Approximate bayesian computation for discrete spaces

Ilze A. Auzina, Jakub M. Tomczak*

*Corresponding author for this work

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

Many real-life processes are black-box problems, i.e., the internal workings are inaccessible or a closed-form mathematical expression of the likelihood function cannot be defined. For continuous random variables, likelihood-free inference problems can be solved via Approximate Bayesian Computation (ABC). However, an optimal alternative for discrete random variables is yet to be formulated. Here, we aim to fill this research gap. We propose an adjusted population-based MCMC ABC method by re-defining the standard ABC parameters to discrete ones and by introducing a novel Markov kernel that is inspired by differential evolution. We first assess the proposed Markov kernel on a likelihood-based inference problem, namely discovering the underlying diseases based on a QMR-DTnetwork and, subsequently, the entire method on three likelihood-free inference problems: (i) the QMR-DT network with the unknown likelihood function, (ii) the learning binary neural network, and (iii) neural architecture search. The obtained results indicate the high potential of the proposed framework and the superiority of the new Markov kernel.

Original languageEnglish
Article number312
Pages (from-to)1-16
Number of pages16
JournalEntropy
Volume23
Issue number3
Early online date6 Mar 2021
DOIs
Publication statusPublished - Mar 2021

Bibliographical note

Publisher Copyright:
© 2021 by the authors. Licensee MDPI, Basel, Switzerland.

Copyright:
Copyright 2021 Elsevier B.V., All rights reserved.

This article belongs to the Special Issue "Approximate Bayesian Inference"

Keywords

  • Approximate Bayesian Computation
  • Differential evolution
  • Discrete state space
  • Markov kernels
  • MCMC

Fingerprint

Dive into the research topics of 'Approximate bayesian computation for discrete spaces'. Together they form a unique fingerprint.

Cite this