A comparison of emulation methods for Approximate Bayesian Computation (1412.7560v1)

Abstract: Approximate Bayesian Computation (ABC) is a family of statistical inference techniques, which is increasingly used in biology and other scientific fields. Its main benefit is to be applicable to models for which the computation of the model likelihood is intractable. The basic idea of ABC is to empirically approximate the model likelihood by using intensive realizations of model runs. Due to computing time limitations, ABC has thus been mainly applied to models that are relatively quick to simulate. We here aim at briefly introducing the field of statistical emulation of computer code outputs and to demonstrate its potential for ABC applications. Emulation consists in replacing the costly to simulate model by another (quick to simulate) statistical model called emulator or meta-model. This emulator is fitted to a small number of outputs of the original model, and is subsequently used as a surrogate during the inference procedure. In this contribution, we first detail the principles of model emulation, with a special reference to the ABC context in which the description of the stochasticity of model realizations is as important as the description of the trends linking model parameters and outputs. We then compare several emulation strategies in an ABC context, using as case study a stochastic ecological model of community dynamics. We finally describe a novel emulation-based sequential ABC algorithm which is shown to decrease computing time by a factor of two on the studied example, compared to previous sequential ABC algorithms. Routines to perform emulation-based ABC were made available within the R package EasyABC.