<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.
Authors
- Shijia Wang (ORCID: https://orcid.org/0000-0003-0339-1716)
- Xuefei Cao (ORCID: https://orcid.org/0000-0002-9421-9358)
- Yongdao Zhou (ORCID: https://orcid.org/0000-0003-3805-7021)
Institutions
- Nankai University (CN)
- ShanghaiTech University (CN)
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
Funders
- National Natural Science Foundation of China
- ShanghaiTech University
- Fundamental Research Funds for the Central Universities