相关论文: Generalized Posteriors in Approximate Bayesian Com…

Verifying the correctness of Bayesian computation is challenging. This is especially true for complex models that are common in practice, as these require sophisticated model implementations and algorithms. In this paper we introduce…

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

In this work, we adopt a general framework based on the Gibbs posterior to update belief distributions for inverse problems governed by partial differential equations (PDEs). The Gibbs posterior formulation is a generalization of standard…

Bayesian posterior distributions naturally represent parameter uncertainty informed by data. However, when the parameter space is complex, as in many nonparametric settings where it is infinite-dimensional or combinatorially large, standard…

Simulation models often lack tractable likelihood functions, making likelihood-free inference methods indispensable. Approximate Bayesian computation generates likelihood-free posterior samples by comparing simulated and observed data…

Gibbs random fields (GRF) are polymorphous statistical models that can be used to analyse different types of dependence, in particular for spatially correlated data. However, when those models are faced with the challenge of selecting a…

"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…

Approximate Bayesian computation (ABC) methods can be used to sample from posterior distributions when the likelihood function is unavailable or intractable, as is often the case in biological systems. ABC methods suffer from inefficient…

We present extensive empirical evidence showing that current Bayesian simulation-based inference algorithms can produce computationally unfaithful posterior approximations. Our results show that all benchmarked algorithms -- (Sequential)…

Doubly intractable problems occur when both the likelihood and the posterior are available only in unnormalised form, with computationally intractable normalisation constants. Bayesian inference then typically requires direct approximation…

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

This Chapter, "A Guide to General-Purpose ABC Software", is to appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). We present general-purpose software to perform Approximate Bayesian Computation (ABC) as…

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…

Approximate Bayesian computation (ABC) methods are standard tools for inferring parameters of complex models when the likelihood function is analytically intractable. A popular approach to improving the poor acceptance rate of the basic…

Indirect inference (II) is a methodology for estimating the parameters of an intractable (generative) model on the basis of an alternative parametric (auxiliary) model that is both analytically and computationally easier to deal with. Such…

Methods of approximate Bayesian computation (ABC) are increasingly used for analysis of complex models. A major challenge for ABC is over-coming the often inherent problem of high rejection rates in the accept/reject methods based on…

This chapter will appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). Indirect inference (II) is a classical likelihood-free approach that pre-dates the main developments of ABC and relies on simulation from a…

In recent years, large-scale Bayesian learning draws a great deal of attention. However, in big-data era, the amount of data we face is growing much faster than our ability to deal with it. Fortunately, it is observed that large-scale…

In the popular approach of "Bayesian variable selection" (BVS), one uses prior and posterior distributions to select a subset of candidate variables to enter the model. A completely new direction will be considered here to study BVS with a…

Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of…