scholarly journals Model choice problems using approximate Bayesian computation with applications to pathogen transmission data sets

Biometrics ◽  
2014 ◽  
Vol 71 (1) ◽  
pp. 198-207 ◽  
Author(s):  
Xing Ju Lee ◽  
Christopher C. Drovandi ◽  
Anthony N. Pettitt
2011 ◽  
Vol 108 (37) ◽  
pp. 15112-15117 ◽  
Author(s):  
C. P. Robert ◽  
J.-M. Cornuet ◽  
J.-M. Marin ◽  
N. S. Pillai

SPE Journal ◽  
2020 ◽  
Vol 25 (05) ◽  
pp. 2418-2432
Author(s):  
Vianney Bruned ◽  
Alice Cleynen ◽  
André Mas ◽  
Sylvain Wlodarczyk

Summary We propose a new three-step methodology to perform an automated mineralogical inversion from wellbore logs. The approach is derived from a Bayesian linear-regression model with no prior knowledge of the mineral composition of the rock. The first step makes use of approximate Bayesian computation (ABC) for each depth sample to evaluate all the possible mineral proportions that are consistent with the measured log responses. The second step gathers these candidates for a given stratum and computes through a density-based clustering algorithm the most probable mineralogical compositions. Finally, for each stratum and for the most probable combinations, a mineralogical inversion is performed with an associated confidence estimate. The advantage of this approach is to explore all possible mineralogy hypotheses that match the wellbore data. This pipeline is tested on both synthetic and real data sets.


PLoS ONE ◽  
2014 ◽  
Vol 9 (6) ◽  
pp. e99581 ◽  
Author(s):  
Michael Stocks ◽  
Mathieu Siol ◽  
Martin Lascoux ◽  
Stéphane De Mita

Author(s):  
Cecilia Viscardi ◽  
Michele Boreale ◽  
Fabio Corradi

AbstractWe consider the problem of sample degeneracy in Approximate Bayesian Computation. It arises when proposed values of the parameters, once given as input to the generative model, rarely lead to simulations resembling the observed data and are hence discarded. Such “poor” parameter proposals do not contribute at all to the representation of the parameter’s posterior distribution. This leads to a very large number of required simulations and/or a waste of computational resources, as well as to distortions in the computed posterior distribution. To mitigate this problem, we propose an algorithm, referred to as the Large Deviations Weighted Approximate Bayesian Computation algorithm, where, via Sanov’s Theorem, strictly positive weights are computed for all proposed parameters, thus avoiding the rejection step altogether. In order to derive a computable asymptotic approximation from Sanov’s result, we adopt the information theoretic “method of types” formulation of the method of Large Deviations, thus restricting our attention to models for i.i.d. discrete random variables. Finally, we experimentally evaluate our method through a proof-of-concept implementation.


2021 ◽  
Vol 62 (2) ◽  
Author(s):  
Jason D. Christopher ◽  
Olga A. Doronina ◽  
Dan Petrykowski ◽  
Torrey R. S. Hayden ◽  
Caelan Lapointe ◽  
...  

Entropy ◽  
2021 ◽  
Vol 23 (3) ◽  
pp. 312
Author(s):  
Ilze A. Auzina ◽  
Jakub M. Tomczak

Many real-life processes are black-box problems, i.e., the internal workings are inaccessible or a closed-form mathematical expression of the likelihood function cannot be defined. For continuous random variables, likelihood-free inference problems can be solved via Approximate Bayesian Computation (ABC). However, an optimal alternative for discrete random variables is yet to be formulated. Here, we aim to fill this research gap. We propose an adjusted population-based MCMC ABC method by re-defining the standard ABC parameters to discrete ones and by introducing a novel Markov kernel that is inspired by differential evolution. We first assess the proposed Markov kernel on a likelihood-based inference problem, namely discovering the underlying diseases based on a QMR-DTnetwork and, subsequently, the entire method on three likelihood-free inference problems: (i) the QMR-DT network with the unknown likelihood function, (ii) the learning binary neural network, and (iii) neural architecture search. The obtained results indicate the high potential of the proposed framework and the superiority of the new Markov kernel.


Author(s):  
Cesar A. Fortes‐Lima ◽  
Romain Laurent ◽  
Valentin Thouzeau ◽  
Bruno Toupance ◽  
Paul Verdu

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