{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/multifidelity-approximate-bayesian-1","title":"Multifidelity Approximate Bayesian Computation with Sequential Monte Carlo Parameter Sampling","arxiv_id":"2001.06256","date":"2020-01-17","proceeding":null,"authors":["Thomas P. Prescott","Ruth E. Baker"],"abstract":"Multifidelity approximate Bayesian computation (MF-ABC) is a likelihood-free technique for parameter inference that exploits model approximations to significantly increase the speed of ABC algorithms (Prescott and Baker, 2020). Previous work has considered MF-ABC only in the context of rejection sampling, which does not explore parameter space particularly efficiently. In this work, we integrate the multifidelity approach with the ABC sequential Monte Carlo (ABC-SMC) algorithm into a new MF-ABC-SMC algorithm. We show that the improvements generated by each of ABC-SMC and MF-ABC to the efficiency of generating Monte Carlo samples and estimates from the ABC posterior are amplified when the two techniques are used together.","url_abs":"http://arxiv.org/abs/2001.06256v2","url_pdf":"http://arxiv.org/pdf/2001.06256v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"multifidelity-approximate-bayesian-1","repo_url":"https://github.com/tpprescott/mf-abc-smc","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":{"status":"ok","spdx":"GPL-3.0"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2001.06256","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}