中文
相关论文

相关论文: Bayesian Pseudo-Coresets via Contrastive Divergenc…

200 篇论文

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

Approximate Bayesian Computation (ABC) is a popular inference method when likelihoods are hard to come by. Practical bottlenecks of ABC applications include selecting statistics that summarize the data without losing too much information or…

统计计算 · 统计学 2026-05-15 Khanh N. Dinh , Cécile Liu , Zijin Xiang , Zhihan Liu , Simon Tavaré

Approximate Bayesian computation (ABC) refers to a family of inference methods used in the Bayesian analysis of complex models where evaluation of the likelihood is difficult. Conventional ABC methods often suffer from the curse of…

统计计算 · 统计学 2016-07-08 Jingjing Li , David J. Nott , Yanan Fan , Scott A. Sisson

Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…

应用统计 · 统计学 2022-03-23 Jan Povala , Ieva Kazlauskaite , Eky Febrianto , Fehmi Cirak , Mark Girolami

Approximate Bayesian computation (ABC) has become an essential part of the Bayesian toolbox for addressing problems in which the likelihood is prohibitively expensive or entirely unknown, making it intractable. ABC defines a…

统计方法学 · 统计学 2020-07-14 Hien D. Nguyen , Julyan Arbel , Hongliang Lü , Florence Forbes

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

Approximate Bayesian Computation (ABC) is a popular method for approximate inference in generative models with intractable but easy-to-sample likelihood. It constructs an approximate posterior distribution by finding parameters for which…

统计计算 · 统计学 2020-03-09 Kimia Nadjahi , Valentin De Bortoli , Alain Durmus , Roland Badeau , Umut Şimşekli

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…

统计计算 · 统计学 2016-02-18 Luke Bornn , Natesh Pillai , Aaron Smith , Dawn Woodard

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

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

机器学习 · 统计学 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

Approximate Bayesian Computation (ABC) are likelihood-free Monte Carlo methods. ABC methods use a comparison between simulated data, using different parameters drew from a prior distribution, and observed data. This comparison process is…

机器学习 · 统计学 2015-03-31 Carlos D. Zuluaga , Edgar A. Valencia , Mauricio A. Álvarez

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

We propose a novel use of a recent new computational tool for Bayesian inference, namely the Approximate Bayesian Computation (ABC) methodology. ABC is a way to handle models for which the likelihood function may be intractable or even…

统计计算 · 统计学 2014-03-04 Clara Grazian , Brunero Liseo

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…

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

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

Approximate Bayesian Computation (ABC) methods are increasingly used for inference in situations in which the likelihood function is either computationally costly or intractable to evaluate. Extensions of the basic ABC rejection algorithm…

统计计算 · 统计学 2020-05-01 Umberto Simola , Jessica Cisewski-Kehe , Michael U. Gutmann , Jukka Corander

While MCMC methods have become a main work-horse for Bayesian inference, scaling them to large distributed datasets is still a challenge. Embarrassingly parallel MCMC strategies take a divide-and-conquer stance to achieve this by writing…

机器学习 · 计算机科学 2021-06-16 Diego Mesquita , Paul Blomstedt , Samuel Kaski

In many modern applications, there is interest in analyzing enormous data sets that cannot be easily moved across computers or loaded into memory on a single computer. In such settings, it is very common to be interested in clustering.…

统计计算 · 统计学 2020-05-15 Hanyu Song , Yingjian Wang , David B. Dunson

Recent advances in coreset methods have shown that a selection of representative datapoints can replace massive volumes of data for Bayesian inference, preserving the relevant statistical information and significantly accelerating…

机器学习 · 统计学 2023-01-18 Dionysis Manousakas , Hippolyt Ritter , Theofanis Karaletsos

The Bayesian approach to inverse problems provides a rigorous framework for the incorporation and quantification of uncertainties in measurements, parameters and models. We are interested in designing numerical methods which are robust…

数值分析 · 数学 2020-06-29 Claudia Schillings , Björn Sprungk , Philipp Wacker