Complex simulators have become a ubiquitous tool in many scientific disciplines, providing high-fidelity, implicit probabilistic models of natural and social phenomena. Unfortunately, they typically lack the tractability required for conventional statistical analysis. Approximate Bayesian computation (ABC) has emerged as a key method in simulation-based inference, wherein the true model likelihood and posterior are approximated using samples from the simulator. In this paper, we draw connections between ABC and generalized Bayesian inference (GBI). First, we re-interpret the accept/reject step in ABC as an implicitly defined error model. We then argue that these implicit error models will invariably be misspecified. While ABC posteriors are often treated as a necessary evil for approximating the standard Bayesian posterior, this allows us to re-interpret ABC as a potential robustification strategy. This leads us to suggest the use of GBI within ABC, a use case we explore empirically.
翻译:复杂的模拟器已成为许多科学学科中无处不在的工具,提供了高度不忠、隐含的自然和社会现象的概率模型。 不幸的是,它们通常缺乏常规统计分析所需的可移动性。 近似巴伊西亚计算(ABC)已成为模拟推论中的一个关键方法,其中真正的模型概率和近似物使用模拟器的样本进行近似。 在本文中,我们在ABC和普遍贝耶斯语推论(GBI)之间绘制了联系。 首先,我们重新解释ABC中的接受/拒绝步骤,将其作为一个隐含定义的错误模型。 然后我们争辩说,这些隐含的错误模型必然会被错误描述为错误。 虽然ABC的后端器常常被视为与标准的巴伊西亚后端器相近的一种必要的邪恶, 这使得我们能够将ABC作为潜在的强力战略重新解释。 这让我们在ABC中建议使用GBI,这是我们探索的经验性案例。