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Lack of confidence in approximate Bayesian computation model choice

机译:对近似贝叶斯计算模型的选择缺乏信心

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Approximate Bayesian computation (ABC) have become an essential tool for the analysis of complex stochastic models. Grelaud et al. [(2009) Bayesian Anal 3:427-442] advocated the use of ABC for model choice in the specific case of Gibbs random fields, relying on an intermodel sufficiency property to show that the approximation was legitimate. We implemented ABC model choice in a wide range of phylogenetic models in the Do It Yourself-ABC (DIY-ABC) software [Cornuet et al. (2008) Bioinformatics 24:2713-2719]. We now present arguments as to why the theoretical arguments for ABC model choice are missing, because the algorithm involves an unknown loss of information induced by the use of insufficient summary statistics. The approximation error of the posterior probabilities of the models under comparison may thus be unrelated with the computational effort spent in running an ABC algorithm. We then conclude that additional empirical verifications of the performances of the ABC procedure as those available in DIY-ABC are necessary to conduct model choice.
机译:近似贝叶斯计算(ABC)已成为分析复杂随机模型的重要工具。 Grelaud等。 [(2009)Bayesian Anal 3:427-442]提倡在Gibbs随机域的特定情况下使用ABC进行模型选择,并依靠模型间的充足性属性证明近似是合理的。我们在自己动手做的ABC(DIY-ABC)软件中,在各种各样的系统发育模型中实现了ABC模型的选择[Cornuet等。 (2008)Bioinformatics 24:2713-2719]。现在我们提出关于为什么缺少用于ABC模型选择的理论论据的争论,因为该算法涉及由于使用不充分的汇总统计信息而导致的未知信息丢失。因此,所比较的模型的后验概率的近似误差可能与运行ABC算法所花费的计算量无关。然后,我们得出结论,进行模型选择需要对DIY-ABC中可用的ABC程序的性能进行其他经验验证。

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