Many areas of science make extensive use of computer simulators that implicitly encode intractable likelihood functions of complex systems. Classical statistical methods are poorly suited for these so-called likelihood-free inference (LFI) settings, …
Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an approximate …
Approximate Bayesian Computation (ABC) is typically used when the likelihood is either unavailable or intractable but where data can be simulated under different parameter settings using a forward model. Despite the recent interest in ABC, …