中文
相关论文

相关论文: Surrogate-based ABC matches generalized Bayesian i…

200 篇论文

Approximate Bayesian computation (ABC) is a class of algorithmic methods in Bayesian inference using statistical summaries and computer simulations. ABC has become popular in evolutionary genetics and in other branches of biology. However…

统计计算 · 统计学 2011-05-03 Olivier Francois , Guillaume Laval

Approximate Bayesian computation (ABC) is commonly used for parameter estimation and model comparison for intractable simulator-based models whose likelihood function cannot be evaluated. In this paper we instead investigate the feasibility…

统计方法学 · 统计学 2022-09-13 Marko Järvenpää , Jukka Corander

Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches…

机器学习 · 统计学 2016-06-29 Alexander Moreno , Tameem Adel , Edward Meeds , James M. Rehg , Max Welling

Generalised Bayesian inference updates prior beliefs using a loss function, rather than a likelihood, and can therefore be used to confer robustness against possible mis-specification of the likelihood. Here we consider generalised Bayesian…

统计方法学 · 统计学 2022-01-12 Takuo Matsubara , Jeremias Knoblauch , François-Xavier Briol , Chris. J. Oates

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

Inferring parameter distributions of complex industrial systems from noisy time series data requires methods to deal with the uncertainty of the underlying data and the used simulation model. Bayesian inference is well suited for these…

应用统计 · 统计学 2021-06-18 David N. John , Livia Stohrer , Claudia Schillings , Michael Schick , Vincent Heuveline

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

Approximate Bayesian computation (ABC) has advanced in two decades from a seminal idea to a practically applicable inference tool for simulator-based statistical models, which are becoming increasingly popular in many research domains. The…

Amortized Bayesian inference (ABI) offers fast, scalable approximations to posterior densities by training neural surrogates on data simulated from the statistical model. However, ABI methods are highly sensitive to model misspecification:…

Approximate Bayesian computation (ABC) is a family of computational techniques in Bayesian statistics. These techniques allow to fi t a model to data without relying on the computation of the model likelihood. They instead require to…

统计理论 · 数学 2018-12-27 Maxime Lenormand , Franck Jabot , Guillaume Deffuant

Approximate Bayesian computation (ABC), also known as likelihood-free methods, have become a favourite tool for the analysis of complex stochastic models, primarily in population genetics but also in financial analyses. We advocated in…

统计计算 · 统计学 2015-03-18 Christian Robert , Jean-Michel Marin , Natesh S. Pillai

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

Complicated generative models often result in a situation where computing the likelihood of observed data is intractable, while simulating from the conditional density given a parameter value is relatively easy. Approximate Bayesian…

机器学习 · 统计学 2015-12-29 Mijung Park , Wittawat Jitkrittum , Dino Sejdinovic

Approximate Bayesian Computation (ABC) is a family of statistical inference techniques, which is increasingly used in biology and other scientific fields. Its main benefit is to be applicable to models for which the computation of the model…

定量方法 · 定量生物学 2014-12-25 Franck Jabot , Guillaume Lagarrigues , Benoît Courbaud , Nicolas Dumoulin

We propose a simple approach that provides accurate uncertainty quantification for Bayesian inference in misspecified or approximate models, and for generalized (Gibbs) posteriors. While existing solutions in this context are based on…

统计方法学 · 统计学 2026-03-11 David T. Frazier , Christopher Drovandi , Robert Kohn

Bayesian inference is often used in cosmology and astrophysics to derive constraints on model parameters from observations. This approach relies on the ability to compute the likelihood of the data given a choice of model parameters. In…

宇宙学与河外天体物理 · 物理学 2015-09-16 Joel Akeret , Alexandre Refregier , Adam Amara , Sebastian Seehars , Caspar Hasner

Approximate Bayesian computation (ABC) is a simulation-based likelihood-free method applicable to both model selection and parameter estimation. ABC parameter estimation requires the ability to forward simulate datasets from a candidate…

统计方法学 · 统计学 2020-11-10 Louis Raynal , Sixing Chen , Antonietta Mira , Jukka-Pekka Onnela

Approximate Bayesian computation (ABC) is a likelihood-free approach for Bayesian inferences based on a rejection algorithm method that applies a tolerance of dissimilarity between summary statistics from observed and simulated data.…

种群与进化 · 定量生物学 2013-09-26 Shigeki Nakagome , Kenji Fukumizu , Shuhei Mano

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

机器学习 · 统计学 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

Approximate Bayesian computation (ABC) methods perform inference on model-specific parameters of mechanistically motivated parametric statistical models when evaluating likelihoods is difficult. Central to the success of ABC methods is…

统计计算 · 统计学 2013-01-29 Erkan O. Buzbas , Noah A. Rosenberg