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Many statistical models can be simulated forwards but have intractable likelihoods. Approximate Bayesian Computation (ABC) methods are used to infer properties of these models from data. Traditionally these methods approximate the posterior…

机器学习 · 统计学 2018-04-03 George Papamakarios , Iain Murray

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 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

Many real-life problems are represented as a black-box, i.e., the internal workings are inaccessible or a closed-form mathematical expression of the likelihood function cannot be defined. For continuous random variables likelihood-free…

机器学习 · 统计学 2020-10-21 Ilze Amanda Auzina , Jakub M. Tomczak

Cosmological inference becomes increasingly difficult when complex data-generating processes cannot be modeled by simple probability distributions. With the ever-increasing size of data sets in cosmology, there is increasing burden placed…

宇宙学与河外天体物理 · 物理学 2015-06-05 Anja Weyant , Chad Schafer , W. Michael Wood-Vasey

Approximate Bayesian Computation (ABC) enables statistical inference in simulator-based models whose likelihoods are difficult to calculate but easy to simulate from. ABC constructs a kernel-type approximation to the posterior distribution…

统计方法学 · 统计学 2022-12-02 Yuexi Wang , Tetsuya Kaji , Veronika Ročková

Approximate Bayesian computation (ABC) methods perform inference on model-specific parameters of mechanistically motivated parametric statistical models when evaluating likelihoods is difficult. Central to the success of ABC methods is…

统计计算 · 统计学 2013-01-29 Erkan O. Buzbas , Noah A. Rosenberg

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

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…

Approximate Bayesian computation (ABC) is a widely used inference method in Bayesian statistics to bypass the point-wise computation of the likelihood. In this paper we develop theoretical bounds for the distance between the statistics used…

统计理论 · 数学 2019-01-03 James Ridgway

In the following article we consider approximate Bayesian computation (ABC) for certain classes of time series models. In particular, we focus upon scenarios where the likelihoods of the observations and parameter are intractable, by which…

统计计算 · 统计学 2014-01-03 Ajay Jasra

Performing exact posterior inference in complex generative models is often difficult or impossible due to an expensive to evaluate or intractable likelihood function. Approximate Bayesian computation (ABC) is an inference framework that…

机器学习 · 统计学 2016-02-16 Jovana Mitrovic , Dino Sejdinovic , Yee Whye Teh

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

Simulation models, in particular agent-based models, are gaining popularity in economics. The considerable flexibility they offer, as well as their capacity to reproduce a variety of empirically observed behaviours of complex systems, give…

计量经济学 · 经济学 2024-02-20 Joel Dyer , Patrick Cannon , J. Doyne Farmer , Sebastian Schmon

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…

Despite their widespread applications, Large Language Models (LLMs) often struggle to express uncertainty, posing a challenge for reliable deployment in high stakes and safety critical domains like clinical diagnostics. Existing standard…

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

Approximate Bayesian Computation (ABC) provides methods for Bayesian inference in simulation-based stochastic models which do not permit tractable likelihoods. We present a new ABC method which uses probabilistic neural emulator networks to…

机器学习 · 统计学 2019-05-21 Jan-Matthis Lueckmann , Giacomo Bassetto , Theofanis Karaletsos , Jakob H. Macke

This preprint has been reviewed and recommended by Peer Community In Evolutionary Biology (http://dx.doi.org/10.24072/pci.evolbiol.100036). Approximate Bayesian computation (ABC) has grown into a standard methodology that manages Bayesian…

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

机器学习 · 计算机科学 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson