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Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation

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Cited by:

  1. Soubeyrand, Samuel & Haon-Lasportes, Emilie, 2015. "Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 84-92.
  2. Tom Burr & Elisa Bonner & Kamil Krzysztoszek & Claude Norman, 2019. "Setting Alarm Thresholds in Measurements with Systematic and Random Errors," Stats, MDPI, vol. 2(2), pages 1-13, May.
  3. Radu Herbei & L. Mark Berliner, 2014. "Estimating Ocean Circulation: An MCMC Approach With Approximated Likelihoods via the Bernoulli Factory," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 944-954, September.
  4. Chaya Weerasinghe & Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2023. "ABC-based Forecasting in State Space Models," Monash Econometrics and Business Statistics Working Papers 12/23, Monash University, Department of Econometrics and Business Statistics.
  5. Creel, Michael & Kristensen, Dennis, 2016. "On selection of statistics for approximate Bayesian computing (or the method of simulated moments)," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 99-114.
  6. Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017. "Bayesian estimation of agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
  7. Pierre-Olivier Goffard & Patrick Laub, 2021. "Approximate Bayesian Computations to fit and compare insurance loss models," Working Papers hal-02891046, HAL.
  8. Frazier, David T. & Maneesoonthorn, Worapree & Martin, Gael M. & McCabe, Brendan P.M., 2019. "Approximate Bayesian forecasting," International Journal of Forecasting, Elsevier, vol. 35(2), pages 521-539.
  9. Gareth W. Peters & Efstathios Panayi & Francois Septier, 2015. "SMC-ABC methods for the estimation of stochastic simulation models of the limit order book," Papers 1504.05806, arXiv.org.
  10. Patrick L. McDermott & Christopher K. Wikle & Joshua Millspaugh, 2017. "Hierarchical Nonlinear Spatio-temporal Agent-Based Models for Collective Animal Movement," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 22(3), pages 294-312, September.
  11. Anthony Ebert & Ritabrata Dutta & Kerrie Mengersen & Antonietta Mira & Fabrizio Ruggeri & Paul Wu, 2021. "Likelihood‐free parameter estimation for dynamic queueing networks: Case study of passenger flow in an international airport terminal," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(3), pages 770-792, June.
  12. Lorenzo Pacchiardi & Pierre Künzli & Marcel Schöngens & Bastien Chopard & Ritabrata Dutta, 2021. "Distance-learning For Approximate Bayesian Computation To Model a Volcanic Eruption," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(1), pages 288-317, May.
  13. Jiti Gao & Han Hong, 2014. "Nonparametric Regression Approach to Bayesian Estimation," Monash Econometrics and Business Statistics Working Papers 25/14, Monash University, Department of Econometrics and Business Statistics.
  14. Prangle Dennis & Fearnhead Paul & Cox Murray P. & Biggs Patrick J. & French Nigel P., 2014. "Semi-automatic selection of summary statistics for ABC model choice," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 13(1), pages 67-82, February.
  15. Silk Daniel & Filippi Sarah & Stumpf Michael P. H., 2013. "Optimizing threshold-schedules for sequential approximate Bayesian computation: applications to molecular systems," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 12(5), pages 603-618, October.
  16. Fernández, Juan & Chiachío, Juan & Barros, José & Chiachío, Manuel & Kulkarni, Chetan S., 2024. "Physics-guided recurrent neural network trained with approximate Bayesian computation: A case study on structural response prognostics," Reliability Engineering and System Safety, Elsevier, vol. 243(C).
  17. D.T. Frazier & G.M. Martin & C.P. Robert & J. Rousseau, 2016. "Asymptotic Properties of Approximate Bayesian Computation," Monash Econometrics and Business Statistics Working Papers 18/16, Monash University, Department of Econometrics and Business Statistics.
  18. Vincent Boucher, 2017. "The Estimation of Network Formation Games with Positive Spillovers," Cahiers de recherche 1710, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  19. Xing Ju Lee & Christopher C. Drovandi & Anthony N. Pettitt, 2015. "Model choice problems using approximate Bayesian computation with applications to pathogen transmission data sets," Biometrics, The International Biometric Society, vol. 71(1), pages 198-207, March.
