Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
From MaRDI portal
Publication:4632671
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.
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
Cited in
(only showing first 100 items - show all)- Adaptive ABC model choice and geometric summary statistics for hidden Gibbs random fields
- On the efficient determination of optimal Bayesian experimental designs using ABC: a case study in optimal observation of epidemics
- Piecewise approximate Bayesian computation: fast inference for discretely observed Markov models using a factorised posterior distribution
- Asymptotic behaviour of the posterior distribution in approximate Bayesian computation
- Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model
- Likelihood-free stochastic approximation EM for inference in complex models
- 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 inference via classification
- Gaussian process modelling in approximate Bayesian computation to estimate horizontal gene transfer in bacteria
- Efficient acquisition rules for model-based approximate Bayesian computation
- Likelihood-free inference by ratio estimation
- Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC
- Choice of summary statistic weights in approximate Bayesian computation
- A comparison of inferential methods for highly nonlinear state space models in ecology and epidemiology
- Calibration procedures for approximate Bayesian credible sets
- Choosing summary statistics by least angle regression for approximate Bayesian computation
- Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes
- Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
- Multifidelity approximate Bayesian computation with sequential Monte Carlo parameter sampling
- Approximate Bayesian computation: a nonparametric perspective
- Considerate approaches to constructing summary statistics for ABC model selection
- Stochastic target-mediated drug disposition model based on birth-death process and its parameter inference using approximate Bayesian computation-MCMC
- Black-box Bayesian inference for agent-based models
- Cohesion and Repulsion in Bayesian Distance Clustering
- A bootstrap likelihood approach to Bayesian computation
- Informed sub-sampling MCMC: approximate Bayesian inference for large datasets
- Self-supervised Metric Learning in Multi-View Data: A Downstream Task Perspective
- Bayesian estimation of agent-based models
- Improving Approximate Bayesian Computation via Quasi-Monte Carlo
- Simultaneous adjustment of bias and coverage probabilities for confidence intervals
- Adapting the ABC distance function
- Approximate Bayesian computation for Lorenz curves from grouped data
- Gaussian process enhanced semi-automatic approximate Bayesian computation: parameter inference in a stochastic differential equation system for chemotaxis
- A simulated annealing approach to approximate Bayes computations
- An ABC approach for CAViaR models with asymmetric kernels
- Approximate Bayesian Computation for a Class of Time Series Models
- A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice
- Exact simulation of coupled Wright–Fisher diffusions
- Protecting classifiers from attacks
- Approximate Bayesian computation via classification
- Approximate models and robust decisions
- Bayesian inference of spreading processes on networks
- A rare event approach to high-dimensional approximate Bayesian computation
- Estimating mutation rates in a Markov branching process using 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
- Approximate Bayesian computation: a survey on recent results
- Expectation propagation for likelihood-free inference
- Effective experience rating for large insurance portfolios via surrogate modeling
- ABC of the future
- On optimal selection of summary statistics for approximate Bayesian computation
- New approximate Bayesian computation algorithm for censored data
- 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
- Distance-learning for approximate Bayesian computation to model a volcanic eruption
- The fitting of complex parametric models
- Approximate Bayesian inference in semi-mechanistic models
- Bayesian Analysis of Accumulated Damage Models in Lumber Reliability
- Statistical modeling of diabetic neuropathy: exploring the dynamics of nerve mortality
- Parameter inference and model selection in deterministic and stochastic dynamical models via approximate Bayesian computation: modeling a wildlife epidemic
- Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms
- Multifidelity approximate Bayesian computation
- A characteristic function-based approach to approximate maximum likelihood estimation
- Approximate maximum likelihood estimation for population genetic inference
- Lazy ABC
- Adaptive approximate Bayesian computation for complex models
- Robust approximate Bayesian inference
- Robust Bayesian synthetic likelihood via a semi-parametric approach
- A practical guide to the probability density approximation (PDA) with improved implementation and error characterization
- Approximately sufficient statistics and Bayesian computation
- Goodness of fit for models with intractable likelihood
- Rapid Bayesian Inference for Expensive Stochastic Models
- Adaptive approximate Bayesian computation tolerance selection
- ABC model selection for spatial extremes models applied to south Australian maximum temperature data
- Coupling random inputs for parameter estimation in complex models
- Neural networks for parameter estimation in intractable models
- A quasi likelihood approximation of posterior distributions for likelihood-intractable complex models
- Statistic selection and MCMC for differentially private Bayesian estimation
- Anytime parallel tempering
- Bayesian functional forecasting with locally-autoregressive dependent processes
- Hierarchical nonlinear spatio-temporal agent-based models for collective animal movement
- On predictive inference for intractable models via approximate Bayesian computation
- A comparison of likelihood-free methods with and without summary statistics
- AABC: approximate approximate Bayesian computation for inference in population-genetic models
- Diagnostic tools for approximate Bayesian computation using the coverage property
- A comparative review of dimension reduction methods in approximate Bayesian computation
- ABC–CDE: Toward Approximate Bayesian Computation With Complex High-Dimensional Data and Limited Simulations
- Relevant statistics for Bayesian model choice
- A Bayesian sequential learning framework to parameterise continuum models of melanoma invasion into human skin
- Asymptotic properties of approximate Bayesian computation
- Local dimension reduction of summary statistics for likelihood-free inference
- Bayesian analysis of rare events
This page was built for publication: Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4632671)
