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Statistical Applications in Genetics and Molecular Biology

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Volume 12, Issue 2 (May 2013)

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Approximate Bayesian computation (ABC) gives exact results under the assumption of model error

Richard David Wilkinson
  • Corresponding author
  • University of Nottingham – School of Mathematical Sciences, University Park Nottingham, Nottinghamshire NG7 2RD, UK
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Published Online: 2013-05-06 | DOI: https://doi.org/10.1515/sagmb-2013-0010

Abstract

Approximate Bayesian computation (ABC) or likelihood-free inference algorithms are used to find approximations to posterior distributions without making explicit use of the likelihood function, depending instead on simulation of sample data sets from the model. In this paper we show that under the assumption of the existence of a uniform additive model error term, ABC algorithms give exact results when sufficient summaries are used. This interpretation allows the approximation made in many previous application papers to be understood, and should guide the choice of metric and tolerance in future work. ABC algorithms can be generalized by replacing the 0–1 cut-off with an acceptance probability that varies with the distance of the simulated data from the observed data. The acceptance density gives the distribution of the error term, enabling the uniform error usually used to be replaced by a general distribution. This generalization can also be applied to approximate Markov chain Monte Carlo algorithms. In light of this work, ABC algorithms can be seen as calibration techniques for implicit stochastic models, inferring parameter values in light of the computer model, data, prior beliefs about the parameter values, and any measurement or model errors.

Keywords: Approximate Bayesian computation; calibration; likelihood-free inference; implicit inference; Monte Carlo

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About the article

Corresponding author: Richard David Wilkinson, University of Nottingham – School of Mathematical Sciences, University Park Nottingham, Nottinghamshire NG7 2RD, UK


Published Online: 2013-05-06


Citation Information: Statistical Applications in Genetics and Molecular Biology, ISSN (Online) 1544-6115, ISSN (Print) 2194-6302, DOI: https://doi.org/10.1515/sagmb-2013-0010.

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