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 …

[HTML][HTML] Approximate Bayesian Computation for infectious disease modelling

A Minter, R Retkute - Epidemics, 2019 - Elsevier
Abstract Approximate Bayesian Computation (ABC) techniques are a suite of model fitting
methods which can be implemented without a using likelihood function. In order to use ABC …

Uncertainty quantification in neural networks by approximate Bayesian computation: Application to fatigue in composite materials

J Fernandez, M Chiachio, J Chiachio, R Munoz… - … Applications of Artificial …, 2022 - Elsevier
Modern machine learning algorithms excel in a great variety of tasks, but at the same time, it
is also known that those complex models need to deal with uncertainty from different …

[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 …

Generator parameter calibration by adaptive approximate bayesian computation with sequential monte carlo sampler

SR Khazeiynasab, J Qi - IEEE Transactions on Smart Grid, 2021 - ieeexplore.ieee.org
Secure power system operation relies on accurate steady-state and dynamic system
models. It is thus crucial to carefully validate the models in power systems, in particular the …

ABC samplers

SA Sisson, Y Fan - Handbook of approximate Bayesian …, 2018 - taylorfrancis.com
This chapter surveys the various forms of approximate Bayesian computation (ABC)
algorithms that have been developed to sample from pABC. The earliest ABC samplers …

Likelihood-free approximate Gibbs sampling

GS Rodrigues, DJ Nott, SA Sisson - Statistics and computing, 2020 - Springer
Likelihood-free methods such as approximate Bayesian computation (ABC) have extended
the reach of statistical inference to problems with computationally intractable likelihoods …

Ensemble MCMC: accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter

C Drovandi, RG Everitt, A Golightly… - Bayesian Analysis, 2022 - projecteuclid.org
Abstract Particle Markov chain Monte Carlo (pMCMC) is now a popular method for
performing Bayesian statistical inference on challenging state space models (SSMs) with …

[PDF][PDF] Distilling importance sampling

D Prangle - arxiv preprint arxiv:1910.03632, 2019 - academia.edu
Many complicated Bayesian posteriors are difficult to approximate by either sampling or
optimisation methods. Therefore we propose a novel approach combining features of both …

Ensemble Kalman inversion approximate Bayesian computation

RG Everitt - arxiv preprint arxiv:2407.18721, 2024 - arxiv.org
Approximate Bayesian computation (ABC) is the most popular approach to inferring
parameters in the case where the data model is specified in the form of a simulator. It is not …