There has been an increasing interest on summary-free solutions for approximate Bayesian computation (abc) that 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 necessarily 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 more 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 those settings not covered by current studies. These key 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 within the family of integral probability semimetrics (ips). The ips class extends summary-based distances, and also includes the widely implemented Wasserstein distance and maximum mean discrepancy (mmd), among others. As clarified in specialized theoretical analyses of popular ips discrepancies and via illustrative simulations, this new perspective improves the understanding of summary-free abc.
(2025). Concentration of discrepancy-based approximate Bayesian computation via Rademacher complexity [journal article - articolo]. In ANNALS OF STATISTICS. Retrieved from https://hdl.handle.net/10446/296185
Concentration of discrepancy-based approximate Bayesian computation via Rademacher complexity
Legramanti, Sirio;
2025-01-01
Abstract
There has been an increasing interest on summary-free solutions for approximate Bayesian computation (abc) that 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 necessarily 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 more 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 those settings not covered by current studies. These key 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 within the family of integral probability semimetrics (ips). The ips class extends summary-based distances, and also includes the widely implemented Wasserstein distance and maximum mean discrepancy (mmd), among others. As clarified in specialized theoretical analyses of popular ips discrepancies and via illustrative simulations, this new perspective improves the understanding of summary-free abc.File | Dimensione del file | Formato | |
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