pyABC: Efficient and robust easy-to-use approximate Bayesian computation

03/24/2022
by   Yannik Schälte, et al.
0

The Python package pyABC provides a framework for approximate Bayesian computation (ABC), a likelihood-free parameter inference method popular in many research areas. At its core, it implements a sequential Monte-Carlo (SMC) scheme, with various algorithms to adapt to the problem structure and automatically tune hyperparameters. To scale to computationally expensive problems, it provides efficient parallelization strategies for multi-core and distributed systems. The package is highly modular and designed to be easily usable. In this major update to pyABC, we implement several advanced algorithms that facilitate efficient and robust inference on a wide range of data and model types. In particular, we implement algorithms to account for noise, to adaptively scale-normalize distance metrics, to robustly handle data outliers, to elucidate informative data points via regression models, to circumvent summary statistics via optimal transport based distances, and to avoid local optima in acceptance threshold sequences by predicting acceptance rate curves. Further, we provide, besides previously existing support of Python and R, interfaces in particular to the Julia language, the COPASI simulator, and the PEtab standard.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
10/03/2017

Improving approximate Bayesian computation via quasi Monte Carlo

ABC (approximate Bayesian computation) is a general approach for dealing...
research
09/08/2020

Accelerating sequential Monte Carlo with surrogate likelihoods

Delayed-acceptance is a technique for reducing computational effort for ...
research
08/07/2017

Delayed acceptance ABC-SMC

Approximate Bayesian computation (ABC) is now an established technique f...
research
09/19/2023

An Extendable Python Implementation of Robust Optimisation Monte Carlo

Performing inference in statistical models with an intractable likelihoo...
research
08/02/2017

ELFI: Engine for Likelihood Free Inference

The Engine for Likelihood-Free Inference (ELFI) is a Python software lib...
research
09/28/2019

Distance-learning For Approximate Bayesian Computation To Model a Volcanic Eruption

Approximate Bayesian computation (ABC) provides us with a way to infer p...
research
04/30/2023

A Wall-time Minimizing Parallelization Strategy for Approximate Bayesian Computation

Approximate Bayesian Computation (ABC) is a widely applicable and popula...

Please sign up or login with your details

Forgot password? Click here to reset