相关论文: Fiducial Matching for the Approximate Posterior: F…
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…
Approximate Bayesian computation (ABC) is a likelihood-free approach for Bayesian inferences based on a rejection algorithm method that applies a tolerance of dissimilarity between summary statistics from observed and simulated data.…
Multifidelity approximate Bayesian computation (MF-ABC) is a likelihood-free technique for parameter inference that exploits model approximations to significantly increase the speed of ABC algorithms (Prescott and Baker, 2020). Previous…
Approximate Bayesian Computation (ABC for short) is a family of computational techniques which offer an almost automated solution in situations where evaluation of the posterior likelihood is computationally prohibitive, or whenever…
Approximate Bayesian Computation (ABC) methods are commonly used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Classical ABC methods are based on nearest neighbor type algorithms…
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…
Complicated generative models often result in a situation where computing the likelihood of observed data is intractable, while simulating from the conditional density given a parameter value is relatively easy. Approximate Bayesian…
Approximate Bayesian Computation (ABC) is a powerful method for carrying out Bayesian inference when the likelihood is computationally intractable. However, a drawback of ABC is that it is an approximate method that induces a systematic…
Approximate Bayesian computation (ABC) has gained popularity in recent years owing to its easy implementation, nice interpretation and good performance. Its advantages are more visible when one encounters complex models where maximum…
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…
Approximate Bayesian computation (ABC) has advanced in two decades from a seminal idea to a practically applicable inference tool for simulator-based statistical models, which are becoming increasingly popular in many research domains. The…
Approximate Bayesian computation (ABC) or likelihood-free inference algorithms are used to find approximations to posterior distributions without making explicit use of the likelihood function, depending instead on simulation of sample data…
Approximate Bayesian computation (ABC) is a family of computational techniques in Bayesian statistics. These techniques allow to fi t a model to data without relying on the computation of the model likelihood. They instead require to…
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…
Approximate Bayesian Computation (ABC) methods often require extensive simulations, resulting in high computational costs. This paper focuses on multifidelity simulation models and proposes a pre-filtering hierarchical importance sampling…
Model selection in the presence of intractable likelihoods remains a central challenge in Bayesian inference. Approximate Bayesian computation (ABC) provides a flexible likelihood-free framework, but its use for model choice is known to be…
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…
We present an informal review of recent work on the asymptotics of Approximate Bayesian Computation (ABC). In particular we focus on how does the ABC posterior, or point estimates obtained by ABC, behave in the limit as we have more data?…
Approximate Bayesian Computation (ABC) is a popular computational method for likelihood-free Bayesian inference. The term "likelihood-free" refers to problems where the likelihood is intractable to compute or estimate directly, but where it…
Approximate Bayesian computation (ABC) methods have become increasingly prevalent of late, facilitating as they do the analysis of intractable, or challenging, statistical problems. With the initial focus being primarily on the practical…