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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) 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.…

种群与进化 · 定量生物学 2013-09-26 Shigeki Nakagome , Kenji Fukumizu , Shuhei Mano

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…

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

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…

统计理论 · 数学 2013-06-04 Gérard Biau , Frédéric Cérou , Arnaud Guyader

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…

统计方法学 · 统计学 2025-06-24 Meili Baragatti , Casenave Céline , Bertrand Cloez , David Métivier , Isabelle Sanchez

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

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…

机器学习 · 统计学 2015-12-29 Mijung Park , Wittawat Jitkrittum , Dino Sejdinovic

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…

统计方法学 · 统计学 2015-09-29 Minh Ngoc Tran , Robert Kohn

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…

统计计算 · 统计学 2016-08-19 Xiaolong Zhong , Malay Ghosh

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

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…

统计计算 · 统计学 2015-09-08 Richard D. Wilkinson

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…

统计理论 · 数学 2018-12-27 Maxime Lenormand , Franck Jabot , Guillaume Deffuant

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

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…

统计计算 · 统计学 2026-02-03 Xuefei Cao , Shijia Wang , Yongdao Zhou

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…

统计方法学 · 统计学 2026-03-03 Clara Grazian

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

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?…

统计方法学 · 统计学 2017-06-26 Paul Fearnhead

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…

统计理论 · 数学 2014-07-21 Stuart Barber , Jochen Voss , Mark Webster

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…

统计计算 · 统计学 2015-08-24 David T. Frazier , Gael M. Martin , Christian P. Robert
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