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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

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

Bayesian Likelihood-Free Inference methods yield posterior approximations for simulator models with intractable likelihood. Recently, many works trained neural networks to approximate either the intractable likelihood or the posterior…

统计计算 · 统计学 2022-06-01 Lorenzo Pacchiardi , Ritabrata Dutta

This paper introduces a simple, general framework for likelihood-free Bayesian reinforcement learning, through Approximate Bayesian Computation (ABC). The main advantage is that we only require a prior distribution on a class of simulators…

机器学习 · 统计学 2013-07-01 Christos Dimitrakakis , Nikolaos Tziortziotis

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…

统计方法学 · 统计学 2025-05-08 Wenhui Sophia Lu , Wing Hung Wong

Both Approximate Bayesian Computation (ABC) and composite likelihood methods are useful for Bayesian and frequentist inference, respectively, when the likelihood function is intractable. We propose to use composite likelihood score…

统计计算 · 统计学 2015-02-25 Erlis Ruli , Nicola Sartori , Laura Ventura

Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be…

统计计算 · 统计学 2012-07-19 Simon Barthelmé , Nicolas Chopin

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

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) 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…

机器学习 · 统计学 2019-12-03 Charlie Rogers-Smith , Henri Pesonen , Samuel Kaski

Simulation-Based Inference (SBI) is a common name for an emerging family of approaches that infer the model parameters when the likelihood is intractable. Existing SBI methods either approximate the likelihood, such as Approximate Bayesian…

机器学习 · 计算机科学 2023-11-29 Theo Gruner , Boris Belousov , Fabio Muratore , Daniel Palenicek , Jan Peters

Likelihood-free inference provides a rigorous approach to preform Bayesian analysis using forward simulations only. The main advantage of likelihood-free methods is its ability to account for complex physical processes and observational…

宇宙学与河外天体物理 · 物理学 2022-02-09 Sut-Ieng Tam , Keiichi Umetsu , Adam Amara

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

We are living in the big data era, as current technologies and networks allow for the easy and routine collection of data sets in different disciplines. Bayesian Statistics offers a flexible modeling approach which is attractive for…

统计方法学 · 统计学 2018-05-09 George Karabatsos , Fabrizio Leisen

Likelihood-free methods perform parameter inference in stochastic simulator models where evaluating the likelihood is intractable but sampling synthetic data is possible. One class of methods for this likelihood-free problem uses a…

机器学习 · 统计学 2020-12-21 Conor Durkan , Iain Murray , George Papamakarios

Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…

统计理论 · 数学 2015-05-14 Stefano Cabras , Maria Eugenia Castellanos Nueda , Erlis Ruli

We propose a posterior for Bayesian Likelihood-Free Inference (LFI) based on generalized Bayesian inference. To define the posterior, we use Scoring Rules (SRs), which evaluate probabilistic models given an observation. In LFI, we can…

统计方法学 · 统计学 2024-09-24 Lorenzo Pacchiardi , Sherman Khoo , Ritabrata Dutta

Approximate Bayesian Computation (ABC) methods are used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Both the accuracy and computational efficiency of ABC depend on the choice of…

统计方法学 · 统计学 2017-03-17 Bai Jiang , Tung-yu Wu , Charles Zheng , Wing H. Wong

In many statistical problems, the data distribution is specified through a generative process for which the likelihood function is analytically intractable, yet inference on the associated model parameters remains of primary interest. We…

统计方法学 · 统计学 2026-04-01 Haoyu Jiang , Yuexi Wang , Yun Yang

In recent years, methods of approximate parameter estimation have attracted considerable interest in complex problems where exact likelihoods are hard to obtain. In their most basic form, Bayesian methods such as Approximate Bayesian…

统计计算 · 统计学 2015-07-17 Johanna Bertl , Gregory Ewing , Carolin Kosiol , Andreas Futschik
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