<tt>glabcmcmc</tt> : a Python package for ABC-MCMC with local and global moves

We introduce a new Python package glabcmcmc, which implements an approximate Bayesian computation Markov chain Monte Carlo (ABC-MCMC) algorithm that combines global and local proposal strategies to address the limitations of standard ABC-MCMC. The proposed package includes key innovations such as the determination of global proposal frequencies, the implementation of a hybrid ABC-MCMC algorithm integrating global and local proposals, and an adaptive version that utilizes normalizing flows and gradient-based computations for enhanced proposal mechanisms. The functionality of the software package is demonstrated through illustrative examples.

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Publication Details

Journal
Statistical Theory and Related Fields
Published
2025-04-03
DOI
https://doi.org/10.1080/24754269.2025.2495505
Citations
1
Primary Topic
Markov Chains and Monte Carlo Methods
Type
article
Field-Weighted Citation Impact
2.63

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article

<tt>glabcmcmc</tt> : a Python package for ABC-MCMC with local and global moves

Shijia Wang, Xuefei Cao, Yongdao Zhou
1 citations
Statistical Theory and Related Fields
Markov Chains and Monte Carlo Methods
2.63
article

<tt>glabcmcmc</tt> : a Python package for ABC-MCMC with local and global moves

Shijia Wang, Xuefei Cao, Yongdao Zhou
article en
1 citations

Abstract

We introduce a new Python package glabcmcmc, which implements an approximate Bayesian computation Markov chain Monte Carlo (ABC-MCMC) algorithm that combines global and local proposal strategies to address the limitations of standard ABC-MCMC. The proposed package includes key innovations such as the determination of global proposal frequencies, the implementation of a hybrid ABC-MCMC algorithm integrating global and local proposals, and an adaptive version that utilizes normalizing flows and gradient-based computations for enhanced proposal mechanisms. The functionality of the software package is demonstrated through illustrative examples.

Statistical Theory and Related FieldsVol. 9(2)
Nankai University (CN), ShanghaiTech University (CN)
National Natural Science Foundation of China, ShanghaiTech University, Fundamental Research Funds for the Central Universities
Openalex Percentile: Top 12%
Markov Chains and Monte Carlo Methods
2.63
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