相关论文: Surrogate-based ABC matches generalized Bayesian i…
We propose a novel approach for solving inverse-problems with high-dimensional inputs and an expensive forward mapping. It leverages joint deep generative modelling to transfer the original problem spaces to a lower dimensional latent…
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…
The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The…
For nearly any challenging scientific problem evaluation of the likelihood is problematic if not impossible. Approximate Bayesian computation (ABC) allows us to employ the whole Bayesian formalism to problems where we can use simulations…
Approximate Bayesian computation (ABC) is now an established technique for statistical inference used in cases where the likelihood function is computationally expensive or not available. It relies on the use of a~model that is specified in…
We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…
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…
This chapter will appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). The conceptual and methodological framework that underpins approximate Bayesian computation (ABC) is targetted primarily towards problems in…
We propose a posterior for Bayesian Likelihood-Free Inference (LFI) based on generalized Bayesian inference. To define the posterior, we use Scoring Rules (SRs), which evaluate probabilistic models given an observation. In LFI, we can…
A new recalibration post-processing method is presented to improve the quality of the posterior approximation when using Approximate Bayesian Computation (ABC) algorithms. Recalibration may be used in conjunction with existing…
We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed,…
In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applications, including econometrics and applied mathematics. This…
Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…
Surrogate models - also called emulators - are widely used to facilitate Bayesian inference in settings where computational costs preclude the use of standard posterior inference algorithms. Their deployment is now standard practice across…
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…
We introduce a framework using Generative Adversarial Networks (GANs) for likelihood--free inference (LFI) and Approximate Bayesian Computation (ABC) where we replace the black-box simulator model with an approximator network and generate a…
Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for…
To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…
Variational inference (VI) provides fast approximations of a Bayesian posterior in part because it formulates posterior approximation as an optimization problem: to find the closest distribution to the exact posterior over some family of…
An important problem for HCI researchers is to estimate the parameter values of a cognitive model from behavioral data. This is a difficult problem, because of the substantial complexity and variety in human behavioral strategies. We report…