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Complex simulators have become a ubiquitous tool in many scientific disciplines, providing high-fidelity, implicit probabilistic models of natural and social phenomena. Unfortunately, they typically lack the tractability required for…

统计方法学 · 统计学 2021-02-24 Sebastian M Schmon , Patrick W Cannon , Jeremias Knoblauch

Approximate Bayesian computation (ABC) is a set of techniques for Bayesian inference when the likelihood is intractable but sampling from the model is possible. This work presents a simple yet effective ABC algorithm based on the…

统计计算 · 统计学 2019-03-01 Yanzhi Chen , Michael U. Gutmann

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…

统计计算 · 统计学 2019-07-04 Zilong Zou , Sayan Mukherjee , Harbir Antil , Wilkins Aquino

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 method for Bayesian inference when the likelihood is unavailable but simulating from the model is possible. However, many ABC algorithms require a large number of simulations, which can be costly.…

机器学习 · 统计学 2018-10-15 Marko Järvenpää , Michael U. Gutmann , Arijus Pleska , Aki Vehtari , Pekka Marttinen

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

机器学习 · 统计学 2020-08-07 Marko Järvenpää , Aki Vehtari , Pekka Marttinen

Scientists often express their understanding of the world through a computationally demanding simulation program. Analyzing the posterior distribution of the parameters given observations (the inverse problem) can be extremely challenging.…

机器学习 · 计算机科学 2014-01-14 Edward Meeds , Max Welling

Simulation-based inference (SBI) enables amortized Bayesian inference for simulators with implicit likelihoods. But when we are primarily interested in the quality of predictive simulations, or when the model cannot exactly reproduce the…

机器学习 · 统计学 2023-11-03 Richard Gao , Michael Deistler , Jakob H. Macke

Approximate Bayesian Computation (ABC) enables statistical inference in simulator-based models whose likelihoods are difficult to calculate but easy to simulate from. ABC constructs a kernel-type approximation to the posterior distribution…

统计方法学 · 统计学 2022-12-02 Yuexi Wang , Tetsuya Kaji , Veronika Ročková

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

In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…

统计方法学 · 统计学 2026-05-18 Jeong Eun Lee , Sitong Liu , Geoff K. Nicholls

Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…

Approximate Bayesian Computation (ABC) is a statistical learning technique to calibrate and select models by comparing observed data to simulated data. This technique bypasses the use of the likelihood and requires only the ability to…

统计计算 · 统计学 2021-05-04 Pierre-Olivier Goffard , Patrick J. Laub

In the absence of explicit or tractable likelihoods, Bayesians often resort to approximate Bayesian computation (ABC) for inference. Our work bridges ABC with deep neural implicit samplers based on generative adversarial networks (GANs) and…

统计方法学 · 统计学 2026-02-18 Yuexi Wang , Veronika Ročková

Approximate Bayesian computation (ABC) can be used for model fitting when the likelihood function is intractable but simulating from the model is feasible. However, even a single evaluation of a complex model may take several hours,…

机器学习 · 统计学 2018-02-19 Marko Järvenpää , Michael Gutmann , Aki Vehtari , Pekka Marttinen

Approximate Bayesian Computation (ABC) has become increasingly prominent as a method for conducting parameter inference in a range of challenging statistical problems, most notably those characterized by an intractable likelihood function.…

统计方法学 · 统计学 2018-06-21 David T. Frazier , Worapree Maneesoonthorn , Gael M. Martin , Brendan P. M. McCabe

Approximate Bayesian computation (ABC) methods are used to approximate posterior distributions using simulation rather than likelihood calculations. We introduce Gaussian process (GP) accelerated ABC, which we show can significantly reduce…

统计计算 · 统计学 2014-02-25 Richard D Wilkinson

Bayesian inference typically relies on a large number of model evaluations to estimate posterior distributions. Established methods like Markov Chain Monte Carlo (MCMC) and Amortized Bayesian Inference (ABI) can become computationally…

Approximate Bayesian computation (ABC) have become a essential tool for the analysis of complex stochastic models. Earlier, Grelaud et al. (2009) advocated the use of ABC for Bayesian model choice in the specific case of Gibbs random…

统计方法学 · 统计学 2015-03-19 Christian P. Robert , Jean-Marie Cornuet , Jean-Michel Marin , Natesh Pillai

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

统计计算 · 统计学 2026-02-09 Grégoire Clarté , Christian P. Robert , Robin Ryder , Julien Stoehr
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