Adaptive approximate Bayesian computation by subset simulation for structural model calibration

Approximate Bayesian Computation by Subset Simulation

A new approximate Bayesian computation (ABC) algorithm for Bayesian updating of model parameters is proposed in this paper, which combines the ABC principles with the technique of subset simulation for efficient rare-event simulation, first developed in S. K. Au and J. L. Beck [Probabilistic Engrg. Mech., 16 (2001), pp. 263–277]. It has been named ABC-SubSim. The idea is to choose the nested de...

Adaptive approximate Bayesian computation

Sequential techniques can enhance the efficiency of the approximate Bayesian computation algorithm, as in Sisson et al.’s (2007) partial rejection control version. While this method is based upon the theoretical works of Del Moral et al. (2006), the application to approximate Bayesian computation results in a bias in the approximation to the posterior. An alternative version based on genuine im...

Toward diagnostic model calibration and evaluation: Approximate Bayesian computation

[1] The ever increasing pace of computational power, along with continued advances in measurement technologies and improvements in process understanding has stimulated the development of increasingly complex hydrologic models that simulate soil moisture flow, groundwater recharge, surface runoff, root water uptake, and river discharge at different spatial and temporal scales. Reconciling these ...

Adaptive approximate Bayesian computation for complex models

Using Approximate Bayesian Computation by Subset Simulation for Efficient Posterior Assessment of Dynamic State-Space Model Classes

Approximate Bayesian Computation (ABC) methods have gained in their popularity over the last decade because they expand the horizon of Bayesian parameter inference methods to the range of models for which only forward simulation is available. The majority of the ABC methods rely on the choice of a set of summary statistics to reduce the dimension of the data. However, as has been noted in the A...