中文
相关论文

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

200 篇论文

Cosmological inference becomes increasingly difficult when complex data-generating processes cannot be modeled by simple probability distributions. With the ever-increasing size of data sets in cosmology, there is increasing burden placed…

宇宙学与河外天体物理 · 物理学 2015-06-05 Anja Weyant , Chad Schafer , W. Michael Wood-Vasey

Bayesian simulation-based inference (SBI) methods are used in statistical models where simulation is feasible but the likelihood is intractable. Standard SBI methods can perform poorly in cases of model misspecification, and there has been…

统计方法学 · 统计学 2025-04-15 Wang Yuyan , Michael Evans , David J. Nott

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

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

统计计算 · 统计学 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

In this paper we show that there is a link between approximate Bayesian methods and prior robustness. We show that what is typically recognized as an approximation to the likelihood, either due to the simulated data as in the Approximate…

统计方法学 · 统计学 2020-04-03 Chaitanya Joshi , Fabrizio Ruggeri

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

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

Approximate Bayesian computation (ABC) methods provide an elaborate approach to Bayesian inference on complex models, including model choice. Both theoretical arguments and simulation experiments indicate, however, that model posterior…

Approximate Bayesian Computation (ABC) methods are applicable to statistical models specified by generative processes with analytically intractable likelihoods. These methods try to approximate the posterior density of a model parameter by…

统计方法学 · 统计学 2024-03-11 Sanjay Chaudhuri , Subhroshekhar Ghosh , Kim Cuc Pham

The current standard Bayesian approach to model calibration, which assigns a Gaussian process prior to the discrepancy term, often suffers from issues of unidentifiability and computational complexity and instability. When the goal is to…

统计方法学 · 统计学 2019-09-13 Spencer Woody , Novin Ghaffari , Lauren Hund

Approximate Bayesian Computation (ABC for short) is a family of computational techniques which offer an almost automated solution in situations where evaluation of the posterior likelihood is computationally prohibitive, or whenever…

统计理论 · 数学 2013-06-04 Gérard Biau , Frédéric Cérou , Arnaud Guyader

Statistical inference in physics is often based on samples from a generator (sometimes referred to as a ``forward model") that emulate experimental data and depend on parameters of the underlying theory. Modern machine learning has…

高能物理 - 唯象学 · 物理学 2025-06-03 Chi Lung Cheng , Ranit Das , Runze Li , Radha Mastandrea , Vinicius Mikuni , Benjamin Nachman , David Shih , Gup Singh

Approximate Bayesian Computation (ABC) is a popular computational method for likelihood-free Bayesian inference. The term "likelihood-free" refers to problems where the likelihood is intractable to compute or estimate directly, but where it…

统计理论 · 数学 2014-07-21 Stuart Barber , Jochen Voss , Mark Webster

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

Loss-based updating, including generalized Bayes, Gibbs, and quasi-posteriors, replaces likelihoods by a user-chosen loss and produces a posterior-like distribution via exponential tilt. We give a decision-theoretic characterization that…

统计方法学 · 统计学 2026-02-03 Kenichiro McAlinn , Kōsaku Takanashi

We analyze the behavior of approximate Bayesian computation (ABC) when the model generating the simulated data differs from the actual data generating process; i.e., when the data simulator in ABC is misspecified. We demonstrate both…

统计理论 · 数学 2020-12-17 David T. Frazier , Christian P. Robert , Judith Rousseau

Predictive Bayesian inference (PBI) represents a model-and prior-agnostic approach to standard Bayesian inference which allows users to quantify uncertainty for a functional of interest only by specifying a forward predictive model for…

统计方法学 · 统计学 2026-05-04 David T. Frazier , Hui Wang

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 is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing…

统计计算 · 统计学 2010-07-28 Michael Blum

Bayesian Generative AI (BayesGen-AI) methods are developed and applied to Bayesian computation. BayesGen-AI reconstructs the posterior distribution by directly modeling the parameter of interest as a mapping (a.k.a. deep learner) from a…

统计计算 · 统计学 2024-02-27 Nicholas G. Polson , Vadim Sokolov