Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
From MaRDI portal
Publication:4632671
DOI10.1111/J.1467-9868.2011.01010.XzbMATH Open1411.62057arXiv1004.1112OpenAlexW1594863551WikidataQ56689501 ScholiaQ56689501MaRDI QIDQ4632671FDOQ4632671
Authors: Paul Fearnhead, D. Prangle 
Publication date: 30 April 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Abstract: 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 Bayesian computation (ABC) is a method of inference for such models. It replaces calculation of the likelihood by a step which involves simulating artificial data for different parameter values, and comparing summary statistics of the simulated data to summary statistics of the observed data. Here we show how to construct appropriate summary statistics for ABC in a semi-automatic manner. We aim for summary statistics which will enable inference about certain parameters of interest to be as accurate as possible. Theoretical results show that optimal summary statistics are the posterior means of the parameters. While these cannot be calculated analytically, we use an extra stage of simulation to estimate how the posterior means vary as a function of the data; and then use these estimates of our summary statistics within ABC. Empirical results show that our approach is a robust method for choosing summary statistics, that can result in substantially more accurate ABC analyses than the ad-hoc choices of summary statistics proposed in the literature. We also demonstrate advantages over two alternative methods of simulation-based inference.
Full work available at URL: https://arxiv.org/abs/1004.1112
Recommendations
- Choosing summary statistics by least angle regression for approximate Bayesian computation
- On optimal selection of summary statistics for approximate Bayesian computation
- Semi-automatic selection of summary statistics for ABC model choice
- Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework
- Choosing the summary statistics and the acceptance rate in approximate Bayesian computation
simulationindirect inferencelikelihood-free inferenceMarkov chain Monte Carlo methodsstochastic kinetic networks
Cited In (only showing first 100 items - show all)
- On the efficient determination of optimal Bayesian experimental designs using ABC: a case study in optimal observation of epidemics
- Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model
- Likelihood-free inference via classification
- Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC
- A comparison of inferential methods for highly nonlinear state space models in ecology and epidemiology
- Calibration procedures for approximate Bayesian credible sets
- Choice of summary statistic weights in approximate Bayesian computation
- Approximate Bayesian computation: a nonparametric perspective
- Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
- Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes
- Considerate approaches to constructing summary statistics for ABC model selection
- Bayesian estimation of agent-based models
- Simultaneous adjustment of bias and coverage probabilities for confidence intervals
- A simulated annealing approach to approximate Bayes computations
- Adapting the ABC distance function
- Approximate Bayesian computation for Lorenz curves from grouped data
- Approximate Bayesian Computation for a Class of Time Series Models
- A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice
- Estimating mutation rates in a Markov branching process using approximate Bayesian computation
- Approximate models and robust decisions
- A rare event approach to high-dimensional approximate Bayesian computation
- Approximate Bayesian computational methods for the inference of unknown parameters
- Learning functions and approximate Bayesian computation design: ABCD
- An approximate likelihood perspective on ABC methods
- Approximate maximum likelihood estimation using data-cloning ABC
- On selection of statistics for approximate Bayesian computing (or the method of simulated moments)
- Likelihood free inference for Markov processes: a comparison
- Bayesian computation: a summary of the current state, and samples backwards and forwards
- Expectation propagation for likelihood-free inference
- Approximate Bayesian computation: a survey on recent results
- On optimal selection of summary statistics for approximate Bayesian computation
- Multilevel rejection sampling for approximate Bayesian computation
- Recalibration: a post-processing method for approximate Bayesian computation
- Transdimensional approximate Bayesian computation for inference on invasive species models with latent variables of unknown dimension
- The fitting of complex parametric models
- Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms
- Approximate Bayesian inference in semi-mechanistic models
- A characteristic function-based approach to approximate maximum likelihood estimation
- Lazy ABC
- Adaptive approximate Bayesian computation for complex models
