scholarly journals Choice of Summary Statistic Weights in Approximate Bayesian Computation

Author(s):  
Hsuan Jung ◽  
Paul Marjoram

In this paper, we develop a Genetic Algorithm that can address the fundamental problem of how one should weight the summary statistics included in an approximate Bayesian computation analysis built around an accept/reject algorithm, and how one might choose the tolerance for that analysis. We then demonstrate that using weighted statistics, and a well-chosen tolerance, in such an approximate Bayesian computation approach can result in improved performance, when compared to unweighted analyses, using one example drawn purely from statistics and two drawn from the estimation of population genetics parameters.

2016 ◽  
Vol 43 (12) ◽  
pp. 2191-2202 ◽  
Author(s):  
Muhammad Faisal ◽  
Andreas Futschik ◽  
Ijaz Hussain ◽  
Mitwali Abd-el.Moemen

Biometrika ◽  
2020 ◽  
Author(s):  
Grégoire Clarté ◽  
Christian P Robert ◽  
Robin J Ryder ◽  
Julien Stoehr

Abstract Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this dimension grows. To tackle this difficulty, we explore a Gibbs version of the Approximate Bayesian computation approach that runs component-wise approximate Bayesian computation steps aimed at the corresponding conditional posterior distributions, and based on summary statistics of reduced dimensions. While lacking the standard justifications for the Gibbs sampler, the resulting Markov chain is shown to converge in distribution under some partial independence conditions. The associated stationary distribution can further be shown to be close to the true posterior distribution and some hierarchical versions of the proposed mechanism enjoy a closed form limiting distribution. Experiments also demonstrate the gain in efficiency brought by the Gibbs version over the standard solution.


2019 ◽  
Vol 26 (3) ◽  
pp. 266-279 ◽  
Author(s):  
Roberto Solar ◽  
Victor Sepulveda ◽  
Alonso Inostrosa-Psijas ◽  
Oscar Rojas ◽  
Veronica Gil-Costa ◽  
...  

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