相关论文: Generalized Posteriors in Approximate Bayesian Com…

Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often…

In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…

Approximate Bayesian Computation has been successfully used in population genetics to bypass the calculation of the likelihood. These methods provide accurate estimates of the posterior distribution by comparing the observed dataset to a…

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…

Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…

By the nature of their construction, many statistical models for extremes result in likelihood functions that are computationally prohibitive to evaluate. This is consequently problematic for the purposes of likelihood-based inference. With…

Selecting between different dependency structures of hidden Markov random field can be very challenging, due to the intractable normalizing constant in the likelihood. We answer this question with approximate Bayesian computation (ABC)…

We analyze the computational efficiency of approximate Bayesian computation (ABC), which approximates a likelihood function by drawing pseudo-samples from the associated model. For the rejection sampling version of ABC, it is known that…

In generative models with obscured likelihood, Approximate Bayesian Computation (ABC) is often the tool of last resort for inference. However, ABC demands many prior parameter trials to keep only a small fraction that passes an acceptance…

Bayesian inference provides a natural way of incorporating prior beliefs and assigning a probability measure to the space of hypotheses. Current solutions rely on iterative routines like Markov Chain Monte Carlo (MCMC) sampling and…

An important problem for HCI researchers is to estimate the parameter values of a cognitive model from behavioral data. This is a difficult problem, because of the substantial complexity and variety in human behavioral strategies. We report…

Although Bayesian inference is an immensely popular paradigm among a large segment of scientists including statisticians, most applications consider objective priors and need critical investigations (Efron, 2013, Science). While it has…

Approximate Bayesian computation (ABC) is a class of Bayesian inference algorithms that targets for problems with intractable or {unavailable} likelihood function. It uses synthetic data drawn from the simulation model to approximate the…

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…

Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…

Generalized linear models (GLMs) are routinely used for modeling relationships between a response variable and a set of covariates. The simple form of a GLM comes with easy interpretability, but also leads to concerns about model…

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…

Approximate Bayesian computation (ABC) is a popular technique for approximating likelihoods and is often used in parameter estimation when the likelihood functions are analytically intractable. Although the use of ABC is widespread in many…

In this paper we propose and study local linear and polynomial based estimators for implementing Approximate Bayesian Computation (ABC) style indirect inference and GMM estimators. This method makes use of nonparametric regression in the…

Simulation models for pedestrian crowds are a ubiquitous tool in research and industry. It is crucial that the parameters of these models are calibrated carefully and ultimately it will be of interest to compare competing models to decide…