- Approximate maximum likelihood estimation for population genetic inference
- Robust approximate Bayesian inference
- Robust Bayesian synthetic likelihood via a semi-parametric approach
- Rapid Bayesian Inference for Expensive Stochastic Models
- Approximately sufficient statistics and Bayesian computation
- Neural networks for parameter estimation in intractable models
- A practical guide to the probability density approximation (PDA) with improved implementation and error characterization
- A quasi likelihood approximation of posterior distributions for likelihood-intractable complex models
- Coupling random inputs for parameter estimation in complex models
- On predictive inference for intractable models via approximate Bayesian computation
- AABC: approximate approximate Bayesian computation for inference in population-genetic models
- Hierarchical nonlinear spatio-temporal agent-based models for collective animal movement
- Diagnostic tools for approximate Bayesian computation using the coverage property
- ABC–CDE: Toward Approximate Bayesian Computation With Complex High-Dimensional Data and Limited Simulations
- Asymptotic properties of approximate Bayesian computation
- A comparative review of dimension reduction methods in approximate Bayesian computation
- Bayesian analysis of rare events
- Semi-automatic selection of summary statistics for ABC model choice
- Quantifying uncertainty in parameter estimates for stochastic models of collective cell spreading using approximate Bayesian computation
- Scalable inference for Markov processes with intractable likelihoods
- Accelerating inference for diffusions observed with measurement error and large sample sizes using approximate Bayesian computation
- Bayesian parametric bootstrap for models with intractable likelihoods
- Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework
- Simulation-based Bayesian inference for epidemic models
- Approximate Bayesian computation with composite score functions
- Reflections on Bayesian inference and Markov chain Monte Carlo
- Seismic Bayesian evidential learning: estimation and uncertainty quantification of sub-resolution reservoir properties
- Approximate Bayesian computation and simulation-based inference for complex stochastic epidemic models
- Piecewise approximate Bayesian computation: fast inference for discretely observed Markov models using a factorised posterior distribution
- Improving the Accuracy of Marginal Approximations in Likelihood-Free Inference via Localization
- Bayesian analysis for single-server Markovian queues based on the No-U-Turn sampler
- Approximate Bayesian inference for agent-based models in economics: a case study
- Likelihood-free stochastic approximation EM for inference in complex models
- Likelihood-free inference by ratio estimation
- Gaussian process modelling in approximate Bayesian computation to estimate horizontal gene transfer in bacteria
- Efficient acquisition rules for model-based approximate Bayesian computation
- Choosing summary statistics by least angle regression for approximate Bayesian computation
- Multifidelity approximate Bayesian computation with sequential Monte Carlo parameter sampling
- Black-box Bayesian inference for agent-based models
- Cohesion and Repulsion in Bayesian Distance Clustering
- A bootstrap likelihood approach to Bayesian computation
- Self-supervised Metric Learning in Multi-View Data: A Downstream Task Perspective
- Stochastic target-mediated drug disposition model based on birth-death process and its parameter inference using approximate Bayesian computation-MCMC
- Informed sub-sampling MCMC: approximate Bayesian inference for large datasets
- Improving Approximate Bayesian Computation via Quasi-Monte Carlo
- An ABC approach for CAViaR models with asymmetric kernels
- Gaussian process enhanced semi-automatic approximate Bayesian computation: parameter inference in a stochastic differential equation system for chemotaxis
- Protecting classifiers from attacks
- Approximate Bayesian computation via classification
- Exact simulation of coupled Wright–Fisher diffusions
- Bayesian inference of spreading processes on networks
- Effective experience rating for large insurance portfolios via surrogate modeling
- ABC of the future
- New approximate Bayesian computation algorithm for censored data
- Bayesian Analysis of Accumulated Damage Models in Lumber Reliability
- Statistical modeling of diabetic neuropathy: exploring the dynamics of nerve mortality
- Distance-learning for approximate Bayesian computation to model a volcanic eruption
- Parameter inference and model selection in deterministic and stochastic dynamical models via approximate Bayesian computation: modeling a wildlife epidemic
- Multifidelity approximate Bayesian computation
- Goodness of fit for models with intractable likelihood
This page was built for publication: Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4632671)
