Unifying Summary Statistic Selection for Approximate Bayesian Computation

• URL: http://arxiv.org/abs/2206.02340v3
• Date: Fri, 25 Apr 2025 20:31:02 GMT
• Title: Unifying Summary Statistic Selection for Approximate Bayesian Computation
• Authors: Till Hoffmann, Jukka-Pekka Onnela,
• Abstract summary: We characterize different classes of summaries and demonstrate their importance for correctly analysing dimensionality reduction algorithms.<n>We offer a unifying framework for obtaining informative summaries, provide concrete recommendations for practitioners, and propose a practical method to obtain high-fidelity summaries.
• Score: 2.928146328426698
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Extracting low-dimensional summary statistics from large datasets is essential for efficient (likelihood-free) inference. We characterize different classes of summaries and demonstrate their importance for correctly analysing dimensionality reduction algorithms. We demonstrate that minimizing the expected posterior entropy (EPE) under the prior predictive distribution of the model subsumes many existing methods. They are equivalent to or are special or limiting cases of minimizing the EPE. We offer a unifying framework for obtaining informative summaries, provide concrete recommendations for practitioners, and propose a practical method to obtain high-fidelity summaries whose utility we demonstrate for both benchmark and practical examples.

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