On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction

M Vihola, J Franks - Biometrika, 2020 - academic.oup.com
Approximate Bayesian computation enables inference for complicated probabilistic models
with intractable likelihoods using model simulations. The Markov chain Monte Carlo …

Approximate Bayesian computation (ABC) gives exact results under the assumption of model error

RD Wilkinson - Statistical applications in genetics and molecular …, 2013 - degruyter.com
Approximate Bayesian computation (ABC) or likelihood-free inference algorithms are used
to find approximations to posterior distributions without making explicit use of the likelihood …

Sequential Monte Carlo with adaptive weights for approximate Bayesian computation

FV Bonassi, M West - 2015 - projecteuclid.org
Methods of approximate Bayesian computation (ABC) are increasingly used for analysis of
complex models. A major challenge for ABC is over-coming the often inherent problem of …

Bayesian computation via markov chain monte carlo

RV Craiu, JS Rosenthal - Annual Review of Statistics and Its …, 2014 - annualreviews.org
Markov chain Monte Carlo (MCMC) algorithms are an indispensable tool for performing
Bayesian inference. This review discusses widely used sampling algorithms and illustrates …

An adaptive sequential Monte Carlo method for approximate Bayesian computation

P Del Moral, A Doucet, A Jasra - Statistics and computing, 2012 - Springer
Approximate Bayesian computation (ABC) is a popular approach to address inference
problems where the likelihood function is intractable, or expensive to calculate. To improve …

A Python package for Bayesian estimation using Markov chain Monte Carlo

CM Strickland, RJ Denham, CL Alston… - Case studies in …, 2012 - Wiley Online Library
The most common approach currently used in the estimation of Bayesian models is Markov
chain Monte Carlo (MCMC). PyMCMC is a Python module that is designed to simplify the …

Markov chain Monte Carlo methods in biostatistics

A Gelman, DB Rubin - Statistical methods in medical …, 1996 - journals.sagepub.com
Appropriate models in biostatistics are often quite complicated. Such models are typically
most easily fit using Bayesian methods, which can often be implemented using simulation …

[PDF][PDF] One pseudo-sample is enough in approximate Bayesian computation MCMC

L Bornn, N Pillai, A Smith, D Woodard - Biometrika, 2014 - Citeseer
We analyze the efficiency of approximate Bayesian computation (ABC), which approximates
the likelihood function by drawing pseudo-samples from the model. We address both the …

Likelihood-free MCMC

SA Sisson, Y Fan - Handbook of Markov Chain Monte Carlo, 2011 - books.google.com
In Bayesian inference, the posterior distribution for parameters is given by л (0| y)∞ л (у| О)
л (0), where one's prior beliefs about the unknown parameters, as expressed through the …

Convergence of regression-adjusted approximate Bayesian computation

W Li, P Fearnhead - Biometrika, 2018 - academic.oup.com
We present asymptotic results for the regression-adjusted version of approximate Bayesian
computation introduced by. We show that for an appropriate choice of the bandwidth …