Handbook of Approximate Bayesian Computation

 
 
Chapman and Hall (Verlag)
  • 1. Auflage
  • |
  • erschienen am 3. September 2018
  • |
  • 678 Seiten
 
E-Book | ePUB mit Adobe DRM | Systemvoraussetzungen
978-1-351-64346-7 (ISBN)
 

As the world becomes increasingly complex, so do the statistical models required to analyse the challenging problems ahead. For the very first time in a single volume, the Handbook of Approximate Bayesian Computation (ABC) presents an extensive overview of the theory, practice and application of ABC methods. These simple, but powerful statistical techniques, take Bayesian statistics beyond the need to specify overly simplified models, to the setting where the model is defined only as a process that generates data. This process can be arbitrarily complex, to the point where standard Bayesian techniques based on working with tractable likelihood functions would not be viable. ABC methods finesse the problem of model complexity within the Bayesian framework by exploiting modern computational power, thereby permitting approximate Bayesian analyses of models that would otherwise be impossible to implement.

The Handbook of ABC provides illuminating insight into the world of Bayesian modelling for intractable models for both experts and newcomers alike. It is an essential reference book for anyone interested in learning about and implementing ABC techniques to analyse complex models in the modern world.

weitere Ausgaben werden ermittelt

Scott Sission is Professor, ARC Future Fellow and Head of Statistics in the School of Mathematics and Statistics at UNSW.

Yanan Fan is a Senior Lecturer at the School of Mathematics and Statistics at UNSW.

Mark Beaumont is Professor of Statistics at the University of Bristol.

Introduction

Overview of ABC: S. A. Sisson, Y. Fan and M. A. Beaumont

On the history of ABC: S.Tavare

Regression approaches: M. G. B. Blum

ABC Samplers: S. A. Sisson and Y. Fan

Summary statistics: D. Prangle

Likelihood-free Model Choice: J.-M. Marin, P. Pudlo, A. Estoup and C. Robert

ABC and Indirect Inference: C. C. Drovandi

High-Dimensional ABC: D. Nott, V. Ong, Y. Fan and S. A. Sisson

Theoretical and Methodological Aspects of Markov Chain Monte Carlo Computations with Noisy Likelihoods: C. Andrieu, A.Lee and M. Viola

Asymptotics of ABC: Paul Fearnhead

Informed Choices: How to Calibrate ABC with Hypothesis Testing: O. Ratmann, A. Camacho, S. Hu and C. Coljin

Approximating the Likelihood in ABC: C. C. Drovandi, C. Grazian, K. Mengersen and C. Robert

Divide and Conquer in ABC: Expectation-Propagation algorithms for likelihood-free inference: S. Barthelme, N. Chopin and V. Cottet

Sequential Monte Carlo-ABC Methods for Estimation of Stochastic Simulation Models of the Limit Order Book: G. W. Peters, E. Panayi and F. Septier

Inferences on the Acquisition of Multidrug Resistance in Mycobacterium Tuberculosis Using Molecular Epidemiological Data: G. S. Rodrigues, S. A. Sisson, and M. M. Tanaka

ABC in Systems Biology: J. Liepe and M. P. H. Stumpf

Application of ABC to Infer about the Genetic History of Pygmy Hunter-Gatherers Populations from Western Central Africa: A. Estoup, P. Verdu, J.-M. Marin, C. Robert, A. Dehne-Garcia, J.-M. Cornuet and P. Pudlo

ABC for Climate: Dealing with Expensive Simulators: P. B. Holden, N. R. Edwards, J. Hensman and R. D. Wilkinson

ABC in Ecological Modelling: M. Fasiolo and S. N. Wood

ABC in Nuclear Imaging: Y. Fan, S. R. Meikle, G. Angelis and A. Sitek

"The Handbook of Approximate Bayesian Computation presents basic approaches as well as extension and mathematical details about ABC approaches. Advantages (simplicity, wide applicability) as well as challenges (computational burden, various assumptions/choice of tuning parameters) of ABC are discussed in theory and application ... the Handbook of Approximate Bayesian Computation is an excellent book and an indispensable choice for all (beginners and advanced users) who are interested in obtaining a deeper understanding of ABC approaches in application as well as statistical theory."
-Heiko Goette, Merck Healthcare KGaA, Darmstadt, Germany

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