  20. Michael Stocks & Mathieu Siol & Martin Lascoux & Stéphane De Mita, 2014. "Amount of Information Needed for Model Choice in Approximate Bayesian Computation," PLOS ONE, Public Library of Science, vol. 9(6), pages 1-13, June.
  21. Peter Neal & Chien Lin Terry Huang, 2015. "Forward Simulation Markov Chain Monte Carlo with Applications to Stochastic Epidemic Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(2), pages 378-396, June.
  22. McKinley, Trevelyan J. & Ross, Joshua V. & Deardon, Rob & Cook, Alex R., 2014. "Simulation-based Bayesian inference for epidemic models," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 434-447.
  23. Rodrigues, G.S. & Prangle, D. & Sisson, S.A., 2018. "Recalibration: A post-processing method for approximate Bayesian computation," Computational Statistics & Data Analysis, Elsevier, vol. 126(C), pages 53-66.
  24. Bertl Johanna & Ewing Gregory & Kosiol Carolin & Futschik Andreas, 2017. "Approximate maximum likelihood estimation for population genetic inference," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 16(5-6), pages 291-312, December.
  25. Muhammad Faisal & Andreas Futschik & Ijaz Hussain & Mitwali Abd-el.Moemen, 2016. "Choosing summary statistics by least angle regression for approximate Bayesian computation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(12), pages 2191-2202, September.
  26. Chkrebtii, Oksana A. & Cameron, Erin K. & Campbell, David A. & Bayne, Erin M., 2015. "Transdimensional approximate Bayesian computation for inference on invasive species models with latent variables of unknown dimension," Computational Statistics & Data Analysis, Elsevier, vol. 86(C), pages 97-110.
  27. R Zachariah Aandahl & Josephine F Reyes & Scott A Sisson & Mark M Tanaka, 2012. "A Model-Based Bayesian Estimation of the Rate of Evolution of VNTR Loci in Mycobacterium tuberculosis," PLOS Computational Biology, Public Library of Science, vol. 8(6), pages 1-9, June.
  28. Jonathan U Harrison & Ruth E Baker, 2018. "The impact of temporal sampling resolution on parameter inference for biological transport models," PLOS Computational Biology, Public Library of Science, vol. 14(6), pages 1-30, June.
  29. Wilkinson Richard David, 2013. "Approximate Bayesian computation (ABC) gives exact results under the assumption of model error," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 12(2), pages 129-141, May.
  30. Giulia Cereda & Fabio Corradi & Cecilia Viscardi, 2023. "Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 50(1), pages 120-141, March.
  31. Stefano Cabras & María Castellanos & Erlis Ruli, 2014. "A Quasi likelihood approximation of posterior distributions for likelihood-intractable complex models," METRON, Springer;Sapienza Università di Roma, vol. 72(2), pages 153-167, August.
  32. Gael M. Martin & Brendan P.M. McCabe & Worapree Maneesoonthorn & Christian P. Robert, 2014. "Approximate Bayesian Computation in State Space Models," Monash Econometrics and Business Statistics Working Papers 20/14, Monash University, Department of Econometrics and Business Statistics.
  33. Calcetero Vanegas, Sebastián & Badescu, Andrei L. & Lin, X. Sheldon, 2024. "Effective experience rating for large insurance portfolios via surrogate modeling," Insurance: Mathematics and Economics, Elsevier, vol. 118(C), pages 25-43.
  34. Lee, Xing Ju & Hainy, Markus & McKeone, James P. & Drovandi, Christopher C. & Pettitt, Anthony N., 2018. "ABC model selection for spatial extremes models applied to South Australian maximum temperature data," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 128-144.
  35. Alvarez, Luis Antonio, 2023. "Approximate Bayesian Computation for Partially Identified Models," MPRA Paper 117339, University Library of Munich, Germany.
  36. Alexander Buchholz & Nicolas CHOPIN, 2017. "Improving approximate Bayesian computation via quasi Monte Carlo," Working Papers 2017-37, Center for Research in Economics and Statistics.
  37. Genya Kobayashi & Kazuhiko Kakamu, 2019. "Approximate Bayesian computation for Lorenz curves from grouped data," Computational Statistics, Springer, vol. 34(1), pages 253-279, March.
