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 …

A review of modern computational algorithms for Bayesian optimal design

EG Ryan, CC Drovandi, JM McGree… - International Statistical …, 2016 - Wiley Online Library
Bayesian experimental design is a fast growing area of research with many real‐world
applications. As computational power has increased over the years, so has the development …

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 …

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 …

A comparative review of dimension reduction methods in approximate Bayesian computation

MGB Blum, MA Nunes, D Prangle, SA Sisson - 2013 - projecteuclid.org
Supplement to “A Comparative Review of Dimension Reduction Methods in Approximate
Bayesian Computation”. The supplement contains for each of the three examples a …

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 …

Variability timescale and spectral index of Sgr A* in the near infrared: approximate Bayesian computation analysis of the variability of the closest supermassive black …

G Witzel, G Martinez, J Hora, SP Willner… - The Astrophysical …, 2018 - iopscience.iop.org
Abstract Sagittarius A*(Sgr A*) is the variable radio, near-infrared (NIR), and X-ray source
associated with accretion onto the Galactic center black hole. We present an analysis of the …

Adaptive approximate Bayesian computation for complex models

M Lenormand, F Jabot, G Deffuant - Computational Statistics, 2013 - Springer
We propose a new approximate Bayesian computation (ABC) algorithm that aims at
minimizing the number of model runs for reaching a given quality of the posterior …

Simulation and inference algorithms for stochastic biochemical reaction networks: from basic concepts to state-of-the-art

DJ Warne, RE Baker… - Journal of the Royal …, 2019 - royalsocietypublishing.org
Stochasticity is a key characteristic of intracellular processes such as gene regulation and
chemical signalling. Therefore, characterizing stochastic effects in biochemical systems is …

Adapting the ABC distance function

D Prangle - 2017 - projecteuclid.org
Adapting the ABC Distance Function Page 1 Bayesian Analysis (2017) 12, Number 1, pp.
289–309 Adapting the ABC Distance Function Dennis Prangle ∗† Abstract. Approximate …