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Approximate Bayesian Computation (ABC) are likelihood-free Monte Carlo methods. ABC methods use a comparison between simulated data, using different parameters drew from a prior distribution, and observed data. This comparison process is based on computing a distance between the summary statistics from the simulated data and the observed data. For complex models, it is usually difficult to define a methodology for choosing or constructing the summary statistics. Recently, a nonparametric ABC has been proposed, that uses a dissimilarity measure between discrete distributions based on empirical kernel embeddings as an alternative for summary statistics. The nonparametric ABC outperforms other methods including ABC, kernel ABC or synthetic likelihood ABC. However, it assumes that the probability distributions are discrete, and it is not robust when dealing with few observations. In this paper, we propose to apply kernel embeddings using an smoother density estimator or Parzen estimator for comparing the empirical data distributions, and computing the ABC posterior. Synthetic data and real data were used to test the Bayesian inference of our method. We compare our method with respect to state-of-the-art methods, and demonstrate that our method is a robust estimator of the posterior distribution in terms of the number of observations.
We present a novel family of deep neural architectures, named partially exchangeable networks (PENs) that leverage probabilistic symmetries. By design, PENs are invariant to block-switch transformations, which characterize the partial exchangeability
This report is a collection of comments on the Read Paper of Fearnhead and Prangle (2011), to appear in the Journal of the Royal Statistical Society Series B, along with a reply from the authors.
Approximate Bayesian Computation (ABC) methods are used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Both the accuracy and computational efficiency of ABC depend on the choice of summary st
Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous exploration are t
We derive the optimal proposal density for Approximate Bayesian Computation (ABC) using Sequential Monte Carlo (SMC) (or Population Monte Carlo, PMC). The criterion for optimality is that the SMC/PMC-ABC sampler maximise the effective number of sampl