  38. Creel, Michael & Kristensen, Dennis, 2015. "ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 85-108.
  39. Filippi Sarah & Barnes Chris P. & Cornebise Julien & Stumpf Michael P.H., 2013. "On optimality of kernels for approximate Bayesian computation using sequential Monte Carlo," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 12(1), pages 87-107, March.
  40. Brenda N Vo & Christopher C Drovandi & Anthony N Pettitt & Graeme J Pettet, 2015. "Melanoma Cell Colony Expansion Parameters Revealed by Approximate Bayesian Computation," PLOS Computational Biology, Public Library of Science, vol. 11(12), pages 1-22, December.
  41. Soubeyrand Samuel & Carpentier Florence & Guiton François & Klein Etienne K., 2013. "Approximate Bayesian computation with functional statistics," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 12(1), pages 17-37, March.
  42. Espen Bernton & Pierre E. Jacob & Mathieu Gerber & Christian P. Robert, 2019. "Approximate Bayesian computation with the Wasserstein distance," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 81(2), pages 235-269, April.
  43. Nakagome Shigeki & Fukumizu Kenji & Mano Shuhei, 2013. "Kernel approximate Bayesian computation in population genetic inferences," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 12(6), pages 667-678, December.
  44. VanDerHorn, Eric & Mahadevan, Sankaran, 2018. "Bayesian model updating with summarized statistical and reliability data," Reliability Engineering and System Safety, Elsevier, vol. 172(C), pages 12-24.
  45. George Karabatsos, 2024. "Copula Approximate Bayesian Computation Using Distribution Random Forests," Stats, MDPI, vol. 7(3), pages 1-49, September.
  46. Kobayashi, Genya, 2014. "A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 167-183.
  47. Sebastian Calcetero-Vanegas & Andrei L. Badescu & X. Sheldon Lin, 2022. "Effective experience rating for large insurance portfolios via surrogate modeling," Papers 2211.06568, arXiv.org, revised Jun 2024.
  48. Picchini, Umberto & Anderson, Rachele, 2017. "Approximate maximum likelihood estimation using data-cloning ABC," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 166-183.
  49. D T Frazier & G M Martin & C P Robert & J Rousseau, 2018. "Asymptotic properties of approximate Bayesian computation," Biometrika, Biometrika Trust, vol. 105(3), pages 593-607.
  50. Christopher C. Drovandi & Anthony N. Pettitt, 2013. "Bayesian Experimental Design for Models with Intractable Likelihoods," Biometrics, The International Biometric Society, vol. 69(4), pages 937-948, December.
  51. Baey, Charlotte & Smith, Henrik G. & Rundlöf, Maj & Olsson, Ola & Clough, Yann & Sahlin, Ullrika, 2023. "Calibration of a bumble bee foraging model using Approximate Bayesian Computation," Ecological Modelling, Elsevier, vol. 477(C).
  52. Gael M. Martin & Brendan P.M. McCabe & David T. Frazier & Worapree Maneesoonthorn & Christian P. Robert, 2016. "Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models," Monash Econometrics and Business Statistics Working Papers 09/16, Monash University, Department of Econometrics and Business Statistics.
  53. Kristin McCullough & Tatiana Dmitrieva & Nader Ebrahimi, 2022. "New approximate Bayesian computation algorithm for censored data," Computational Statistics, Springer, vol. 37(3), pages 1369-1397, July.
  54. Ninna Vihrs & Jesper Møller & Alan E. Gelfand, 2022. "Approximate Bayesian inference for a spatial point process model exhibiting regularity and random aggregation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(1), pages 185-210, March.
  55. Stefano Cabras & María Eugenia Castellanos & Oliver Ratmann, 2021. "Goodness of fit for models with intractable likelihood," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 713-736, September.
  56. Florian Maire & Nial Friel & Pierre ALQUIER, 2017. "Informed Sub-Sampling MCMC: Approximate Bayesian Inference for Large Datasets," Working Papers 2017-40, Center for Research in Economics and Statistics.
  57. repec:bla:istatr:v:83:y:2015:i:3:p:405-435 is not listed on IDEAS
  58. Jonathan U Harrison & Ruth E Baker, 2020. "An automatic adaptive method to combine summary statistics in approximate Bayesian computation," PLOS ONE, Public Library of Science, vol. 15(8), pages 1-21, August.
