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 …

Learning in implicit generative models

S Mohamed, B Lakshminarayanan - arxiv preprint arxiv:1610.03483, 2016 - arxiv.org
Generative adversarial networks (GANs) provide an algorithmic framework for constructing
generative models with several appealing properties: they do not require a likelihood …

Approximate Bayesian computation with the Wasserstein distance

E Bernton, PE Jacob, M Gerber… - Journal of the Royal …, 2019 - academic.oup.com
A growing number of generative statistical models do not permit the numerical evaluation of
their likelihood functions. Approximate Bayesian computation has become a popular …

Bayesian synthetic likelihood

LF Price, CC Drovandi, A Lee… - Journal of Computational …, 2018 - Taylor & Francis
Having the ability to work with complex models can be highly beneficial. However, complex
models often have intractable likelihoods, so methods that involve evaluation of the …

ABC random forests for Bayesian parameter inference

L Raynal, JM Marin, P Pudlo, M Ribatet… - …, 2019 - academic.oup.com
Abstract Motivation Approximate Bayesian computation (ABC) has grown into a standard
methodology that manages Bayesian inference for models associated with intractable …

Being Bayesian in the 2020s: opportunities and challenges in the practice of modern applied Bayesian statistics

JJ Bon, A Bretherton, K Buchhorn… - … of the Royal …, 2023 - royalsocietypublishing.org
Building on a strong foundation of philosophy, theory, methods and computation over the
past three decades, Bayesian approaches are now an integral part of the toolkit for most …

A likelihood-free inference framework for population genetic data using exchangeable neural networks

J Chan, V Perrone, J Spence… - Advances in neural …, 2018 - proceedings.neurips.cc
An explosion of high-throughput DNA sequencing in the past decade has led to a surge of
interest in population-scale inference with whole-genome data. Recent work in population …

Model misspecification in approximate Bayesian computation: consequences and diagnostics

DT Frazier, CP Robert… - Journal of the Royal …, 2020 - academic.oup.com
We analyse the behaviour of approximate Bayesian computation (ABC) when the model
generating the simulated data differs from the actual data-generating process, ie when the …

[PDF][PDF] Inference in generative models using the Wasserstein distance

E Bernton, PE Jacob, M Gerber… - arxiv preprint arxiv …, 2017 - researchgate.net
A growing range of generative statistical models are such the numerical evaluation of their
likelihood functions is intractable. Approximate Bayesian computation and indirect inference …

A trust crisis in simulation-based inference? your posterior approximations can be unfaithful

J Hermans, A Delaunoy, F Rozet, A Wehenkel… - arxiv preprint arxiv …, 2021 - arxiv.org
We present extensive empirical evidence showing that current Bayesian simulation-based
inference algorithms can produce computationally unfaithful posterior approximations. Our …