Abstract
Approximate Bayesian computation (ABC) methods perform inference on model-specific parameters of mechanistically motivated parametric models when evaluating likelihoods is difficult. Central to the success of ABC methods, which have been used frequently in biology, is computationally inexpensive simulation of data sets from the parametric model of interest. However, when simulating data sets from a model is so computationally expensive that the posterior distribution of parameters cannot be adequately sampled by ABC, inference is not straightforward. We present "approximate approximate Bayesian computation" (AABC), a class of computationally fast inference methods that extends ABC to models in which simulating data is expensive. In AABC, we first simulate a number of data sets small enough to be computationally feasible to simulate from the parametric model. Conditional on these data sets, we use a statistical model that approximates the correct parametric model and enables efficient simulation of a large number of data sets. We show that under mild assumptions, the posterior distribution obtained by AABC converges to the posterior distribution obtained by ABC, as the number of data sets simulated from the parametric model and the sample size of the observed data set increase. We demonstrate the performance of AABC on a population-genetic model of natural selection, as well as on a model of the admixture history of hybrid populations. This latter example illustrates how, in population genetics, AABC is of particular utility in scenarios that rely on conceptually straightforward but potentially slow forward-in-time simulations.