2018
DOI: 10.1214/17-sts618
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Approximate Bayesian Computation and Simulation-Based Inference for Complex Stochastic Epidemic Models

Abstract: Abstract. Approximate Bayesian Computation (ABC) and other simulationbased inference methods are becoming increasingly used for inference in complex systems, due to their relative ease-of-implementation. We briefly review some of the more popular variants of ABC and their application in epidemiology, before using a real-world model of HIV transmission to illustrate some of challenges when applying ABC methods to high dimensional, computationally intensive models. We then discuss an alternative approach-history… Show more

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Cited by 73 publications
(76 citation statements)
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“…However, ABC is inefficient and can fail when the parameter space is high dimensional, when there are many calibration targets, or when the prior distributions are very different from the posterior distributions. McKinley et al (2018) found that popular ABC variants that improve the algorithm's efficiency were not computationally feasible for calibrating stochastic epidemiological models. We propose an Incremental Mixture ABC (IMABC) approach for MSM model calibration that begins with a basic rejectionsampling ABC step (e.g., Pritchard et al, 1999) and then incrementally adds points to regions where targets are well predicted.…”
mentioning
confidence: 99%
“…However, ABC is inefficient and can fail when the parameter space is high dimensional, when there are many calibration targets, or when the prior distributions are very different from the posterior distributions. McKinley et al (2018) found that popular ABC variants that improve the algorithm's efficiency were not computationally feasible for calibrating stochastic epidemiological models. We propose an Incremental Mixture ABC (IMABC) approach for MSM model calibration that begins with a basic rejectionsampling ABC step (e.g., Pritchard et al, 1999) and then incrementally adds points to regions where targets are well predicted.…”
mentioning
confidence: 99%
“…Fitting stochastic models to population-level time-course data is a relatively new field of research. One issue that consistently arises in this field is that fitting by comparison of experimental and simulation distributions has the distinct drawback of high computational execution time [34][35][36][37]. We have encountered this issue in our study as well.…”
Section: Discussionmentioning
confidence: 95%
“…ABC SMC sampling draws large groups of candidate predictors simultaneously to avoid local minima and to speed up computation. ABC SMC sampling offers several attractive features of Bayesian analysis, including the ability to quantify the uncertainty in predictions (McKinley et al ., ) and to account for missing data with data augmentation methods that add potentially unobserved states to the parameter space (O’Neill and Roberts, ), or faster alternatives to data augmentation such as modified ‘poor man's data augmentation’ algorithms (Sweeting and Kharroubi, ). Sufficient statistics can be of key importance in ABC methods, and finding the correct such statistic in spatial epidemic models may provide a fruitful avenue for future research.…”
Section: Discussion On the Paper By Laber Meyer Reich Pacifici Comentioning
confidence: 99%