论文标题
通过Rademacher复杂性,基于差异的近似贝叶斯计算的浓度
Concentration of discrepancy-based approximate Bayesian computation via Rademacher complexity
论文作者
论文摘要
对于近似贝叶斯计算(ABC)的无摘要解决方案的兴趣越来越多,这些解决方案(ABC)替换了摘要之间的距离,并在所观察到的数据的经验分布与所提出的参数值下生成的合成样本之间的经验分布之间存在差异。这些策略的成功激发了关于诱发后代的限制特性的理论研究。但是,仍然缺乏用于无摘要的ABC的理论框架,即(i)是统一的,而不是差异的特定框架,(ii)不需要将分析限制为数据生成的过程和符合特定规律性条件的数据生成的过程,而是符合限制范围的限制范围的范围,这些因素可以依靠均匀的范围,这些因素均具有均匀的范围,并且(iii ii II II II II II),以及III II II II III的范围。限制ABC后部的行为。我们通过一个新的理论框架来解决这一差距,该框架在分析基于差异的ABC后代的限制属性时介绍了Rademacher复杂性的概念,包括在非i.i.i.d中。和错误指定的设置。这产生了一个统一的理论,该理论依赖于建设性的论点,并提供了更具信息性的渐近结果和统一的浓度界限,即使在当前研究未涵盖的环境中。这些进步是通过将无摘要ABC后代的渐近特性与与积分概率半学分(IPS)家族中所选差异相关的Rademacher复杂性的行为相关的渐近性能获得的。 IPS类扩展了基于摘要的距离,其中包括Wasserstein距离和最大平均差异等。正如流行的IPS差异的专门理论分析和通过说明性模拟所阐明的那样,这种观点改善了对无摘要ABC的理解。
There has been increasing interest on summary-free solutions for approximate Bayesian computation (ABC) which replace distances among summaries with discrepancies between the empirical distributions of the observed data and the synthetic samples generated under the proposed parameter values. The success of these strategies has motivated theoretical studies on the limiting properties of the induced posteriors. However, there is still the lack of a theoretical framework for summary-free ABC that (i) is unified, instead of discrepancy-specific, (ii) does not require to constrain the analysis to data generating processes and statistical models meeting specific regularity conditions, but rather facilitates the derivation of limiting properties that hold uniformly, and (iii) relies on verifiable assumptions that provide explicit concentration bounds clarifying which factors govern the limiting behavior of the ABC posterior. We address this gap via a novel theoretical framework that introduces the concept of Rademacher complexity in the analysis of the limiting properties for discrepancy-based ABC posteriors, including in non-i.i.d. and misspecified settings. This yields a unified theory that relies on constructive arguments and provides more informative asymptotic results and uniform concentration bounds, even in settings not covered by current studies. These advancements are obtained by relating the asymptotic properties of summary-free ABC posteriors to the behavior of the Rademacher complexity associated with the chosen discrepancy in the family of integral probability semimetrics (IPS). The IPS class extends summary-based distances, and includes the Wasserstein distance and maximum mean discrepancy, among others. As clarified in specialized theoretical analyses of popular IPS discrepancies and via illustrative simulations, this perspective improves the understanding of summary-free ABC.