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Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…

统计方法学 · 统计学 2018-09-25 Leo L Duan , Alexander L Young , Akihiko Nishimura , David B Dunson

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

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

统计计算 · 统计学 2010-05-04 M. G. B. Blum , O. Francois

Approximate Bayesian computation (ABC) and other likelihood-free inference methods have gained popularity in the last decade, as they allow rigorous statistical inference for complex models without analytically tractable likelihood…

统计计算 · 统计学 2019-06-21 Jukka Sirén , Samuel Kaski

Also known as likelihood-free methods, approximate Bayesian computational (ABC) methods have appeared in the past ten years as the most satisfactory approach to untractable likelihood problems, first in genetics then in a broader spectrum…

统计计算 · 统计学 2015-03-17 Jean-Michel Marin , Pierre Pudlo , Christian P. Robert , Robin Ryder

This book chapter introduces regression approaches and regression adjustment for Approximate Bayesian Computation (ABC). Regression adjustment adjusts parameter values after rejection sampling in order to account for the imperfect match…

统计方法学 · 统计学 2017-07-06 Michael GB Blum

Approximate Bayesian Computation (ABC) is a popular sampling method in applications involving intractable likelihood functions. Without evaluating the likelihood function, ABC approximates the posterior distribution by the set of accepted…

统计计算 · 统计学 2017-08-17 Jin Zhou , Kenji Fukumizu

The aim of this paper is to discuss both higher-order asymptotic expansions and skewed approximations for the Bayesian Discrepancy Measure for testing precise statistical hypotheses. In particular, we derive results on third-order…

统计方法学 · 统计学 2025-05-02 Elena Bortolato , Francesco Bertolino , Monica Musio , Laura Ventura

Approximate Bayesian computation (ABC) using a sequential Monte Carlo method provides a comprehensive platform for parameter estimation, model selection and sensitivity analysis in differential equations. However, this method, like other…

机器学习 · 统计学 2015-07-21 Sanmitra Ghosh , Srinandan Dasmahapatra , Koushik Maharatna

Despite their widespread applications, Large Language Models (LLMs) often struggle to express uncertainty, posing a challenge for reliable deployment in high stakes and safety critical domains like clinical diagnostics. Existing standard…

In many applications involving spatial point patterns, we find evidence of inhibition or repulsion. The most commonly used class of models for such settings are the Gibbs point processes. A recent alternative, at least to the statistical…

统计计算 · 统计学 2016-08-29 Shinichiro Shirota , Alan. E. Gelfand

Bayesian inference typically requires the computation of an approximation to the posterior distribution. An important requirement for an approximate Bayesian inference algorithm is to output high-accuracy posterior mean and uncertainty…

统计理论 · 数学 2018-10-03 Jonathan H. Huggins , Trevor Campbell , Mikołaj Kasprzak , Tamara Broderick

Many scientifically well-motivated statistical models in natural, engineering, and environmental sciences are specified through a generative process. However, in some cases, it may not be possible to write down the likelihood for these…

统计方法学 · 统计学 2020-11-17 Sanjay Chaudhuri , Subhroshekhar Ghosh , David J. Nott , Kim Cuc Pham

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

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…

机器学习 · 计算机科学 2022-02-15 Qianqian Song

Approximate Bayesian Computation (ABC) can be viewed as an analytic approximation of an intractable likelihood coupled with an elementary simulation step. Such a view, combined with a suitable instrumental prior distribution permits…

统计方法学 · 统计学 2013-01-04 F. J. Rubio , Adam M. Johansen

Background: When conducting a meta-analysis of a continuous outcome, estimated means and standard deviations from the selected studies are required in order to obtain an overall estimate of the mean effect and its confidence interval. If…

统计方法学 · 统计学 2020-04-07 Deukwoo Kwon , Isildinha M. Reis

We research relations between optimal transport theory (OTT) and approximate Bayesian computation (ABC) possibly connected to relevant metrics defined on probability measures. Those of ABC are computational methods based on Bayesian…

统计理论 · 数学 2021-05-06 Marco Tarsia , Antonietta Mira , Daniele Cassani

Recent pandemics have highlighted the critical role of infectious disease models in guiding public health decision-making, driving demand for realistic models that can provide timely answers under uncertainty. Compartmental models are…

统计方法学 · 统计学 2026-03-18 Xiahui Li , Fergus J. Chadwick , Ben Swallow

The martingale posterior framework is a generalization of Bayesian inference where one elicits a sequence of one-step ahead predictive densities instead of the likelihood and prior. Posterior sampling then involves the imputation of unseen…

统计理论 · 数学 2026-03-02 Edwin Fong , Andrew Yiu