scholarly journals GpABC: a Julia package for approximate Bayesian computation with Gaussian process emulation

2019 ◽  
Author(s):  
Evgeny Tankhilevich ◽  
Jonathan Ish-Horowicz ◽  
Tara Hameed ◽  
Elisabeth Roesch ◽  
Istvan Kleijn ◽  
...  

ABSTRACTApproximate Bayesian computation (ABC) is an important framework within which to infer the structure and parameters of a systems biology model. It is especially suitable for biological systems with stochastic and nonlinear dynamics, for which the likelihood functions are intractable. However, the associated computational cost often limits ABC to models that are relatively quick to simulate in practice. We here present a Julia package, GpABC, that implements parameter inference and model selection for deterministic or stochastic models using i) standard rejection ABC or ABC-SMC, or ii) ABC with Gaussian process emulation. The latter significantly reduces the computational cost.URL: https://github.com/tanhevg/GpABC.jl

2020 ◽  
Vol 36 (10) ◽  
pp. 3286-3287 ◽  
Author(s):  
Evgeny Tankhilevich ◽  
Jonathan Ish-Horowicz ◽  
Tara Hameed ◽  
Elisabeth Roesch ◽  
Istvan Kleijn ◽  
...  

Abstract Motivation Approximate Bayesian computation (ABC) is an important framework within which to infer the structure and parameters of a systems biology model. It is especially suitable for biological systems with stochastic and nonlinear dynamics, for which the likelihood functions are intractable. However, the associated computational cost often limits ABC to models that are relatively quick to simulate in practice. Results We here present a Julia package, GpABC, that implements parameter inference and model selection for deterministic or stochastic models using (i) standard rejection ABC or sequential Monte Carlo ABC or (ii) ABC with Gaussian process emulation. The latter significantly reduces the computational cost. Availability and implementation https://github.com/tanhevg/GpABC.jl.


2019 ◽  
Vol 43 (6) ◽  
Author(s):  
Antti Kangasrääsiö ◽  
Jussi P. P. Jokinen ◽  
Antti Oulasvirta ◽  
Andrew Howes ◽  
Samuel Kaski

2019 ◽  
Vol 6 (1) ◽  
pp. 379-403 ◽  
Author(s):  
Mark A. Beaumont

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. The method of approximate Bayesian computation (ABC) has become a popular approach for tackling such models. This review gives an overview of the method and the main issues and challenges that are the subject of current research.


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