  59. Perepolkin, Dmytro & Goodrich, Benjamin & Sahlin, Ullrika, 2023. "The tenets of quantile-based inference in Bayesian models," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
  60. Brandon Turner & Trisha Zandt, 2014. "Hierarchical Approximate Bayesian Computation," Psychometrika, Springer;The Psychometric Society, vol. 79(2), pages 185-209, April.
  61. Li, J. & Nott, D.J. & Fan, Y. & Sisson, S.A., 2017. "Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model," Computational Statistics & Data Analysis, Elsevier, vol. 106(C), pages 77-89.
  62. David T. Frazier & Gael M. Martin & Christian P. Robert, 2015. "On Consistency of Approximate Bayesian Computation," Monash Econometrics and Business Statistics Working Papers 19/15, Monash University, Department of Econometrics and Business Statistics.
  63. Gael M. Martin & David T. Frazier & Christian P. Robert, 2020. "Computing Bayes: Bayesian Computation from 1763 to the 21st Century," Monash Econometrics and Business Statistics Working Papers 14/20, Monash University, Department of Econometrics and Business Statistics.
  64. Gael M. Martin & David T. Frazier & Christian P. Robert, 2021. "Approximating Bayes in the 21st Century," Monash Econometrics and Business Statistics Working Papers 24/21, Monash University, Department of Econometrics and Business Statistics.
  65. Dyer, Joel & Cannon, Patrick & Farmer, J. Doyne & Schmon, Sebastian M., 2024. "Black-box Bayesian inference for agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 161(C).
  66. Mikael Sunnåker & Alberto Giovanni Busetto & Elina Numminen & Jukka Corander & Matthieu Foll & Christophe Dessimoz, 2013. "Approximate Bayesian Computation," PLOS Computational Biology, Public Library of Science, vol. 9(1), pages 1-10, January.
  67. Michael Creel & Dennis Kristensen, 2013. "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers 931.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  68. Boucher, Vincent, 2020. "Equilibrium homophily in networks," European Economic Review, Elsevier, vol. 123(C).
  69. Thomas A. Dean & Sumeetpal S. Singh & Ajay Jasra & Gareth W. Peters, 2014. "Parameter Estimation for Hidden Markov Models with Intractable Likelihoods," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 970-987, December.
  70. Christian P. Robert, 2013. "Bayesian Computational Tools," Working Papers 2013-45, Center for Research in Economics and Statistics.
  71. Perepolkin, Dmytro & Goodrich, Benjamin & Sahlin, Ullrika, 2021. "The tenets of indirect inference in Bayesian models," OSF Preprints enzgs, Center for Open Science.
  72. Chiachío, Manuel & Saleh, Ali & Naybour, Susannah & Chiachío, Juan & Andrews, John, 2022. "Reduction of Petri net maintenance modeling complexity via Approximate Bayesian Computation," Reliability Engineering and System Safety, Elsevier, vol. 222(C).
  73. Delli Gatti,Domenico & Fagiolo,Giorgio & Gallegati,Mauro & Richiardi,Matteo & Russo,Alberto (ed.), 2018. "Agent-Based Models in Economics," Cambridge Books, Cambridge University Press, number 9781108400046, November.
  74. Zhang, Jingjing & Dennis, Todd E. & Landers, Todd J. & Bell, Elizabeth & Perry, George L.W., 2017. "Linking individual-based and statistical inferential models in movement ecology: A case study with black petrels (Procellaria parkinsoni)," Ecological Modelling, Elsevier, vol. 360(C), pages 425-436.
  75. Buzbas, Erkan O. & Rosenberg, Noah A., 2015. "AABC: Approximate approximate Bayesian computation for inference in population-genetic models," Theoretical Population Biology, Elsevier, vol. 99(C), pages 31-42.
  76. Warne, David J. & Baker, Ruth E. & Simpson, Matthew J., 2018. "Multilevel rejection sampling for approximate Bayesian computation," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 71-86.
  77. Menéndez, P. & Fan, Y. & Garthwaite, P.H. & Sisson, S.A., 2014. "Simultaneous adjustment of bias and coverage probabilities for confidence intervals," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 35-44.
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