Nakagome Shigeki, Fukumizu Kenji, Mano Shuhei
Stat Appl Genet Mol Biol. 2013 Dec;12(6):667-78. doi: 10.1515/sagmb-2012-0050.
Approximate Bayesian computation (ABC) is a likelihood-free approach for Bayesian inferences based on a rejection algorithm method that applies a tolerance of dissimilarity between summary statistics from observed and simulated data. Although several improvements to the algorithm have been proposed, none of these improvements avoid the following two sources of approximation: 1) lack of sufficient statistics: sampling is not from the true posterior density given data but from an approximate posterior density given summary statistics; and 2) non-zero tolerance: sampling from the posterior density given summary statistics is achieved only in the limit of zero tolerance. The first source of approximation can be improved by adding a summary statistic, but an increase in the number of summary statistics could introduce additional variance caused by the low acceptance rate. Consequently, many researchers have attempted to develop techniques to choose informative summary statistics. The present study evaluated the utility of a kernel-based ABC method [Fukumizu, K., L. Song and A. Gretton (2010): "Kernel Bayes' rule: Bayesian inference with positive definite kernels," arXiv, 1009.5736 and Fukumizu, K., L. Song and A. Gretton (2011): "Kernel Bayes' rule. Advances in Neural Information Processing Systems 24." In: J. Shawe-Taylor and R. S. Zemel and P. Bartlett and F. Pereira and K. Q. Weinberger, (Eds.), pp. 1549-1557., NIPS 24: 1549-1557] for complex problems that demand many summary statistics. Specifically, kernel ABC was applied to population genetic inference. We demonstrate that, in contrast to conventional ABCs, kernel ABC can incorporate a large number of summary statistics while maintaining high performance of the inference.
近似贝叶斯计算(ABC)是一种基于拒绝算法的无似然贝叶斯推断方法,该算法对观测数据和模拟数据的汇总统计量之间的差异应用了一个容差。尽管已经提出了对该算法的若干改进,但这些改进都无法避免以下两种近似来源:1)缺乏充分统计量:抽样并非来自给定数据的真实后验密度,而是来自给定汇总统计量的近似后验密度;2)非零容差:仅在零容差的极限情况下才能从给定汇总统计量的后验密度进行抽样。通过添加一个汇总统计量可以改善第一种近似来源,但汇总统计量数量的增加可能会因低接受率而引入额外的方差。因此,许多研究人员试图开发选择信息性汇总统计量的技术。本研究评估了基于核的ABC方法[Fukumizu, K., L. Song和A. Gretton(2010):“核贝叶斯规则:具有正定核的贝叶斯推断”,arXiv,1009.5736以及Fukumizu, K., L. Song和A. Gretton(2011):“核贝叶斯规则。神经信息处理系统进展24”。载于:J. Shawe-Taylor和R. S. Zemel以及P. Bartlett和F. Pereira和K. Q. Weinberger,(编),第1549 - 1557页,NIPS 24:1549 - 1557]对于需要许多汇总统计量的复杂问题的效用。具体而言,核ABC被应用于群体遗传推断。我们证明,与传统ABC不同,核ABC可以纳入大量汇总统计量,同时保持推断的高性能。