arXiv subjects

Arnaud Estoup

Publications and source records attributed to Arnaud Estoup.

6 recordsLinked to original sources

arXiv2025

Estimating Marginal Likelihoods in Likelihood-Free Inference via Neural Density Estimation

The marginal likelihood, or evidence, plays a central role in Bayesian model selection, yet remains notoriously challenging to compute in likelihood-free settings. While Simulation-Based Inference (SBI) techniques such as Sequential Neural Likelihood Estimation (SNLE) offer powerful tools to approximate posteriors using neural density estimators, they typically do not provide estimates of the evidence. In this technical report presented at BayesComp 2025, we present a simple and general methodology to estimate the marginal likelihood using the output of SNLE.

stat.CO↗

arXiv2025

Goodness of Fit for Bayesian Generative Models with Applications in Population Genetics

In population genetics and other application fields, models with intractable likelihood are common. Approximate Bayesian Computation (ABC) or more generally Simulation-Based Inference (SBI) methods work by simulating instrumental data sets from the models under study and comparing them with the observed data set, using advanced machine learning tools for tasks such as model selection and parameter inference. The present work focuses on model criticism, and more specifically on Goodness of fit (GoF) tests, for intractable likelihood models. We introduce two new GoF tests: the pre-inference \gof tests whether the observed dataset is distributed from the prior predictive distribution, while the post-inference GoF tests whether there is a parameter value such that the observed dataset is distributed from the likelihood with that value. The pre-inference test can be used to prune a large set of models using a limited amount of simulations, while the post-inference test is used to assess the fit of a selected model. Both tests are based on the Local Outlier Factor (LOF, Breunig et al., 2000). This indicator was initially defined for outlier and novelty detection. It is able to quantify local density deviations, capturing subtleties that a more traditional k-NN-based approach may miss. We evaluated the performance of our two GoF tests on simulated datasets from three different model settings of varying complexity. We then illustrate the utility of these approaches on a dataset of single nucleotide polymorphism (SNP) markers for the evaluation of complex evolutionary scenarios of modern human populations. Our dual-test GoF approach highlights the flexibility of our method: the pre-inference \gof test provides insight into model validity from a Bayesian perspective, while the post-inference test provides a more general and traditional view of assessing goodness of fit

stat.ME↗

arXiv2018

ABC random forests for Bayesian parameter inference

This preprint has been reviewed and recommended by Peer Community In Evolutionary Biology (http://dx.doi.org/10.24072/pci.evolbiol.100036). Approximate Bayesian computation (ABC) has grown into a standard methodology that manages Bayesian inference for models associated with intractable likelihood functions. Most ABC implementations require the preliminary selection of a vector of informative statistics summarizing raw data. Furthermore, in almost all existing implementations, the tolerance level that separates acceptance from rejection of simulated parameter values needs to be calibrated. We propose to conduct likelihood-free Bayesian inferences about parameters with no prior selection of the relevant components of the summary statistics and bypassing the derivation of the associated tolerance level. The approach relies on the random forest methodology of Breiman (2001) applied in a (non parametric) regression setting. We advocate the derivation of a new random forest for each component of the parameter vector of interest. When compared with earlier ABC solutions, this method offers significant gains in terms of robustness to the choice of the summary statistics, does not depend on any type of tolerance level, and is a good trade-off in term of quality of point estimator precision and credible interval estimations for a given computing time. We illustrate the performance of our methodological proposal and compare it with earlier ABC methods on a Normal toy example and a population genetics example dealing with human population evolution. All methods designed here have been incorporated in the R package abcrf (version 1.7) available on CRAN.

stat.ME↗

arXiv2016

Likelihood-free Model Choice

This document is an invited chapter covering the specificities of ABC model choice, intended for the incoming Handbook of ABC by Sisson, Fan, and Beaumont (2017). Beyond exposing the potential pitfalls of ABC based posterior probabilities, the review emphasizes mostly the solution proposed by Pudlo et al. (2016) on the use of random forests for aggregating summary statistics and and for estimating the posterior probability of the most likely model via a secondary random fores.

stat.ME↗

arXiv2015

Reliable ABC model choice via random forests

Approximate Bayesian computation (ABC) methods provide an elaborate approach to Bayesian inference on complex models, including model choice. Both theoretical arguments and simulation experiments indicate, however, that model posterior probabilities may be poorly evaluated by standard ABC techniques. We propose a novel approach based on a machine learning tool named random forests to conduct selection among the highly complex models covered by ABC algorithms. We thus modify the way Bayesian model selection is both understood and operated, in that we rephrase the inferential goal as a classification problem, first predicting the model that best fits the data with random forests and postponing the approximation of the posterior probability of the predicted MAP for a second stage also relying on random forests. Compared with earlier implementations of ABC model choice, the ABC random forest approach offers several potential improvements: (i) it often has a larger discriminative power among the competing models, (ii) it is more robust against the number and choice of statistics summarizing the data, (iii) the computing effort is drastically reduced (with a gain in computation efficiency of at least fifty), and (iv) it includes an approximation of the posterior probability of the selected model. The call to random forests will undoubtedly extend the range of size of datasets and complexity of models that ABC can handle. We illustrate the power of this novel methodology by analyzing controlled experiments as well as genuine population genetics datasets. The proposed methodologies are implemented in the R package abcrf available on the CRAN.

stat.ML↗

arXiv2008

Inferring population history with DIYABC: a user-friendly approach to Approximate Bayesian Computation

Genetic data obtained on population samples convey information about their evolutionary history. Inference methods can extract this information (at least partially) but they require sophisticated statistical techniques that have been made available to the biologist community (through computer programs) only for simple and standard situations typically involving a small number of samples. We propose here a computer program (DIYABC) for inference based on Approximate Bayesian Computation (ABC), in which scenarios can be customized by the user to fit many complex situations involving any number of populations and samples. Such scenarios involve any combination of population divergences, admixtures and stepwise population size changes. DIYABC can be used to compare competing scenarios, estimate parameters for one or more scenarios, and compute bias and precision measures for a given scenario and known values of parameters (the current version applies to unlinked microsatellite data). This article describes key methods used in the program and provides its main features. The analysis of one simulated and one real data set, both with complex evolutionary scenarios, illustrates the main possibilities of DIYABC

q-bio.PE↗