AABC: approximate approximate Bayesian computation when simulating a large number of data sets is computationally infeasible. Approximate Bayesian computation (ABC) methods perform inference on model-specific parameters of mechanistically motivated parametric statistical models when evaluating likelihoods is difficult. Central to the success of ABC methods is computationally inexpensive simulation of data sets from the parametric model of interest. However, when simulating data sets from a model is so computationally expensive that the posterior distribution of parameters cannot be adequately sampled by ABC, inference is not straightforward. We present approximate approximate Bayesian computation” (AABC), a class of methods that extends simulation-based inference by ABC to models in which simulating data is expensive. In AABC, we first simulate a limited number of data sets that is computationally feasible to simulate from the parametric model. We use these data sets as fixed background information to inform a non-mechanistic statistical model that approximates the correct parametric model and enables efficient simulation of a large number of data sets by Bayesian resampling methods. We show that under mild assumptions, the posterior distribution obtained by AABC converges to the posterior distribution obtained by ABC, as the number of data sets simulated from the parametric model and the sample size of the observed data set increase simultaneously. We illustrate the performance of AABC on a population-genetic model of natural selection, as well as on a model of the admixture history of hybrid populations.
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References in zbMATH (referenced in 6 articles )
Showing results 1 to 6 of 6.
- Prescott, Thomas P.; Baker, Ruth E.: Multifidelity approximate Bayesian computation (2020)
- Karabatsos, George; Leisen, Fabrizio: An approximate likelihood perspective on ABC methods (2018)
- Lambert, Ben; MacLean, Adam L.; Fletcher, Alexander G.; Combes, Alexander N.; Little, Melissa H.; Byrne, Helen M.: Bayesian inference of agent-based models: a tool for studying kidney branching morphogenesis (2018)
- Grinshpan, Arcadii Z.: An inequality for multiple convolutions with respect to Dirichlet probability measure (2017)
- Prangle, Dennis: Lazy ABC (2016)
- Buzbas, Erkan O.; Rosenberg, Noah A.: AABC: approximate approximate Bayesian computation for inference in population-genetic models (2015)