Considerate approaches to constructing summary statistics for ABC model selection
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Publication:693357
DOI10.1007/S11222-012-9335-7zbMATH Open1252.62002DBLPjournals/sac/BarnesFST12arXiv1106.6281OpenAlexW2066999504WikidataQ63487492 ScholiaQ63487492MaRDI QIDQ693357FDOQ693357
Authors: Chris P. Barnes, S. Filippi, Michael P. H. Stumpf 
Publication date: 7 December 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Abstract: For nearly any challenging scientific problem evaluation of the likelihood is problematic if not impossible. Approximate Bayesian computation (ABC) allows us to employ the whole Bayesian formalism to problems where we can use simulations from a model, but cannot evaluate the likelihood directly. When summary statistics of real and simulated data are compared --- rather than the data directly --- information is lost, unless the summary statistics are sufficient. Here we employ an information-theoretical framework that can be used to construct (approximately) sufficient statistics by combining different statistics until the loss of information is minimized. Such sufficient sets of statistics are constructed for both parameter estimation and model selection problems. We apply our approach to a range of illustrative and real-world model selection problems.
Full work available at URL: https://arxiv.org/abs/1106.6281
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Cited In (14)
- Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC
- Open problems in mathematical biology
- Deviance information criteria for model selection in approximate Bayesian computation
- On selection of statistics for approximate Bayesian computing (or the method of simulated moments)
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- Goodness of fit for models with intractable likelihood
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- Ancestral inference in tumors: how much can we know?
- Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs
- Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework
- Approximate Bayesian computation and simulation-based inference for complex stochastic epidemic models
- Adaptive ABC model choice and geometric summary statistics for hidden Gibbs random fields
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