Approximate bayesian computation

MA Beaumont - Annual review of statistics and its application, 2019 - annualreviews.org
Many of the statistical models that could provide an accurate, interesting, and testable
explanation for the structure of a data set turn out to have intractable likelihood functions …

Fundamentals and recent developments in approximate Bayesian computation

J Lintusaari, MU Gutmann, R Dutta, S Kaski… - Systematic …, 2017 - academic.oup.com
Bayesian inference plays an important role in phylogenetics, evolutionary biology, and in
many other branches of science. It provides a principled framework for dealing with …

[图书][B] Handbook of approximate Bayesian computation

SA Sisson, Y Fan, M Beaumont - 2018 - books.google.com
As the world becomes increasingly complex, so do the statistical models required to analyse
the challenging problems ahead. For the very first time in a single volume, the Handbook of …

Sequential neural likelihood: Fast likelihood-free inference with autoregressive flows

G Papamakarios, D Sterratt… - The 22nd international …, 2019 - proceedings.mlr.press
Abstract We present Sequential Neural Likelihood (SNL), a new method for Bayesian
inference in simulator models, where the likelihood is intractable but simulating data from …

Approximate bayesian computation

M Sunnåker, AG Busetto, E Numminen… - PLoS computational …, 2013 - journals.plos.org
Approximate Bayesian computation (ABC) constitutes a class of computational methods
rooted in Bayesian statistics. In all model-based statistical inference, the likelihood function …

Approximate Bayesian computational methods

JM Marin, P Pudlo, CP Robert, RJ Ryder - Statistics and computing, 2012 - Springer
Abstract Approximate Bayesian Computation (ABC) methods, also known as likelihood-free
techniques, have appeared in the past ten years as the most satisfactory approach to …

abc: an R package for approximate Bayesian computation (ABC)

K Csilléry, O François, MGB Blum - Methods in ecology and …, 2012 - Wiley Online Library
Many recent statistical applications involve inference under complex models, where it is
computationally prohibitive to calculate likelihoods but possible to simulate data …

Reliable ABC model choice via random forests

P Pudlo, JM Marin, A Estoup, JM Cornuet… - …, 2016 - academic.oup.com
Abstract Motivation: Approximate Bayesian computation (ABC) methods provide an
elaborate approach to Bayesian inference on complex models, including model choice. Both …

Bayesian optimization for likelihood-free inference of simulator-based statistical models

MU Gutmann, J Cor - Journal of Machine Learning Research, 2016 - jmlr.org
Our paper deals with inferring simulator-based statistical models given some observed data.
A simulator-based model is a parametrized mechanism which specifies how data are …

Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation

P Fearnhead, D Prangle - … of the Royal Statistical Society Series …, 2012 - academic.oup.com
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 …