABC) refers to a family of inference methods used in the Bayesian analysis of complex models where evaluation of the likelihood is difficult. Conventional ABC methods often suffer from the curse of…

统计计算 · 统计学 2016-07-08 Jingjing Li , David J. Nott , Yanan Fan , Scott A. Sisson

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

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

Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…

统计计算 · 统计学 2023-11-16 Michael Stanley , Mikael Kuusela , Brendan Byrne , Junjie Liu