An approximate likelihood perspective on ABC methods
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Abstract: We are living in the big data era, as current technologies and networks allow for the easy and routine collection of data sets in different disciplines. Bayesian Statistics offers a flexible modeling approach which is attractive for describing the complexity of these datasets. These models often exhibit a likelihood function which is intractable due to the large sample size, high number of parameters, or functional complexity. Approximate Bayesian Computational (ABC) methods provides likelihood-free methods for performing statistical inferences with Bayesian models defined by intractable likelihood functions. The vastity of the literature on ABC methods created a need to review and relate all ABC approaches so that scientists can more readily understand and apply them for their own work. This article provides a unifying review, general representation, and classification of all ABC methods from the view of approximate likelihood theory. This clarifies how ABC methods can be characterized, related, combined, improved, and applied for future research. Possible future research in ABC is then suggested.
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- Bayesianly justifiable and relevant frequency calculations for the applied statistician
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Cited in
(21)- An Introduction to Approximate Bayesian Computation
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- ABC–CDE: Toward Approximate Bayesian Computation With Complex High-Dimensional Data and Limited Simulations
- Approximate maximum likelihood estimation using data-cloning ABC
- Likelihood-free approximate Gibbs sampling
- Weighted approximate Bayesian computation via Sanov's theorem
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- Approximation of Bayesian predictive \(p\)-values with regression ABC
- The ABC of simulation estimation with auxiliary statistics
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